# EDGAR Filing Document

**Accession Number:** 0001498498
**File Stem:** 0001145549-25-042014
**Filing Date:** 2025-6
**Character Count:** 178909
**Document Hash:** 4be9d8052b24fbabfefdb48611777ac7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-042014.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001145549-25-042014

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Ashmore Funds
- **CENTRAL INDEX KEY:** 0001498498

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22468
- **FILM NUMBER:** 251075985

**BUSINESS ADDRESS:**
- **STREET 1:** C/O ROPES & GRAY, LLP
- **STREET 2:** ONE INTERNATIONAL PLACE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 617-951-7935

**MAIL ADDRESS:**
- **STREET 1:** C/O ROPES & GRAY, LLP
- **STREET 2:** ONE INTERNATIONAL PLACE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

## Series and Classes Contracts Data

### Ashmore Emerging Markets Total Return Fund (Series ID: S000030390)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000093386 | INSTITUTIONAL CLASS SHARES | EMKIX           |
| C000098150 | Class C                    | EMKCX           |
| C000098151 | Class A                    | EMKAX           |
| C000183166 | Class T                    | EMKTX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-22468

- **c. CIK number of Registrant:** 0001498498

- **d. LEI of Registrant:** 549300JIZK4U03Q64