# EDGAR Filing Document

**Accession Number:** 0001420040
**File Stem:** 0000910472-26-009755
**Filing Date:** 2026-6
**Character Count:** 241764
**Document Hash:** 8d03c8abea66710c905d7e4526d6da29
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-009755.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0000910472-26-009755

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**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:** 261122172

**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:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $194791727.37

**Total Liabilities:** $65497240.91

**Net Assets:** $129294486.46

**Cash Not Reported:** $4443048.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 102.68597800 | **1-Year:** 1584.33295700 | **5-Year:** 9962.45617700 | **10-Year:** 12764.52757600 | **30-Year:** 4211.84688900

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

- **3-Month:** 128.64224400 | **1-Year:** 3005.10343300 | **5-Year:** 7683.51931000 | **10-Year:** 9147.32324200 | **30-Year:** 3054.72695000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000131120 | 0.82%                | -2.24%               | 2.00%                |
| Class ID C000131122 | 0.83%                | -2.19%               | 1.87%                |
| Class ID C000131121 | 0.82%                | -2.23%               | 1.75%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $152668.26               | $197258.72                                 |
| Month 2  | $-55867.26               | $-4348348.36                               |
| Month 3  | $128586.98               | $2763672.40                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY                                | PANAMA 4.3 04/29/53       | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      10000 | PA      | $7737.50      | 0.01%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VOLCAN COMPANIA MINERA SA                                                                     | VOLCAN 8 1/2 10/28/32     | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     268000 | PA      | $277176.32    | 0.21%             | 2032-10-28      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                               | COLTES 13 1/4 02/09/33    | CUSIP: P6S32JW71<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  242000000 | PA      | $63641.48     | 0.05%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                                  | CABKSM 4 1/4 09/06/30     | CUSIP: E2R193R97<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     300000 | PA      | $365064.71    | 0.28%             | 2030-09-06      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CARREFOUR SA                                                                                  | CAFP 4 3/8 11/14/31       | CUSIP: F13913S86<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $242992.50    | 0.19%             | 2031-11-14      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GRIFOLS SA                                                                                    | GRFSM 3 7/8 10/15/28      | CUSIP: E57009AB3<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     370000 | PA      | $429004.37    | 0.33%             | 2028-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO (ON), PROVINCE OF - ONTARIO FINANCIAL AUTHORITY                                       | ONT 2.8 06/02/48          | CUSIP: 68323ADZ4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |     250000 | PA      | $137113.51    | 0.11%             | 2048-06-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS COMPANY LTD                                                           | COGARD 0 12/31/31         | CUSIP: G24524BX0<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     167345 | PA      | $17889.18     | 0.01%             | 2031-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                         | SPGB 2 1/2 05/31/27       | CUSIP: E8922APD6<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     860000 | PA      | $1007975.22   | 0.78%             | 2027-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     380000 | NC      | $-4257.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                                  | INDON 4.95 02/21/36       | CUSIP: 455780EF9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      39000 | PA      | $38209.57     | 0.03%             | 2036-02-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMAZON CONSERVATION DAC                                                                       | AMCSRV 6.034 01/16/42     | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | CORP              | IE        |      64000 | PA      | $64947.20     | 0.05%             | 2042-01-16      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| ENI SPA                                                                                       | ENIIM 2 05/18/31          | CUSIP: T3666JJW7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     250000 | PA      | $276252.71    | 0.21%             | 2031-05-18      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| MONG DUONG FINANCE HOLDINGS BV                                                                | MONDFI 5 1/8 05/07/29     | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |     289690 | PA      | $286134.89    | 0.22%             | 2029-05-07      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                                            | GHANA 0 07/03/26          | CUSIP: V3R60FEK6<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       4312 | PA      | $4271.80      | 0.00%             | 2026-07-03      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                          | POLGB 5 10/25/35          | CUSIP: X8T02EHY2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     220000 | PA      | $57624.53     | 0.04%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SAS                                                                             | SFRFP 7 1/4 11/01/29      | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |     148460 | PA      | $175831.91    | 0.14%             | 2029-11-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      42200 | NC      | $-113.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                                                        | ICECR 4 3/4 08/01/32      | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |     400000 | PA      | $456189.69    | 0.35%             | 2032-08-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     200000 | NC      | $-2342.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTRUM INVESTMENTS AND FINANCING AB                                                           | INTRUM 7 3/4 09/11/27     | CUSIP: W5911DAG8<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |     330000 | PA      | $380607.11    | 0.29%             | 2027-09-11      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA SPA                                                                   | ATOSTR 5 1/8 06/14/33     | CUSIP: T0R553AN7<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |     150000 | PA      | $188352.80    | 0.15%             | 2033-06-14      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GEOPARK LTD                                                                                   | GEOPAR 8 3/4 01/31/30     | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |     352000 | PA      | $353921.77    | 0.27%             | 2030-01-31      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                                    | MIZUHO 2.564 09/13/31     | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     440000 | PA      | $388517.81    | 0.30%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                                      | PERUGB 7.6 08/12/39       | CUSIP: P6S32DFJ7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     170000 | PA      | $51073.08     | 0.04%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| ADECOAGRO SA                                                                                  | AGRO 7 1/2 07/29/32       | CUSIP: 00676LAC0<br>LEI: 529900Q00UR5LFELO811 | Long             | DBT              | CORP              | LU        |     300000 | PA      | $297282.00    | 0.23%             | 2032-07-29      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                                            | GHANA 0 01/03/30          | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       8937 | PA      | $7876.77      | 0.01%             | 2030-01-03      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                             | KOS 8 3/4 10/01/31        | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      56000 | PA      | $51786.56     | 0.04%             | 2031-10-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD                                                               | BAMCN 5.795 04/24/35      | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     335000 | PA      | $341846.53    | 0.26%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| CANADA, HER MAJESTY IN RIGHT OF - DEPARTMENT OF FINANCE                                       | CAN 2 1/4 06/01/29        | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     550000 | PA      | $395504.17    | 0.31%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                                                 | EGYPT 7.903 02/21/48      | CUSIP: 03846JW55<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     179000 | PA      | $155025.92    | 0.12%             | 2048-02-21      | Fixed         | 7.90%                 | 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      | $236651.74    | 0.18%             | 2054-01-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                                               | MVFPSO 6.748 06/01/34     | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     372694 | PA      | $375308.19    | 0.29%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TRINIDAD AND TOBAGO, REPUBLIC OF - MINISTRY OF FINANCE                                        | TRITOB 6.4 06/26/34       | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |       9000 | PA      | $9202.50      | 0.01%             | 2034-06-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                                            | GHANA 5 07/03/29          | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      33250 | PA      | $32642.09     | 0.03%             | 2029-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                                    | ROMANI 6 5/8 02/17/28     | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       1000 | PA      | $1026.57      | 0.00%             | 2028-02-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                  | BACR 5.335 09/10/35       | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     350000 | PA      | $347691.26    | 0.27%             | 2035-09-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                                                 | EGYPT 7.6003 03/01/29     | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      52000 | PA      | $53473.64     | 0.04%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY                                  | BHRAIN 5 5/8 05/18/34     | CUSIP: 05675M2J2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     187000 | PA      | $172060.70    | 0.13%             | 2034-05-18      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                              | MEX 6.35 02/09/35         | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      44000 | PA      | $45452.00     | 0.04%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)                                   | NGERIA 7 7/8 02/16/32     | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     101000 | PA      | $106664.02    | 0.08%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                                                              | MXPRLL 6 07/15/30         | CUSIP: YN6465143<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |     500000 | PA      | $593505.29    | 0.46%             | 2030-07-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CELLNEX FINANCE COMPANY SAU                                                                   | CLNXSM 2 02/15/33         | CUSIP: E2R41NAB8<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $206893.33    | 0.16%             | 2033-02-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                               | COLOM 7 1/2 02/02/34      | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     429000 | PA      | $449806.50    | 0.35%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                          | POLGB 0 01/25/28          | CUSIP: X8T02EHN6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     310000 | PA      | $79402.21     | 0.06%             | 2028-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                               | BRAZIL 7 1/4 01/12/56     | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     196000 | PA      | $197391.60    | 0.15%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                                                      | CHILE 2.45 01/31/31       | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      14000 | PA      | $12787.25     | 0.01%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| METINVEST BV                                                                                  | METINV 7 3/4 10/17/29     | CUSIP: 591555AF4<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |     490000 | PA      | $434819.63    | 0.34%             | 2029-10-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY                                  | BHRAIN 6 5/8 10/06/37     | CUSIP: 056909AA2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | CORP              | BH        |      68000 | PA      | $64775.81     | 0.05%             | 2037-10-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUBLIK DEUTSCHLAND - BUNDESMINISTERIUM DER FINANZEN                                   | BKO 2.2 03/11/27          | CUSIP: D2S1KZAA8<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    2000000 | PA      | $2341589.39   | 1.81%             | 2027-03-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                                                                    | AKBNK 7 7/8 09/04/35      | CUSIP: 00971YAM2<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     128000 | PA      | $129726.82    | 0.10%             | 2035-09-04      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                                    | ACGB 4 1/2 04/21/33       | CUSIP: Q08184MK8<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    2000000 | PA      | $1405947.15   | 1.09%             | 2033-04-21      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC (REIT)                                                                      | IRM 4 3/4 01/15/34        | CUSIP: U46009AP8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     200000 | PA      | $227923.22    | 0.18%             | 2034-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BLACKROCK INC                                                                                 | BLK 3 3/4 07/18/35        | CUSIP: 09290DAL5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     250000 | PA      | $293050.52    | 0.23%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REPUBLIC OF                                                                 | PKSTAN 7 3/8 04/08/31     | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     143000 | PA      | $138131.18    | 0.11%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                        | STANLN 3.603 01/12/33     | CUSIP: 853254CH1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     365000 | PA      | $333675.65    | 0.26%             | 2033-01-12      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                                  | INDON 2.15 07/28/31       | CUSIP: 455780CY0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      53000 | PA      | $46898.41     | 0.04%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                                                                 | TAP 3.8 06/15/32          | CUSIP: 60871RAR1<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     245000 | PA      | $288413.12    | 0.22%             | 2032-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     405000 | NC      | $-2189.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                           | NOMURA 2.172 07/14/28     | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     435000 | PA      | $413317.25    | 0.32%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                              | TURKEY 9 3/8 03/14/29     | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      38000 | PA      | $41513.73     | 0.03%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                                           | MINCAP 4 5/8 08/10/30     | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     204435 | PA      | $201949.13    | 0.16%             | 2030-08-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                               | BNTNF 10 01/01/29         | CUSIP: P8T60MZC0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1500000 | PA      | $289638.33    | 0.22%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                                                      | SRILAN 3.6 02/15/38       | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     131305 | PA      | $123978.47    | 0.10%             | 2038-02-15      | Floating      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| MC BRAZIL DOWNSTREAM TRADING SARL                                                             | MCBRAC 7 1/4 06/30/31     | CUSIP: L626A6AA2<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |     586291 | PA      | $548664.33    | 0.42%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                                    | ROMANI 5 3/4 07/04/36     | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      17000 | PA      | $16054.96     | 0.01%             | 2036-07-04      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE      | UKT 3 3/4 03/07/27        | CUSIP: G4527HE72<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    1000000 | PA      | $1353820.33   | 1.05%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DEL CHILE SA                                                   | CDEL 6.33 01/13/35        | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      43000 | PA      | $45666.00     | 0.04%             | 2035-01-13      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL GMBH                                                                 | CHEPDE 7 1/2 05/15/30     | CUSIP: D1T29ZAD4<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |     490000 | PA      | $589473.61    | 0.46%             | 2030-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| LONGFOR GROUP HOLDINGS LTD                                                                    | LNGFOR 3.85 01/13/32      | CUSIP: G5635PAL3<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |     500000 | PA      | $361881.05    | 0.28%             | 2032-01-13      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| AI CANDELARIA (SPAIN) SA                                                                      | AICNRA 5 3/4 06/15/33     | CUSIP: E0R75RAB2<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     687000 | PA      | $620611.04    | 0.48%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                                                      | CHILE 4.35 04/13/31       | CUSIP: 168863EF1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     127000 | PA      | $125444.25    | 0.10%             | 2031-04-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK UERETIM AS                                                              | ZOREN 11 04/23/30         | CUSIP: 98977LAA4<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |     148000 | PA      | $131824.15    | 0.10%             | 2030-04-23      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL COMPANY JSC                                                              | KZOKZ 5 3/8 04/24/30      | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     106000 | PA      | $108018.03    | 0.08%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| KLEOPATRA FINCO SARL                                                                          | KLEOPATRA FINCO BDS       | CUSIP: L5841FAE5<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |      48627 | NS      | $72663.66     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HTA GROUP LTD                                                                                 | HLSTWR 7 1/2 06/04/29     | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     405000 | PA      | $417410.96    | 0.32%             | 2029-06-04      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE COMPANY                                                                 | NIPLIF 6 1/4 09/13/53     | CUSIP: 654579AM3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     280000 | PA      | $291329.57    | 0.23%             | 2053-09-13      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                                       | SASOL 8 3/4 05/03/29      | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     132000 | PA      | $139780.34    | 0.11%             | 2029-05-03      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| OMAN, GOVERNMENT OF THE SULTANATE OF                                                          | OMAN 6 08/01/29           | CUSIP: 68205LAB9<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     111000 | PA      | $115567.74    | 0.09%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ASB BANK LTD                                                                                  | ASBBNK 5.284 06/17/32     | CUSIP: 04342JAA5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |     330000 | PA      | $331609.55    | 0.26%             | 2032-06-17      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| URUGUAY, REPUBLICA ORIENTAL DEL - MINISTERIO DE ECONOMIA Y FINANZAS                           | URUGUA 4 3/8 01/23/31     | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      71000 | PA      | $71333.70     | 0.06%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                             | KOS 7 1/2 03/01/28        | CUSIP: U5007TAB1<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29592.35     | 0.02%             | 2028-03-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                                    | UKRAIN 0 02/01/30         | CUSIP: X5S0055Z0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       3571 | PA      | $2267.59      | 0.00%             | 2030-02-01      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                                                           | FOUR 5 1/2 05/15/33       | CUSIP: N/A<br>LEI: 254900GTEMR7L40VPI74       | Long             | DBT              | CORP              | US        |     475000 | PA      | $536225.20    | 0.41%             | 2033-05-15      | Fixed         | 5.50%                 | 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      | $1053367.41   | 0.81%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                             | BTPS 2.45 09/01/33        | CUSIP: T6247A8F6<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     640000 | PA      | $700326.14    | 0.54%             | 2033-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| FIDELITY COLCHESTER STREET TRUST                                                              | FID-MM GOVT-I             | CUSIP: 316175108<br>LEI: 549300SHPEJB1OPRCV46 | Long             | STIV             | RF                | US        |    3653595 | PA      | $3653595.03   | 2.83%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                                      | ARGENT 0 3/4 07/09/30     | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     392400 | PA      | $338464.62    | 0.26%             | 2030-07-09      | Floating      | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     580000 | NC      | $-274.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                                              | CSNABZ 4 5/8 06/10/31     | CUSIP: 12644VAD0<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |     384000 | PA      | $263131.58    | 0.20%             | 2031-06-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                                  | INDON 4.55 01/11/28       | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     100000 | PA      | $100607.24    | 0.08%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     225000 | NC      | $952.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                                               | CTECLN 5.3 10/08/35       | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |     380000 | PA      | $372277.60    | 0.29%             | 2035-10-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE      | UKT 4 1/4 12/07/40        | CUSIP: G4527HQP9<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     820000 | PA      | $987354.49    | 0.76%             | 2040-12-07      | Fixed         | 4.25%                 | 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      | $218704.91    | 0.17%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                             | EURO-BUND FUTURE  Jun26   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DIR              | CORP              | DE        |         65 | NC      | $-203514.96   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - CNH   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      34905 | NC      | $263.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                                    | ROMANI 6 09/24/44         | CUSIP: X7360WDB5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       8000 | PA      | $8755.12      | 0.01%             | 2044-09-24      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                              | TURKEY 7 5/8 05/15/34     | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     528000 | PA      | $550656.27    | 0.43%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                            | RPRX 3.3 09/02/40         | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     525000 | PA      | $402424.46    | 0.31%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    3000000 | NC      | $-419.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER HIPOTECARIO 2 FONDO DE TITULIZACION DE ACTIVOS                                      | SHIPO 2 A                 | CUSIP: E87167AA5<br>LEI: 549300ISKPV6TXQWCV66 | Long             | ABS-O            | CORP              | ES        |       2715 | PA      | $3185.91      | 0.00%             | 2049-01-18      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                                      | SFRFP 10 01/15/33         | CUSIP: L0183LAA7<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |      23344 | PA      | $23138.58     | 0.02%             | 2033-01-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                                      | MEX 5 1/2 08/17/30        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |       8000 | PA      | $8071.60      | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGARA (PERSERO) PT                                                        | PLNIJ 4 7/8 07/17/49      | CUSIP: 71568QAK3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      55000 | PA      | $44735.71     | 0.03%             | 2049-07-17      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ JSC                                                                             | UNGUZB 8 3/4 05/07/30     | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |     303000 | PA      | $326695.41    | 0.25%             | 2030-05-07      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| PINEWOOD FINCO PLC                                                                            | PINEFI 6 03/27/30         | CUSIP: G71132AE7<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $134871.43    | 0.10%             | 2030-03-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     128161 | NC      | $183.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                                                     | ANGOL 8 11/26/29          | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     130000 | PA      | $133083.27    | 0.10%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGARA (PERSERO) PT                                                        | PLNIJ 4 06/30/50          | CUSIP: 71568QAP2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      31000 | PA      | $21632.39     | 0.02%             | 2050-06-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                                              | PHILIP 6 3/8 01/15/32     | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       2000 | PA      | $2169.02      | 0.00%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MALAYSIA, FEDERATION OF                                                                       | MGS 2.632 04/15/31        | CUSIP: Y2R35QHH7<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     385000 | PA      | $93860.06     | 0.07%             | 2031-04-15      | Fixed         | 2.63%                 | 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      | $115851.67    | 0.09%             | 2029-09-17      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| TESCO CORPORATE TREASURY SERVICES PLC                                                         | TSCOLN 3 3/8 05/06/32     | CUSIP: G8762ZAQ9<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $346965.96    | 0.27%             | 2032-05-06      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH                                            | BANORT 5 7/8 PERP         | CUSIP: 05973KAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     523000 | PA      | $523553.44    | 0.40%             | 2171-11-24      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                                    | UKRAIN 1 3/4 02/01/29     | CUSIP: X5S0055V9<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      13076 | PA      | $10182.94     | 0.01%             | 2029-02-01      | Floating      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - CLP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      39389 | NC      | $651.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AI CANDELARIA (SPAIN) SA                                                                      | AICNRA 5 3/4 06/15/33     | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |      78000 | PA      | $70462.39     | 0.05%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| YPF ENERGIA ELECTRICA SA                                                                      | YPFLUZ 7 7/8 10/16/32     | CUSIP: 98424MAB9<br>LEI: 5493002XN8FRTYQLR778 | Long             | DBT              | CORP              | AR        |     270000 | PA      | $276660.63    | 0.21%             | 2032-10-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BELGIUM, KINGDOM OF - MINISTRY OF FINANCE                                                     | BELGIAN 0304              | CUSIP: B5338KB46<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     700000 | PA      | $917544.78    | 0.71%             | 2035-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DEL CHILE SA                                                   | CDEL 3.7 01/30/50         | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       6000 | PA      | $4168.20      | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| KYRGYZSTAN, REPUBLIC OF - MINISTRY OF FINANCE                                                 | KYRGYZ 7 3/4 06/03/30     | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |     146000 | PA      | $149590.62    | 0.12%             | 2030-06-03      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                                                      | AZURGY 8 1/4 01/22/31     | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $310197.71    | 0.24%             | 2031-01-22      | Fixed         | 8.25%                 | 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      | $307778.26    | 0.24%             | 2033-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     274886 | NC      | $-300.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE (LUXEMBOURG) SA                                                                | HOLNSW 0 1/2 09/03/30     | CUSIP: L4806HAQ0<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |     325000 | PA      | $336676.41    | 0.26%             | 2030-09-03      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| IHS HOLDING LTD (NEW)                                                                         | IHSHLD 6 1/4 11/29/28     | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     190000 | PA      | $189627.39    | 0.15%             | 2028-11-29      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                                                    | IVYCST 8.075 04/01/36     | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     123000 | PA      | $131061.00    | 0.10%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| MSU ENERGY SA                                                                                 | MSUNRG 9 3/4 12/05/30     | CUSIP: 55377JAC1<br>LEI: 529900D1ZX75KRP2HC66 | Long             | DBT              | CORP              | AR        |     490800 | PA      | $496935.00    | 0.38%             | 2030-12-05      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                                          | TELEFO 5.7522 PERP        | CUSIP: N850235R1<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $488105.67    | 0.38%             | 2073-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH                                            | BANORT 6 5/8 PERP         | CUSIP: 05973KAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     594000 | PA      | $583584.51    | 0.45%             | 2170-01-24      | Fixed         | 6.62%                 | 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        |     121000 | PA      | $98089.86     | 0.08%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC                                                | AGKLN 5 3/8 05/21/30      | CUSIP: L0R67MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $479578.51    | 0.37%             | 2030-05-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      98563 | NC      | $344.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY                                | PANAMA 5.227 02/23/34     | CUSIP: 698299CB8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      18000 | PA      | $17920.80     | 0.01%             | 2034-02-23      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                             | NWG 6.475 06/01/34        | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     315000 | PA      | $326444.63    | 0.25%             | 2034-06-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                                    | ROMANI 6 5/8 05/16/36     | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      48000 | PA      | $48577.31     | 0.04%             | 2036-05-16      | Fixed         | 6.62%                 | 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        |      43000 | PA      | $45239.35     | 0.03%             | 2034-05-01      | Fixed         | 5.88%                 | 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        |     260000 | PA      | $268409.18    | 0.21%             | 2030-01-23      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                              | MBONO 7 1/2 05/26/33      | CUSIP: P4R07XU53<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1050000 | PA      | $55303.04     | 0.04%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - JPY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     380000 | NC      | $4633.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATP TOWER HOLDINGS LLC                                                                        | ATPTOW 7 7/8 02/03/30     | CUSIP: 00193BAA0<br>LEI: 254900CIKL1FQZ45N873 | Long             | DBT              | CORP              | US        |     420000 | PA      | $430617.84    | 0.33%             | 2030-02-03      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                                | BRASKM 8 10/15/34         | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     336000 | PA      | $196775.04    | 0.15%             | 2034-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                                         | FRIDPT 5.315 04/14/32     | CUSIP: Y7141BAB9<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     181000 | PA      | $181451.23    | 0.14%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| POINSETTIA FINANCE LTD SARL                                                                   | PNSTTA 6 5/8 06/17/31     | CUSIP: G7150PAA8<br>LEI: 549300P2JTF5JKW10Z65 | Long             | DBT              | CORP              | LU        |     595901 | PA      | $588288.65    | 0.45%             | 2031-06-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ORSTED A/S                                                                                    | ORSTED 1 1/2 11/26/29     | CUSIP: K7653QAB1<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |     300000 | PA      | $328425.79    | 0.25%             | 2029-11-26      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                                          | HTHROW 1 7/8 07/12/32     | CUSIP: G4R1JXAV3<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | ABS-O            | CORP              | JE        |     360000 | PA      | $380374.69    | 0.29%             | 2032-07-12      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                                                      | CHILE 2.55 01/27/32       | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      39000 | PA      | $34866.00     | 0.03%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                             | BTPS 5 09/01/40           | CUSIP: T6031ZGY1<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1425000 | PA      | $1830874.09   | 1.42%             | 2040-09-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SODEXO INC                                                                                    | SWFP 5.15 08/15/30        | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35403.08     | 0.03%             | 2030-08-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE CREDITO E INVERSIONES SA                                                             | BCICI 7 1/2 PERP          | CUSIP: 05956NAF9<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     276000 | PA      | $292905.00    | 0.23%             | 2173-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| IHS MAURITIUS NG HOLDCO LTD                                                                   | IHSHLD 8 09/18/27         | CUSIP: 44963LAC0<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | MU        |     118246 | PA      | $118426.73    | 0.09%             | 2027-09-18      | Fixed         | 8.00%                 | 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      | $350665.71    | 0.27%             | 2030-03-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                                      | ARGENT 3 5/8 07/09/35     | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     135000 | PA      | $100845.00    | 0.08%             | 2035-07-09      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                                      | FLEX 5 3/8 11/13/35       | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     385000 | PA      | $382639.20    | 0.30%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                                    | ALVGR 3.099 07/06/47      | CUSIP: D0R6AWQA3<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     300000 | PA      | $351324.85    | 0.27%             | 2047-07-06      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CAPITAL BV                                                                              | ICTPM 5 PERP              | CUSIP: N76368AF1<br>LEI: 72450057BWJ6BYW0TI63 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $300000.00    | 0.23%             | 2171-05-05      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                                      | PERU 5 3/8 02/08/35       | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       9000 | PA      | $9094.50      | 0.01%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                                       | SASOL 8 3/4 04/10/33      | CUSIP: 80386WAG0<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     138000 | PA      | $145841.85    | 0.11%             | 2033-04-10      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| TRANSURBAN FINANCE COMPANY PTY LTD                                                            | TCLAU 4.143 04/17/35      | CUSIP: Q9194UBH4<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     330000 | PA      | $392634.02    | 0.30%             | 2035-04-17      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| GABON, REPUBLIC OF - MINISTRY OF PUBLIC ACCOUNTS AND DEBT                                     | GABON 6 5/8 02/06/31      | CUSIP: 362420AD3<br>LEI: 213800ZIWIDL1KU8MB19 | Long             | DBT              | NUSS              | GA        |     177000 | PA      | $149704.29    | 0.12%             | 2031-02-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION                                              | LONG GILT FUTURE  Jun26   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         34 | NC      | $-225770.32   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| OHI GROUP SA                                                                                  | OHIFLY 13 07/22/29        | CUSIP: 67712MAB5<br>LEI: 529900GW2J8DSYJHEH26 | Long             | DBT              | CORP              | LU        |     403750 | PA      | $411536.21    | 0.32%             | 2029-07-22      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                                          | ADNOCM 4 1/2 09/11/34     | CUSIP: 00723L2B4<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |      34000 | PA      | $32819.84     | 0.03%             | 2034-09-11      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE                                       | VENZ 6 12/09/20           | CUSIP: P97475AG5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     117000 | PA      | $50748.75     | 0.04%             | 2020-12-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                                                                                     | PRXNA 3.832 02/08/51      | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     269000 | PA      | $179765.10    | 0.14%             | 2051-02-08      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                                                          | TECOAR 9 1/4 05/28/33     | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     377000 | PA      | $400015.85    | 0.31%             | 2033-05-28      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                  | UBS 2.746 02/11/33        | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     400000 | PA      | $355093.00    | 0.27%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| EL SALVADOR, REPUBLIC OF - MINISTRY OF FINANCE                                                | ELSALV 7.1246 01/20/50    | CUSIP: P01012CA2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     255000 | PA      | $232113.75    | 0.18%             | 2050-01-20      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                                               | DOMREP 5 1/2 02/22/29     | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     108000 | PA      | $108334.80    | 0.08%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMETLERI AS                                                               | TCELLT 7.65 01/24/32      | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     255000 | PA      | $266558.76    | 0.21%             | 2032-01-24      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                                   | ENOIGA 5 3/8 03/30/28     | CUSIP: M4R2A7AC2<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     133000 | PA      | $131147.64    | 0.10%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALDAR PROPERTIES PJSC                                                                         | ALDAR 5 7/8 04/14/56      | CUSIP: 013917AA7<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              | CORP              | AE        |     248000 | PA      | $235236.93    | 0.18%             | 2056-04-14      | Fixed         | 5.88%                 | 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      | $12614.19     | 0.01%             | 2032-01-28      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| MAGNUM ICC FINANCE BV                                                                         | MICCNL 4 11/26/37         | CUSIP: N5569UAA8<br>LEI: 213800X8LUUE1AALCC25 | Long             | DBT              | CORP              | NL        |     295000 | PA      | $333072.54    | 0.26%             | 2037-11-26      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                                            | HBRLN 6.327 04/01/35      | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |     350000 | PA      | $360315.39    | 0.28%             | 2035-04-01      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     116632 | NC      | $344.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                                      | LIBMUT 3 7/8 09/26/35     | CUSIP: U52932BS5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     300000 | PA      | $343689.81    | 0.27%             | 2035-09-26      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                                    | REPHUN 6 3/4 09/25/52     | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      34000 | PA      | $36767.27     | 0.03%             | 2052-09-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                                              | PHILIP 2.457 05/05/30     | CUSIP: 718286CJ4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      28000 | PA      | $26025.62     | 0.02%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - THB   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     113479 | NC      | $-2767.54     | -0.00%            |  |  |  | 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      | $102128.38    | 0.08%             | 2029-04-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   58729800 | NC      | $-3736.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                                               | JABHOL 2 1/2 06/25/29     | CUSIP: N4717KAG1<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $228724.99    | 0.18%             | 2029-06-25      | Fixed         | 2.50%                 | 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        |      16000 | PA      | $15472.34     | 0.01%             | 2029-11-02      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                                | GASBCM 6.129 02/23/38     | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      12000 | PA      | $12432.85     | 0.01%             | 2038-02-23      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| UNITED GROUP BV                                                                               | ADRBID 4 5/8 08/15/28     | CUSIP: N4S4YGA30<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     475000 | PA      | $559879.29    | 0.43%             | 2028-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GABON, REPUBLIC OF - MINISTRY OF PUBLIC ACCOUNTS AND DEBT                                     | GABON 7 11/24/31          | CUSIP: 362420AE1<br>LEI: 213800ZIWIDL1KU8MB19 | Long             | DBT              | NUSS              | GA        |      50000 | PA      | $41628.08     | 0.03%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GEORGIAN RAILWAYS JSC                                                                         | GRAIL 4 06/17/28          | CUSIP: 37363BAB4<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |      30000 | PA      | $28939.82     | 0.02%             | 2028-06-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                                      | TELEFO 2.592 05/25/31     | CUSIP: E9067AAL7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $225407.78    | 0.17%             | 2031-05-25      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE                                       | VENZ 11 3/4 10/21/26      | CUSIP: P17625AE7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     715000 | PA      | $409158.75    | 0.32%             | 2026-10-21      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                              | TURKGB 31.08 11/08/28     | CUSIP: M8T85VCB1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1100000 | PA      | $22170.62     | 0.02%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                          | PETMK 5.848 04/03/55      | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      22000 | PA      | $22853.10     | 0.02%             | 2055-04-03      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PERU SA                                                                  | BCP 6.45 07/30/35         | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     112000 | PA      | $115552.64    | 0.09%             | 2035-07-30      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                                    | UKRAIN 0 02/01/34         | CUSIP: X5S0056A4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      13345 | PA      | $6338.88      | 0.00%             | 2034-02-01      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                                                 | EGYPT 6 7/8 04/30/40      | CUSIP: 038461AF6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      28000 | PA      | $24471.56     | 0.02%             | 2040-04-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                      | EDF 6.9 05/23/53          | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     310000 | PA      | $331105.92    | 0.26%             | 2053-05-23      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| ITRAXX EUROPE CROSSOVER SERIES 45                                                             | MARKIT ITRX XOVER 6/31    | CUSIP: N/A<br>LEI: N/A                        | Long             | DCR              | CORP              | N/A       |      60000 | PA      | $-6294.15     | -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       |     406497 | NC      | $2849.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                              | TURKEY 5 3/4 05/11/47     | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     207000 | PA      | $161317.57    | 0.12%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                                  | INDOGB 7 02/15/33 FR96    | CUSIP: Y6S86ZWJ4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2410000000 | PA      | $139832.36    | 0.11%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD (NEW)                                                                         | IHS 8 1/4 11/29/31        | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     161000 | PA      | $168604.46    | 0.13%             | 2031-11-29      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                         | SPGB 4.2 01/31/37         | CUSIP: E89228YY5<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     170000 | PA      | $210919.04    | 0.16%             | 2037-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                              | MEX 6 1/8 02/09/38        | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      96000 | PA      | $94795.20     | 0.07%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                                           | AHTLN 5.95 10/15/33       | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     320000 | PA      | $332418.04    | 0.26%             | 2033-10-15      | Fixed         | 5.95%                 | 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        |     317000 | PA      | $334201.36    | 0.26%             | 2030-07-24      | Fixed         | 9.47%                 | Yes           |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                                                    | IVYCST 6 3/4 02/25/41     | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      58000 | PA      | $53617.49     | 0.04%             | 2041-02-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                             | BTPS 2.8 12/01/28         | CUSIP: T6052BQV3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     750000 | PA      | $879391.95    | 0.68%             | 2028-12-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                                      | PERU 2.783 01/23/31       | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     162000 | PA      | $149274.90    | 0.12%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                                    | REPHUN 6 1/8 05/22/28     | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      44000 | PA      | $45349.24     | 0.04%             | 2028-05-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                                     | MPEL 5 3/4 07/21/28       | CUSIP: G5975LAF3<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     388000 | PA      | $386249.90    | 0.30%             | 2028-07-21      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB DE CV                                                                  | ORBIA 5 7/8 09/17/44      | CUSIP: 59284BAE8<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     199000 | PA      | $154403.19    | 0.12%             | 2044-09-17      | 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      | $68094.40     | 0.05%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| E.ON SE                                                                                       | EOANGR 3 1/2 03/25/32     | CUSIP: D2T8J8DK9<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |     285000 | PA      | $336795.30    | 0.26%             | 2032-03-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                                               | DOMREP 6.6 06/01/36       | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     178000 | PA      | $183251.00    | 0.14%             | 2036-06-01      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| SODEXO INC                                                                                    | SWFP 5.8 08/15/35         | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |     330000 | PA      | $336504.44    | 0.26%             | 2035-08-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                                                 | SOAF 7.1 11/19/36         | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     330000 | PA      | $345750.89    | 0.27%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                                                                | JPN 10Y BOND(OSE) Jun26   | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | DIR              | CORP              | JP        |         26 | NC      | $-375627.64   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      94000 | NC      | $-1890.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                                              | PHILIP 1.648 06/10/31     | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       2000 | PA      | $1748.29      | 0.00%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SAS                                                                             | ALTICE FRANCE HLDG CVR    | CUSIP: L01801AE6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |         97 | NS      | $1584.58      | 0.00%             | 2500-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FRANCE, REPUBLIC OF - MINISTERE DE L'ECONOMIE, DES FINANCES ET DE L'INDUSTRIE                 | FRTR 3 1/2 11/25/33       | CUSIP: F26348DB9<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    2020000 | PA      | $2378365.64   | 1.84%             | 2033-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                                    | AER 3.3 01/30/32          | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     400000 | PA      | $365778.66    | 0.28%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  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      | $296535.18    | 0.23%             | 2029-11-30      | Fixed         | 12.50%                | Yes           |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)                                   | NGERIA 9 5/8 06/09/31     | CUSIP: 65412AFC1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     241000 | PA      | $272564.79    | 0.21%             | 2031-06-09      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      82478 | NC      | $173.87       | 0.00%             |  |  |  | No            |                  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      | $26118.30     | 0.02%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO                             | ECUA 3 1/2 07/31/35       | CUSIP: P8054QBC6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     363000 | PA      | $335412.00    | 0.26%             | 2035-07-31      | Floating      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                                        | GTE 9 3/4 04/15/31        | CUSIP: 38500TAD3<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |     499000 | PA      | $457288.59    | 0.35%             | 2031-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                                               | JABHOL 1 12/20/27         | CUSIP: N4717KAR7<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $113554.37    | 0.09%             | 2027-12-20      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                                          | FLTR 6 1/8 06/04/31       | CUSIP: G35906AD1<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     380000 | PA      | $509734.53    | 0.39%             | 2031-06-04      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      46946 | NC      | $152.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                                   | IMBLN 5 1/2 02/01/30      | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     340000 | PA      | $349553.32    | 0.27%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO                             | ECUA 2 1/2 07/31/40       | CUSIP: P8054QBE2<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     202000 | PA      | $169175.00    | 0.13%             | 2040-07-31      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                                     | TRPCN 6 3/8 10/17/56      | CUSIP: 89352HBL2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $30242.70     | 0.02%             | 2056-10-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRINIDAD AND TOBAGO, REPUBLIC OF - MINISTRY OF FINANCE                                        | TRITOB 6 1/2 01/28/36     | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      89000 | PA      | $90780.00     | 0.07%             | 2036-01-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC (REIT)                                                                      | IRM 4 3/4 01/15/34        | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |     400000 | PA      | $455846.44    | 0.35%             | 2034-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                                                 | SOAF 6 1/8 12/11/37       | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     186000 | PA      | $177473.39    | 0.14%             | 2037-12-11      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                                               | DOMREP 6.95 03/15/37      | CUSIP: P3579ECW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      29000 | PA      | $30296.30     | 0.02%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - JPY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     616503 | NC      | $10151.99     | 0.01%             |  |  |  | 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        |     235000 | PA      | $238050.81    | 0.18%             | 2028-10-06      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ADANI RENEWABLE ENERGY (RJ) LTD                                                               | ARENRJ 4 5/8 10/15/39     | CUSIP: 00654CAA0<br>LEI: 335800DKCLYHG21PBG55 | Long             | DBT              | CORP              | IN        |     248710 | PA      | $208437.47    | 0.16%             | 2039-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      12000 | NC      | $-15.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                                        | US 10YR NOTE (CBT)Jun26   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |       -217 | NC      | $472984.05    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                                     | MPEL 5 3/8 12/04/29       | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      59000 | PA      | $57692.49     | 0.04%             | 2029-12-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - ZAR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      12167 | NC      | $-207.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                                               | DOMREP 6.95 03/15/37      | CUSIP: P3579ECW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     578000 | PA      | $603836.60    | 0.47%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                              | MEX 3.771 05/24/61        | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      34000 | PA      | $20638.00     | 0.02%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                                                   | LEBAN 8 1/4 04/12/21      | CUSIP: M87883CE8<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     369000 | PA      | $98073.74     | 0.08%             | 2023-04-12      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BANK                                                                    | AFREXI 2.634 05/17/26     | CUSIP: M0R08QAH4<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | EG        |     200000 | PA      | $200190.49    | 0.15%             | 2026-05-17      | Fixed         | 2.63%                 | 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        |     286000 | PA      | $287030.65    | 0.22%             | 2028-11-12      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                                    | ROMANI 7 1/8 01/17/33     | CUSIP: X7360WCQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      20000 | PA      | $21252.08     | 0.02%             | 2033-01-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| STUDIO CITY CO LTD                                                                            | STDCTY 7 02/15/27         | CUSIP: G8539EAC9<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |     110000 | PA      | $110099.57    | 0.09%             | 2027-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                                                      | SRILAN 3.6 06/15/35       | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     230151 | PA      | $177746.80    | 0.14%             | 2035-06-15      | Floating      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTION BV                                                                 | YPMQBR 8.498 01/31/45     | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |     229901 | PA      | $246685.49    | 0.19%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     700000 | NC      | $672.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                                  | PEMEX 6.84 01/23/30       | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      43000 | PA      | $43936.50     | 0.03%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                                          | SAMMIN 9 1/2 06/30/31     | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     515575 | PA      | $517705.03    | 0.40%             | 2031-06-30      | Floating      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ENTAIN PLC                                                                                    | ENTLN 4 7/8 11/30/31      | CUSIP: G3167CAA7<br>LEI: 213800GNI3K45LQR8L28 | Long             | DBT              | CORP              | IM        |     340000 | PA      | $400076.61    | 0.31%             | 2031-11-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                          | POLAND 5 1/2 04/04/53     | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      84000 | PA      | $78643.78     | 0.06%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                                         | BEEFBZ 4 3/8 03/18/31     | CUSIP: 603374AF6<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     104000 | PA      | $93474.71     | 0.07%             | 2031-03-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FRANCE, REPUBLIC OF - MINISTERE DE L'ECONOMIE, DES FINANCES ET DE L'INDUSTRIE                 | FRTR 2 11/25/32           | CUSIP: F26348BG0<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1870000 | PA      | $2026186.38   | 1.57%             | 2032-11-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - GBP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     105261 | NC      | $829.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA LTD (THE)                                                         | EXIMBK 2 1/4 01/13/31     | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |      22000 | PA      | $19741.45     | 0.02%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA, FEDERATION OF                                                                       | MGS 4.893 06/08/38        | CUSIP: Y2R35QCC3<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     290000 | PA      | $80610.91     | 0.06%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                              | TURKEY 6.3 03/14/33       | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     115000 | PA      | $111130.95    | 0.09%             | 2033-03-14      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                                 | ENELIM 6 10/07/39         | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     205000 | PA      | $209008.66    | 0.16%             | 2039-10-07      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                          | POLAND 5 3/8 04/14/36     | CUSIP: 857524AK8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      35000 | PA      | $35253.70     | 0.03%             | 2036-04-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CZECH, REPUBLIC - MINISTRY OF FINANCE                                                         | CZGB 1 3/4 06/23/32       | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    1930000 | PA      | $79222.86     | 0.06%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                                     | ORAFP 2 01/15/29          | CUSIP: F6861DKR0<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $342675.38    | 0.27%             | 2029-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                         | SPGB 3 1/4 04/30/34       | CUSIP: E8922APE4<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     380000 | PA      | $444429.83    | 0.34%             | 2034-04-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   11651301 | NC      | $-136164.29   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA GREEN POWER HOLDINGS                                                                    | INGPHL 4 02/22/27         | CUSIP: 45410LAA0<br>LEI: 254900I7N0GT4VVL6V29 | Long             | DBT              | CORP              | MU        |     143200 | PA      | $141224.57    | 0.11%             | 2027-02-22      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                                  | PEMEX 5.95 01/28/31       | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     126000 | PA      | $123355.28    | 0.10%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                                    | ROMANI 6 1/4 09/10/34     | CUSIP: X7360WDL3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      19000 | PA      | $22883.46     | 0.02%             | 2034-09-10      | Fixed         | 6.25%                 | 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        |          0 | PA      | $0.00         | 0.00%             | 2030-02-08      | Fixed         | 0.75%                 | 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      | $198611.64    | 0.15%             | 2032-10-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                                 | ENELIM 5 1/2 06/15/52     | CUSIP: 29278GAY4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     125000 | PA      | $113089.02    | 0.09%             | 2052-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE      | UKT 4 1/8 01/29/27        | CUSIP: G4527HYL9<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     800000 | PA      | $1086924.58   | 0.84%             | 2027-01-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                                                                 | VEONHD 3 3/8 11/25/27     | CUSIP: YX4781523<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $293517.72    | 0.23%             | 2027-11-25      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      78000 | NC      | $330.12       | 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       |     740000 | NC      | $-645.99      | -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       |      44650 | NC      | $93.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                                    | UKRAIN 1 3/4 02/01/34     | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     127088 | PA      | $78159.12     | 0.06%             | 2034-02-01      | Floating      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                                     | SOBOCN 5.584 10/01/34     | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     335000 | PA      | $334099.39    | 0.26%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                                        | US LONG BOND(CBT) Jun26   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |         -4 | NC      | $15968.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                                               | DOMREP 6 1/2 02/15/48     | CUSIP: P3579EBY2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      41000 | PA      | $39782.30     | 0.03%             | 2048-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                                                        | US 2YR NOTE (CBT) Jun26   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |        -91 | NC      | $162835.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                                                                          | BKNG 4 1/2 11/15/31       | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     250000 | PA      | $306130.36    | 0.24%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                               | COLOM 7 3/8 04/25/30      | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     248000 | PA      | $260028.00    | 0.20%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR, REPUBLIC OF - MINISTRY OF FINANCE                                                | ELSALV 7 5/8 02/01/41     | CUSIP: P01012AR7<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     102000 | PA      | $102005.10    | 0.08%             | 2041-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| NXP BV                                                                                        | NXPI 5 1/4 08/19/35       | CUSIP: 62954HBH0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |     335000 | PA      | $335144.78    | 0.26%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                              | MEX 6.4 05/07/54          | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       6000 | PA      | $5688.00      | 0.00%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                                            | GHANA 5 07/03/35          | CUSIP: V3R60FEN0<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       8572 | PA      | $7896.44      | 0.01%             | 2035-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    2557600 | NC      | $-45030.40    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                                                               | MRKGR 5 10/15/35          | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |     390000 | PA      | $385747.51    | 0.30%             | 2035-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| IHS HOLDING LTD (NEW)                                                                         | IHS 7 7/8 05/29/30        | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     260000 | PA      | $268405.45    | 0.21%             | 2030-05-29      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FORVIA SE                                                                                     | EOFP 5 1/2 06/15/31       | CUSIP: F3445AWE4<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     395000 | PA      | $472707.47    | 0.37%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CDX.EM SERIES 45                                                                              | CXPEM545A                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DCR              | CORP              | N/A       |    5920000 | PA      | $163646.83    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                                                                 | HLSTWR 2 7/8 03/18/27     | CUSIP: V4256BAD6<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     400000 | PA      | $428720.74    | 0.33%             | 2027-03-18      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                               | COLOM 5 5/8 02/26/44      | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     399000 | PA      | $331668.75    | 0.26%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                                                 | SOAF 7.95 11/19/54        | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     306000 | PA      | $313267.59    | 0.24%             | 2054-11-19      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                                      | PERU 5 7/8 08/08/54       | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      47000 | PA      | $45860.25     | 0.04%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT (WORLD BANK)                            | IBRD 6.71 01/21/35        | CUSIP: U4586H2G7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    9000000 | PA      | $89332.52     | 0.07%             | 2035-01-21      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                                               | MOTOPG 3 5/8 01/22/33     | CUSIP: G63293AA5<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $115868.95    | 0.09%             | 2033-01-22      | Fixed         | 3.62%                 | Yes           |                  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      | $12155.14     | 0.01%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                                                   | LEBAN 7.15 11/20/31       | CUSIP: M6S21BAS2<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     156000 | PA      | $40667.80     | 0.03%             | 2031-11-20      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| NBK TIER 1 LTD                                                                                | NTBKKK 6 3/8 PERP         | CUSIP: 62879NAB3<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | AE        |     236000 | PA      | $236598.26    | 0.18%             | 2173-07-10      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BUENOS AIRES, PROVINCE OF                                                                     | BUENOS 6 3/8 09/01/37     | CUSIP: P1910WXV6<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |      80935 | PA      | $62659.58     | 0.05%             | 2037-09-01      | Fixed         | 5.25%                 | 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        |     321000 | PA      | $319987.15    | 0.25%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AYDEM YENILENEBILIR ENERJI AS                                                                 | AYDEMT 9 7/8 09/30/30     | CUSIP: 054644AB5<br>LEI: 9845009C50EDA74OA532 | Long             | DBT              | CORP              | TR        |     162000 | PA      | $164292.36    | 0.13%             | 2030-09-30      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                              | TURKEY 6 1/2 01/03/35     | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     212000 | PA      | $204909.72    | 0.16%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY                                | PANAMA 3 7/8 03/17/28     | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      13000 | PA      | $12860.25     | 0.01%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                            | VOD 5 7/8 06/28/64        | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     345000 | PA      | $329026.06    | 0.25%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                                    | UKRAIN 1 3/4 02/01/36     | CUSIP: X5S0056C0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      31269 | PA      | $18605.06     | 0.01%             | 2036-02-01      | Floating      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| YACIMIENTOS PETROLIFEROS FISCALES SA                                                          | YPFDAR 9 1/2 01/17/31     | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     478000 | PA      | $510745.39    | 0.40%             | 2031-01-17      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| DANONE SA                                                                                     | BNFP 3.071 09/07/32       | CUSIP: F2R16UVM5<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $344514.13    | 0.27%             | 2032-09-07      | Fixed         | 3.07%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                                                        | US 5YR NOTE (CBT) Jun26   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |        -92 | NC      | $151656.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IRELAND, REPUBLIC OF - NATIONAL TREASURY MANAGEMENT AGENCY                                    | IRISH 1.3 05/15/33        | CUSIP: G4R49GAM5<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     130000 | PA      | $136523.89    | 0.11%             | 2033-05-15      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                                                     | ANGOL 9 7/8 10/15/35      | CUSIP: 035198AJ9<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      30000 | PA      | $32309.32     | 0.02%             | 2035-10-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                             | Euro-BTP Future   Jun26   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |        -17 | NC      | $94731.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                                                   | LEBAN 6.1 10/04/22        | CUSIP: M87883DE7<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     472000 | PA      | $119446.68    | 0.09%             | 2022-10-04      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                             | EURO-BUXL 30Y BND Jun26   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DIR              | CORP              | DE        |         31 | NC      | $-140844.32   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                                    | ROMANI 6 3/4 07/11/39     | CUSIP: X7360WDN9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      11000 | PA      | $13099.65     | 0.01%             | 2039-07-11      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL CANADA LTD                                                              | TTEFP 2 1/8 09/18/29      | CUSIP: C89729AB0<br>LEI: 5299005IX98ZZ9LSGK46 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $340505.73    | 0.26%             | 2029-09-18      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| KENYA, GOVERNMENT OF                                                                          | KENINT 9 3/4 02/16/31     | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      50000 | PA      | $52915.91     | 0.04%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| VFU FUNDING PLC                                                                               | VODUKR 9 5/8 02/11/27     | CUSIP: 918212AA9<br>LEI: 213800C9OW7RIPPP6Z96 | Long             | DBT              | CORP              | GB        |     261829 | PA      | $261173.96    | 0.20%             | 2027-02-11      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                          | POLAND 5 1/2 03/18/54     | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      39000 | PA      | $36482.96     | 0.03%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                                                      | TURKTI 6.95 10/07/32      | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |      65000 | PA      | $64946.43     | 0.05%             | 2032-10-07      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     877900 | NC      | $-12192.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                                            | ARDGRP 6 7/8 02/15/31     | CUSIP: G04584AB7<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     490000 | PA      | $576504.11    | 0.45%             | 2031-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                                    | UKRAIN 0 02/01/36         | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     132000 | PA      | $67650.00     | 0.05%             | 2036-02-01      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ZAMBIA, REPUBLIC OF - MINISTRY OF FINANCE                                                     | ZAMBIN 5 3/4 06/30/33     | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      55858 | PA      | $55256.39     | 0.04%             | 2033-06-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                                              | PHILIP 5 01/13/37         | CUSIP: 718286BW6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       7000 | PA      | $6864.68      | 0.01%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                           | SOCGEN 6.691 01/10/34     | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     310000 | PA      | $332403.88    | 0.26%             | 2034-01-10      | Fixed         | 6.69%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                                | BRASKM 4 1/2 01/31/30     | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     205000 | PA      | $121341.55    | 0.09%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                               | COLOM 5 06/15/45          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     169000 | PA      | $128896.30    | 0.10%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHOSPHATES SA                                                            | OCPMR 7 1/2 05/02/54      | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     402000 | PA      | $431014.19    | 0.33%             | 2054-05-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                                      | ARGENT 2 1/2 07/09/41     | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     682000 | PA      | $471398.40    | 0.36%             | 2041-07-09      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                                                          | AMCR 3 3/4 02/20/33       | CUSIP: 0234EVAD3<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $345739.70    | 0.27%             | 2033-02-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                                              | LSELN 5 1/4 03/23/36      | CUSIP: 50222CAF7<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |     185000 | PA      | $184326.92    | 0.14%             | 2036-03-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ANZ GROUP HOLDINGS LTD                                                                        | ANZ 5.816 06/18/36        | CUSIP: 052528AV8<br>LEI: 9845005D9C6BAA10BK72 | Long             | DBT              | CORP              | AU        |     340000 | PA      | $348121.82    | 0.27%             | 2036-06-18      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY UNLTD CO                                                               | SW 5.2 01/15/30           | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     390000 | PA      | $397582.96    | 0.31%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                                              | PHILIP 5 07/17/33         | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      82000 | PA      | $82489.99     | 0.06%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                             | NGGLN 0.163 01/20/28      | CUSIP: G6S98DFK5<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $334798.81    | 0.26%             | 2028-01-20      | Fixed         | 0.16%                 | Yes           |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                                                  | TRIVIU 6 5/8 07/15/30     | CUSIP: N88808AG0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     410000 | PA      | $495251.06    | 0.38%             | 2030-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY                                  | BHRAIN 7.1 02/03/38       | CUSIP: 056909AB0<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | CORP              | BH        |     272000 | PA      | $266108.76    | 0.21%             | 2038-02-03      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                         | SPGB 3.45 10/31/34        | CUSIP: E8922APQ7<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1000000 | PA      | $1182344.76   | 0.91%             | 2034-10-31      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                                    | HGB 3 04/25/41            | CUSIP: X51627EA5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    8000000 | PA      | $18290.65     | 0.01%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA (BC), PROVINCE OF - MINISTRY OF FINANCE AND CORPORATE RELATIONS              | BRCOL 3.2 06/18/44        | CUSIP: 110709GC0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |     150000 | PA      | $90963.02     | 0.07%             | 2044-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                                            | SNLN 5.4 03/20/34         | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     370000 | PA      | $376011.36    | 0.29%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      70000 | NC      | $-378.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                                  | INDON 4.85 01/11/33       | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      54000 | PA      | $53827.03     | 0.04%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                                                          | VW 3 5/8 10/02/32         | CUSIP: D9T638KP6<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |     300000 | PA      | $345557.44    | 0.27%             | 2032-10-02      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| DP WORLD LTD                                                                                  | DPWDU 4.7 09/30/49        | CUSIP: 23330JAC5<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      88000 | PA      | $70939.24     | 0.05%             | 2049-09-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                                     | MPEL 5 3/8 12/04/29       | CUSIP: G5975LAE6<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $195567.75    | 0.15%             | 2029-12-04      | Fixed         | 5.38%                 | 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        |      35000 | PA      | $35892.26     | 0.03%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  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      | $235403.50    | 0.18%             | 2027-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                                            | SAAVIE 8 7/8 02/10/35     | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |     214000 | PA      | $238299.70    | 0.18%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| ADM ELEKTRIK DAGITIM AS                                                                       | ADMELE 9 1/2 02/05/31     | CUSIP: 00710QAA1<br>LEI: 984500CB836F7EC9CF60 | Long             | DBT              | CORP              | TR        |      90000 | PA      | $88599.30     | 0.07%             | 2031-02-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                   | AVOL 5.15 01/15/30        | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     330000 | PA      | $331814.73    | 0.26%             | 2030-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| KENYA, GOVERNMENT OF                                                                          | KENINT 9 1/2 03/05/36     | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      98000 | PA      | $98456.86     | 0.08%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                                   | SKX 5 1/4 07/15/32        | CUSIP: 07337JAE7<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     200000 | PA      | $234189.04    | 0.18%             | 2032-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                                                              | MOVIBZ 7.85 04/11/29      | CUSIP: 62459LAC3<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |     249000 | PA      | $247986.57    | 0.19%             | 2029-04-11      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                                                      | CHILE 2 3/4 01/31/27      | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       5000 | PA      | $4948.25      | 0.00%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GENERACION MEDITERRANEA SA                                                                    | ALBAAR 11 11/01/31        | CUSIP: 36875KAJ0<br>LEI: 529900OOUXIUDG4V4468 | Long             | DBT              | CORP              | AR        |     257000 | PA      | $194035.00    | 0.15%             | 2031-11-01      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| MALAYSIA WAKALA SUKUK BHD                                                                     | MALAYS 3.075 04/28/51     | CUSIP: Y57542AB1<br>LEI: 254900MRLMI21YQTK511 | Long             | DBT              | NUSS              | MY        |      16000 | PA      | $11289.21     | 0.01%             | 2051-04-28      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                                    | HGB 3 08/21/30            | CUSIP: X51627CE9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   15700000 | PA      | $45211.19     | 0.03%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                                    | REPHUN 6 1/4 09/22/32     | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      38000 | PA      | $40616.87     | 0.03%             | 2032-09-22      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                              | DB 7.079 02/10/34         | CUSIP: 251526CT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     310000 | PA      | $333696.93    | 0.26%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE PUC                                                                           | PRGO 5 3/8 09/30/32       | CUSIP: G9782VAA7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     340000 | PA      | $387341.85    | 0.30%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INDIKA ENERGY TBK PT                                                                          | INDYIJ 8 3/4 05/07/29     | CUSIP: 69369KAA3<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |     135000 | PA      | $137686.90    | 0.11%             | 2029-05-07      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL COMPANY JSC                                                              | KZOKZ 5 3/4 04/19/47      | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      25000 | PA      | $23950.76     | 0.02%             | 2047-04-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SAB AT1 LTD                                                                                   | SABBAB 6 1/2 PERP         | CUSIP: G7738XAA2<br>LEI: 254900G0214VUC31CW54 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $201654.23    | 0.16%             | 2175-05-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                                    | REPHUN 6 09/26/35         | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      29000 | PA      | $30211.40     | 0.02%             | 2035-09-26      | Fixed         | 6.00%                 | 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      | $16712.50     | 0.01%             | 2025-05-02      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                                                      | KSA 3 1/4 10/22/30        | CUSIP: 80413TAT6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      99000 | PA      | $93352.04     | 0.07%             | 2030-10-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                              | MBONO 7 3/4 11/13/42      | CUSIP: P4R0C9EK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2770000 | PA      | $133187.76    | 0.10%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)                                   | NGERIA 10 3/8 12/09/34    | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     177000 | PA      | $212458.28    | 0.16%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                                    | ROMGB 7.2 10/30/33        | CUSIP: X5S007LK1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     420000 | PA      | $94697.19     | 0.07%             | 2033-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                                               | DOMREP 4 1/2 01/30/30     | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      39000 | PA      | $37607.70     | 0.03%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                                            | GHANA 0 07/03/26          | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       1600 | PA      | $1585.08      | 0.00%             | 2026-07-03      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     523900 | NC      | $-9224.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                                               | DOMREP 5 7/8 10/28/35     | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     240000 | PA      | $235140.00    | 0.18%             | 2035-10-28      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                                         | CPIPGR 7 1/2 PERP         | CUSIP: L36807BM3<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     300000 | PA      | $324121.87    | 0.25%             | 2173-06-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                                                      | KSA 3 3/4 01/21/55        | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      34000 | PA      | $23545.29     | 0.02%             | 2055-01-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                                                              | NUTRES 7 7/8 PERP         | CUSIP: 40052JAA9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |     375000 | PA      | $375000.00    | 0.29%             | 2172-04-21      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| URUGUAY, REPUBLICA ORIENTAL DEL - MINISTERIO DE ECONOMIA Y FINANZAS                           | URUGUA 5.1 06/18/50       | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      74000 | PA      | $68919.90     | 0.05%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENERGO-PRO AS                                                                                 | ENGPRO 8 05/27/30         | CUSIP: N/A<br>LEI: 315700IQCL9IX158RO36       | Long             | DBT              | CORP              | CZ        |     100000 | PA      | $123088.99    | 0.10%             | 2030-05-27      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ALPEK SAB DE CV                                                                               | ALPEKA 3 1/4 02/25/31     | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |     172000 | PA      | $150456.83    | 0.12%             | 2031-02-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                              | TURKEY 9 7/8 01/15/28     | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      75000 | PA      | $80377.09     | 0.06%             | 2028-01-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      16836 | NC      | $323.28       | 0.00%             |  |  |  | No            |                  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      | $11234.34     | 0.01%             | 2027-12-04      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                                                      | MEDCIJ 8.96 04/27/29      | CUSIP: Y5951MAA0<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |     224000 | PA      | $231693.87    | 0.18%             | 2029-04-27      | Fixed         | 8.96%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                                       | RAIZBZ 6 1/4 07/08/32     | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     254000 | PA      | $139700.00    | 0.11%             | 2032-07-08      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                                       | BPCEGP 6.508 01/18/35     | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $310779.23    | 0.24%             | 2035-01-18      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL COMPANY LTD                                                             | TACHEM 1 07/09/29         | CUSIP: 874060BB1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     300000 | PA      | $327878.28    | 0.25%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BENIN, REPUBLIC OF - MINISTRY OF FINANCE                                                      | BENIN 7.96 02/13/38       | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      46000 | PA      | $47439.42     | 0.04%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| GLP PTE LTD                                                                                   | GLPSP 9 3/4 05/20/28      | CUSIP: Y2725FAK5<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $157457.67    | 0.12%             | 2028-05-20      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                                        | ESKOM 8.45 08/10/28       | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     223000 | PA      | $235205.21    | 0.18%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                                                                           | DAVIVI 6.65 PERP          | CUSIP: 059501AD8<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |     447000 | PA      | $417583.02    | 0.32%             | 2171-04-22      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY                                | PANAMA 3.87 07/23/60      | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      32000 | PA      | $22168.00     | 0.02%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL COMPANY JSC                                                              | KZOKZ 6 3/8 10/24/48      | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      29000 | PA      | $29369.66     | 0.02%             | 2048-10-24      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                          | PETMK 3.404 04/28/61      | CUSIP: Y6886MAC4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      42000 | PA      | $28241.63     | 0.02%             | 2061-04-28      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                                                 | SAGB 8 3/4 01/31/44 #2044 | CUSIP: S69124VF9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1610000 | PA      | $91162.27     | 0.07%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    1100000 | NC      | $-114.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                                      | DTRGR 4 1/2 04/12/31      | CUSIP: 233853BL3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      55000 | PA      | $54056.33     | 0.04%             | 2031-04-12      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY                                | PANAMA 2.252 09/29/32     | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      64000 | PA      | $54240.00     | 0.04%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NATURGY FINANCE IBERIA SA                                                                     | NTGYSM 1 1/2 01/29/28     | CUSIP: E7S90TAF4<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |     300000 | PA      | $343633.37    | 0.27%             | 2028-01-29      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                              | TURKEY 5.95 01/15/31      | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     389000 | PA      | $382332.69    | 0.30%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)                                   | NGERIA 7 5/8 11/28/47     | CUSIP: V342A3BW3<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     200000 | PA      | $196111.02    | 0.15%             | 2047-11-28      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                              | TURKEY 6.95 09/16/35      | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      48000 | PA      | $47361.17     | 0.04%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAPITAL FINANCE DAC                                                                  | GLENLN 1 1/8 03/10/28     | CUSIP: G39146AA6<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |     300000 | PA      | $339643.97    | 0.26%             | 2028-03-10      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                                     | PDVSA 9 11/17/21          | CUSIP: P7807HAP0<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |     611000 | PA      | $274339.00    | 0.21%             | 2021-11-17      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      49281 | NC      | $172.43       | 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       |     137318 | NC      | $446.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                                             | INEGRP 7 1/4 03/31/31     | CUSIP: G47718AN4<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     330000 | PA      | $375077.02    | 0.29%             | 2031-03-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BERMUDA, GOVERNMENT OF                                                                        | BERMUD 3 3/8 08/20/50     | CUSIP: G10367AG8<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      77000 | PA      | $54539.10     | 0.04%             | 2050-08-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                                               | IADB 7.35 10/06/30        | CUSIP: U4582NMK7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   10000000 | PA      | $103955.52    | 0.08%             | 2030-10-06      | Fixed         | 7.35%                 | Yes           |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                          | POLAND 5 3/4 11/16/32     | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       2000 | PA      | $2115.43      | 0.00%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                            | SANTAN 4 7/8 10/18/31     | CUSIP: E2R99D2E4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     300000 | PA      | $374058.43    | 0.29%             | 2031-10-18      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)                                   | NGERIA 6 1/8 09/28/28     | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     106000 | PA      | $107128.71    | 0.08%             | 2028-09-28      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                                  | PEMEX 6.7 02/16/32        | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     162000 | PA      | $162581.09    | 0.13%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                                                      | CHILE 4.95 01/05/36       | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      26000 | PA      | $25990.90     | 0.02%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELDIK BANK OJSC                                                                               | ELDIKB 8 1/2 04/23/31     | CUSIP: 68370XAA4<br>LEI: 529900MRXI5QEMS86V46 | Long             | DBT              | CORP              | KG        |     217000 | PA      | $217727.50    | 0.17%             | 2031-04-23      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                                                      | KSA 4 7/8 01/12/36        | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      97000 | PA      | $95665.70     | 0.07%             | 2036-01-12      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY                                | PANAMA 3.16 01/23/30      | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     100000 | PA      | $95000.00     | 0.07%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                                    | REPHUN 6 3/4 09/23/55     | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       4000 | PA      | $4296.78      | 0.00%             | 2055-09-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                                                 | SOAF 5.65 09/27/47        | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     145000 | PA      | $117584.88    | 0.09%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                                                     | ANGOL 8 3/4 04/14/32      | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     208000 | PA      | $217155.73    | 0.17%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| KENYA, GOVERNMENT OF                                                                          | KENINT 7 7/8 10/09/33     | CUSIP: 491798AP9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      92000 | PA      | $87953.25     | 0.07%             | 2033-10-09      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                                  | ATDBCN 5.077 09/29/35     | CUSIP: 01626PAX4<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     380000 | PA      | $376139.41    | 0.29%             | 2035-09-29      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                                               | DOMREP 6.95 03/15/37      | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      28000 | PA      | $29251.60     | 0.02%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                                              | PHILIP 2.95 05/05/45      | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     130000 | PA      | $87913.56     | 0.07%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                                         | CPIPGR 1 5/8 04/23/27     | CUSIP: L36807AQ5<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $116168.80    | 0.09%             | 2027-04-23      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| ADANI GREEN ENERGY UP LTD / PARAMPUJYA SOLAR ENERGY PVT LTD / PRAYATNA DEVELOPERS PRIVATE LTD | ADGREG 6.7 03/12/42       | CUSIP: 00654AAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     218622 | PA      | $211539.95    | 0.16%             | 2042-03-12      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                                    | ROMANI 5 7/8 01/30/29     | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      76000 | PA      | $77309.81     | 0.06%             | 2029-01-30      | Fixed         | 5.88%                 | 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      | $45910.46     | 0.04%             | 2029-01-14      | Fixed         | 8.51%                 | Yes           |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                                      | PERU 3 01/15/34           | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     111000 | PA      | $96015.00     | 0.07%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                                                 | SOAF 5 3/4 09/30/49       | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      51000 | PA      | $41236.85     | 0.03%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      70000 | NC      | $-349.15      | -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       |     746559 | NC      | $-5435.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                             | HSBC 5.286 11/19/30       | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     325000 | PA      | $331050.31    | 0.26%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER (US HOLDINGS) INC                                                               | CPXCN 6.189 06/01/35      | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     315000 | PA      | $324435.32    | 0.25%             | 2035-06-01      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                                            | FORSEA 7 1/2 06/15/30     | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |     482000 | PA      | $478138.17    | 0.37%             | 2030-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                                    | UKRAIN 0 02/01/30         | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      13970 | PA      | $8870.95      | 0.01%             | 2030-02-01      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KENYA, GOVERNMENT OF                                                                          | KENINT 8.7 02/26/39       | CUSIP: 491798AS3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     211000 | PA      | $199612.75    | 0.15%             | 2039-02-26      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                                                      | CHILE 3.86 06/21/47       | CUSIP: 168863CE6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      65000 | PA      | $51366.25     | 0.04%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR ENERJI AS                                                                 | LIMYEN 9 5/8 08/12/30     | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |      57000 | PA      | $57018.53     | 0.04%             | 2030-08-12      | Fixed         | 9.62%                 | Yes           |                  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      | $336320.00    | 0.26%             | 2029-11-07      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS COMPANY LTD                                                           | Country Garden Holdings C | CUSIP: G24524103<br>LEI: 549300MGHLPT1EFHGF84 | Long             | EC               | CORP              | HK        |        600 | NS      | $22.21        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBUS SE                                                                                     | AIRFP 2 3/8 04/07/32      | CUSIP: N0280GBR0<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $223146.21    | 0.17%             | 2032-04-07      | Fixed         | 2.38%                 | 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        |     150000 | PA      | $143835.77    | 0.11%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT DEVELOPMENT LTD                                                      | POSWDL 7 7/8 02/19/40     | CUSIP: P7S30QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |      59733 | PA      | $61650.77     | 0.05%             | 2040-02-19      | Fixed         | 7.88%                 | 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      | $11324.74     | 0.01%             | 2064-07-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    1542600 | NC      | $-19656.17    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                                   | IONPLA 7 7/8 05/01/29     | CUSIP: U4608DAL0<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     100000 | PA      | $108907.20    | 0.08%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                                    | UKRAIN 1 3/4 02/01/36     | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      44150 | PA      | $26269.25     | 0.02%             | 2036-02-01      | Floating      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & COMPANY                                                                             | OGN 2 7/8 04/30/28        | CUSIP: U6835WAC8<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     500000 | PA      | $581545.73    | 0.45%             | 2028-04-30      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| OMAN, GOVERNMENT OF THE SULTANATE OF                                                          | OMAN 6 1/2 03/08/47       | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      97000 | PA      | $103874.00    | 0.08%             | 2047-03-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                                          | FLTR 4 06/04/31           | CUSIP: G35906AE9<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     300000 | PA      | $344660.23    | 0.27%             | 2031-06-04      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CEMEX-CEMENTOS MEXICANOS SAB DE CV                                                            | CEMEX 5 1/8 PERP          | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      60000 | PA      | $59937.06     | 0.05%             | 2169-09-08      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                              | TURKEY 9 1/8 07/13/30     | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      41000 | PA      | $45426.78     | 0.04%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| 3R LUX SARL                                                                                   | RRRPBZ 9 3/4 02/05/31     | CUSIP: 88563PAA6<br>LEI: 9845007D0DF0BEFD8D97 | Long             | DBT              | CORP              | LU        |     467000 | PA      | $491891.10    | 0.38%             | 2031-02-05      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                                      | ARGENT 0 1/8 07/09/46     | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     977477 | PA      | $689610.22    | 0.53%             | 2046-07-09      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    3501500 | NC      | $-51123.43    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKHSTAN, REPUBLIC OF - MINISTRY OF FINANCE                                                 | KAZAKS 5 1/2 07/01/37     | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      74000 | PA      | $75763.76     | 0.06%             | 2037-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                                    | ROMANI 6 05/25/34         | CUSIP: 77586RAP5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       9000 | PA      | $8932.40      | 0.01%             | 2034-05-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                                                            | FSBIOE 8 1/8 02/11/36     | CUSIP: 30315XAE4<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     302000 | PA      | $279916.25    | 0.22%             | 2036-02-11      | Fixed         | 8.12%                 | 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      | $233428.67    | 0.18%             | 2028-11-22      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                              | MEX 4 3/4 03/08/44        | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      98000 | PA      | $79723.00     | 0.06%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                                     | PDVSA 9 3/4 05/17/35      | CUSIP: P7807HAQ8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |     460000 | PA      | $213325.00    | 0.16%             | 2035-05-17      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA                                         | SPGB 2.7 10/31/48         | CUSIP: E8922AFN5<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     250000 | PA      | $236097.55    | 0.18%             | 2048-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                                     | PRXNA 3.061 07/13/31      | CUSIP: N7163RAR4<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     127000 | PA      | $116127.72    | 0.09%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| MKS INC                                                                                       | MKSI 4 1/4 02/15/34       | CUSIP: N/A<br>LEI: 549300KEQATBHAGVF505       | Long             | DBT              | CORP              | US        |     470000 | PA      | $534011.09    | 0.41%             | 2034-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB DE CV                                                                  | ORBIA 7 1/2 05/13/35      | CUSIP: 68560EAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     271000 | PA      | $273317.59    | 0.21%             | 2035-05-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM (PERSERO) PT                                                       | IDASAL 5.8 05/15/50       | CUSIP: 74445PAG7<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |      26000 | PA      | $24128.47     | 0.02%             | 2050-05-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                                            | GHANA 5 07/03/35          | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     271600 | PA      | $250195.16    | 0.19%             | 2035-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY                                  | BHRAIN 7 3/8 05/14/30     | CUSIP: 05675M2C7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     123000 | PA      | $126214.11    | 0.10%             | 2030-05-14      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                                     | MPEL 5 3/4 07/21/28       | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     106000 | PA      | $105521.88    | 0.08%             | 2028-07-21      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                                                           | CSNABZ 6 3/4 01/28/28     | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |     161000 | PA      | $137486.06    | 0.11%             | 2028-01-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                              | MEX 4 1/2 04/22/29        | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      85000 | PA      | $84643.00     | 0.07%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       8913 | NC      | $741.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                               | BRAZIL 6 5/8 03/15/35     | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     276000 | PA      | $285894.60    | 0.22%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)                                   | NGERIA 7.143 02/23/30     | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     112000 | PA      | $115977.03    | 0.09%             | 2030-02-23      | Fixed         | 7.14%                 | Yes           |                  2 | On Loan: No      |
| BERTELSMANN SE & CO. KGAA                                                                     | BERTEL 3 1/2 05/29/29     | CUSIP: D1010NAK7<br>LEI: 5299001BUUGXAREGE533 | Long             | DBT              | CORP              | DE        |     300000 | PA      | $353882.64    | 0.27%             | 2029-05-29      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - PEN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      16936 | NC      | $134.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ETHIOPIA, REPUBLIC OF                                                                         | ETHOPI 6 5/8 12/11/24     | CUSIP: 29766LAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |      57000 | PA      | $58710.00     | 0.05%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                               | BRAZIL 6 1/4 05/22/36     | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     249000 | PA      | $247879.50    | 0.19%             | 2036-05-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARAGUAY, REPUBLIC OF - MINISTRY OF FINANCE                                                   | PARGUY 8 1/2 04/04/38     | CUSIP: P75744AU9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   60000000 | PA      | $9321.60      | 0.01%             | 2038-04-04      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                                   | TD 8 1/8 10/31/2082       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     330000 | PA      | $343654.54    | 0.27%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                                              | PHILIP 2.65 12/10/45      | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      44000 | PA      | $28045.93     | 0.02%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ (NOKIA CORP)                                                                        | NOKIA 6 5/8 05/15/39      | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     105000 | PA      | $110730.69    | 0.09%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                                                                    | MHPSA 10 1/2 07/28/29     | CUSIP: L6242GAC0<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |     210000 | PA      | $215636.37    | 0.17%             | 2029-07-28      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                                    | UKRAIN 4 02/01/32         | CUSIP: X5S0058J3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     581800 | PA      | $446955.48    | 0.35%             | 2032-02-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA                                               | CELELS 8.65 01/24/33      | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |      43000 | PA      | $45709.00     | 0.04%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           |                  2 | On Loan: No      |
| ENGIE SA                                                                                      | ENGIFP 5 5/8 04/10/34     | CUSIP: 29286DAB1<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     355000 | PA      | $365428.37    | 0.28%             | 2034-04-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                                      | PERU 3.6 01/15/2072       | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      37000 | PA      | $23255.43     | 0.02%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  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      | $22601.18     | 0.02%             | 2031-01-13      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                             | BTPS 5 08/01/39           | CUSIP: T602598V2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     180000 | PA      | $231429.63    | 0.18%             | 2039-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| OMAN, GOVERNMENT OF THE SULTANATE OF                                                          | OMAN 6 1/4 01/25/31       | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      21000 | PA      | $22329.45     | 0.02%             | 2031-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CEMEX-CEMENTOS MEXICANOS SAB DE CV                                                            | CEMEX 7.2 PERP            | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     334000 | PA      | $346277.84    | 0.27%             | 2173-09-10      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     196226 | NC      | $411.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVENIR ISSUER II (IRELAND) DAC                                                                | ANGOL 6.927 02/19/27      | CUSIP: G0R1NSAA3<br>LEI: 635400VEZIQKZPR7KU35 | Long             | ABS-O            | CORP              | IE        |      21429 | PA      | $21213.43     | 0.02%             | 2027-02-19      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                                    | REPHUN 5 1/4 06/16/29     | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      35000 | PA      | $35634.44     | 0.03%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FRANCE, REPUBLIC OF - MINISTERE DE L'ECONOMIE, DES FINANCES ET DE L'INDUSTRIE                 | FRANCE                    | CUSIP: F43750GD8<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1500000 | PA      | $1739305.38   | 1.35%             | 2026-11-25      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                                        | BPLN 4 7/8 PERP           | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     335000 | PA      | $332339.72    | 0.26%             | 2100-12-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                                   | SKX 5 1/4 07/15/32        | CUSIP: U0735JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     320000 | PA      | $374702.47    | 0.29%             | 2032-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      10600 | NC      | $-153.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                                         | CPIPGR 6 01/27/32         | CUSIP: L36807BH4<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $115836.45    | 0.09%             | 2032-01-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                              | MEX 3 1/2 02/12/34        | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       8000 | PA      | $6860.00      | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                               | BRAZIL 6 10/20/33         | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     574000 | PA      | $580314.00    | 0.45%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VAMOS EUROPE SA                                                                               | VAMOBZ 9.2 01/26/31       | CUSIP: 92049NAA7<br>LEI: 894500FA5CLVV8HLE261 | Long             | DBT              | CORP              | LU        |     295000 | PA      | $281282.50    | 0.22%             | 2031-01-26      | Fixed         | 9.20%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                                    | REPHUN 5 1/2 03/26/36     | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      66000 | PA      | $66221.38     | 0.05%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FINANCING (UK) PLC                                                       | SAZKAG 4 5/8 08/15/31     | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |     400000 | PA      | $464101.58    | 0.36%             | 2031-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     805800 | NC      | $-2165.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGARA (PERSERO) PT                                                        | PLNIJ 3 3/8 02/05/30      | CUSIP: 71568QAL1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |       8000 | PA      | $7536.15      | 0.01%             | 2030-02-05      | Fixed         | 3.38%                 | Yes           |                  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      | $1671.33      | 0.00%             | 2047-10-04      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                                            | LVIATH 6 3/4 06/30/30     | CUSIP: M6746GAD8<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     245000 | PA      | $252453.88    | 0.20%             | 2030-06-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTION BV                                                                  | YPANBR 8.947 07/31/42     | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |     408985 | PA      | $453089.86    | 0.35%             | 2042-07-31      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                                                 | SAGB 8 1/4 03/31/32 #2032 | CUSIP: S69124UU7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1070000 | PA      | $63480.18     | 0.05%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSURANCE COMPANY                                                               | SUMILF 5 7/8 09/10/55     | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |     350000 | PA      | $350827.05    | 0.27%             | 2055-09-10      | Fixed         | 5.88%                 | 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      | $50803.69     | 0.04%             | 2030-04-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA LTD (THE)                                                         | EXIMBK 5 1/2 01/13/35     | CUSIP: Y2387VAA1<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |      27000 | PA      | $27632.62     | 0.02%             | 2035-01-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                                                       | STCITY 5 01/15/29         | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     384000 | PA      | $366399.25    | 0.28%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| OMAN, GOVERNMENT OF THE SULTANATE OF                                                          | OMAN 6 3/4 01/17/48       | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      20000 | PA      | $21840.41     | 0.02%             | 2048-01-17      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BULGARIA, REPUBLIC OF - MINISTRY OF FINANCE                                                   | BGARIA 4 1/8 07/18/45     | CUSIP: X0R483BH4<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      14000 | PA      | $15611.79     | 0.01%             | 2045-07-18      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                                                                              | JSLGBZ 5.2 01/26/31       | CUSIP: 82883PAA2<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | LU        |     149000 | PA      | $129257.50    | 0.10%             | 2031-01-26      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                                                 | EGYPT 7 1/2 02/16/61      | CUSIP: M1487WDL6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     225000 | PA      | $179519.61    | 0.14%             | 2061-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      15500 | NC      | $-203.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KSA IJARAH SUKUK LTD                                                                          | KSA 4 7/8 09/09/35        | CUSIP: 50116FAB8<br>LEI: 558600OCHJOSSXHWLV71 | Long             | DBT              | NUSS              | KY        |      12000 | PA      | $11831.44     | 0.01%             | 2035-09-09      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                              | MEX 5 3/8 03/22/33        | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      81000 | PA      | $79693.29     | 0.06%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   11434500 | NC      | $-30724.08    | -0.02%            |  |  |  | No            |                  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      | $139607.85    | 0.11%             | 2033-07-18      | Fixed         | 4.88%                 | 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      | $213258.28    | 0.16%             | 2037-08-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| IRELAND, REPUBLIC OF - NATIONAL TREASURY MANAGEMENT AGENCY                                    | IRISH 0.9 05/15/28        | CUSIP: G4R49GAL7<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      50000 | PA      | $56700.76     | 0.04%             | 2028-05-15      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                                           | ALTICE 4 1/4 08/15/29     | CUSIP: L01787AF4<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     580000 | PA      | $509746.18    | 0.39%             | 2029-08-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                             | Euro-OAT Future   Jun26   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DIR              | CORP              | DE        |         24 | NC      | $-56913.32    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ARCELORMITTAL SA                                                                              | MTNA 6.8 11/29/32         | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     305000 | PA      | $337341.03    | 0.26%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   16944800 | NC      | $-45530.06    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO                             | ECUA 9 1/4 01/29/39       | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     200000 | PA      | $207500.00    | 0.16%             | 2039-01-29      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                                                 | EGYPT 8 5/8 02/04/30      | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     134000 | PA      | $141862.20    | 0.11%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                                                                                     | PRXNA 3.061 07/13/31      | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     232000 | PA      | $212138.83    | 0.16%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                                                    | IVYCST 8 1/4 01/30/37     | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     171000 | PA      | $183831.19    | 0.14%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                          | POLAND 5 1/8 09/18/34     | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     161000 | PA      | $162394.15    | 0.13%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                                                 | EGYPT 5 7/8 02/16/31      | CUSIP: 03846JAB6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     436000 | PA      | $415497.52    | 0.32%             | 2031-02-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                                                      | YKBNK 7 1/8 10/10/29      | CUSIP: 984848AT8<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |     117000 | PA      | $119692.38    | 0.09%             | 2029-10-10      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                              | MEX 4 7/8 05/19/33        | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      32000 | PA      | $30576.00     | 0.02%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                             | BTPS 4.2 03/01/34         | CUSIP: T6052B5T1<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1430000 | PA      | $1746038.98   | 1.35%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                           | ISPIM 5 1/8 08/29/31      | CUSIP: T5R13TRP7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     300000 | PA      | $379339.79    | 0.29%             | 2031-08-29      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                              | TURKEY 7 1/8 07/17/32     | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     101000 | PA      | $102888.51    | 0.08%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY GTA HOLDINGS                                                                    | KOS 11 1/4 01/29/31       | CUSIP: G5315LAA3<br>LEI: 984500ABK08A8BAAHB84 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $318910.09    | 0.25%             | 2031-01-29      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                                         | FRIDPT 6.2 04/14/52       | CUSIP: Y7141BAC7<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      28000 | PA      | $27523.48     | 0.02%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     323488 | NC      | $317.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                                  | PEMEX 6.35 02/12/48       | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     613000 | PA      | $493128.46    | 0.38%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                                                                  | UPLLIN 4 5/8 06/16/30     | CUSIP: V96177AD8<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |     200000 | PA      | $183710.35    | 0.14%             | 2030-06-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS NV                                                                                 | STLA 4 1/4 06/16/31       | CUSIP: N82405AL0<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |     250000 | PA      | $292501.01    | 0.23%             | 2031-06-16      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ENERGO-PRO AS                                                                                 | ENGPRO 6.45 04/15/31      | CUSIP: X2112MAF3<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |     200000 | PA      | $232681.24    | 0.18%             | 2031-04-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                                    | ROMANI 6 3/8 01/30/34     | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     103000 | PA      | $104368.71    | 0.08%             | 2034-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                                               | DOMREP 5.3 01/21/41       | CUSIP: P3579ECJ4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      25000 | PA      | $22100.00     | 0.02%             | 2041-01-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                                      | EIB 1 1/8 09/15/36        | CUSIP: B3821SJS7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |     200000 | PA      | $190235.20    | 0.15%             | 2036-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                                                      | CHILE 5.65 01/13/37       | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       8000 | PA      | $8387.60      | 0.01%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SURINAME, REPUBLIC OF - MINISTRY OF FINANCE                                                   | SURINM 8 1/2 11/06/35     | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     129000 | PA      | $140184.30    | 0.11%             | 2035-11-06      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                                                 | EGYPT 7.0529 01/15/32     | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      60000 | PA      | $59125.77     | 0.05%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| KAZAKHSTAN, REPUBLIC OF - MINISTRY OF FINANCE                                                 | KAZAKS 6 1/2 07/21/45     | CUSIP: 486661AH4<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      81000 | PA      | $88438.00     | 0.07%             | 2045-07-21      | Fixed         | 6.50%                 | Yes           |                  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      | $353981.93    | 0.27%             | 2027-02-10      | Fixed         | 3.50%                 | No            |                  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      | $245751.65    | 0.19%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                                                 | EGYPT 8 3/4 09/30/51      | CUSIP: 03846JAF7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     159000 | PA      | $147449.47    | 0.11%             | 2051-09-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB DE CV                                                                    | AEROMX 8 5/8 11/15/31     | CUSIP: 40054JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     416000 | PA      | $405080.00    | 0.31%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                                           | SOFTBK 6 3/8 07/10/33     | CUSIP: J7596PCA5<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     690000 | PA      | $793505.74    | 0.61%             | 2033-07-10      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                                   | IONPLA 7 7/8 05/01/29     | CUSIP: N/A<br>LEI: 213800FKHT3BRRKMCC89       | Long             | DBT              | CORP              | US        |     320000 | PA      | $348503.02    | 0.27%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ELDORADO INTERNATIONAL FINANCE GMBH                                                           | ECELUP 8 1/2 12/01/32     | CUSIP: 284697AC3<br>LEI: 2549002HQE45WFK9EY03 | Long             | DBT              | CORP              | AT        |     250000 | PA      | $254763.50    | 0.20%             | 2032-12-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                                                 | SOAF 7.3 04/20/52         | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      88000 | PA      | $84658.43     | 0.07%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                                    | UKRAIN 1 3/4 02/01/35     | CUSIP: X5S0055X5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     135152 | PA      | $81766.96     | 0.06%             | 2035-02-01      | Floating      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES INC                                                                  | HYUCAP 5 1/4 01/22/28     | CUSIP: 44920UAX6<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |     325000 | PA      | $328879.76    | 0.25%             | 2028-01-22      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO                             | BTPS 3.85 02/01/35        | CUSIP: T6031QAF8<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     900000 | PA      | $1067074.19   | 0.83%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-28

**Name of Applicant:** Dunham Funds

**Signature:** James Colantino

**Name of Signer:** James Colantino

**Title:** Assistant Treasurer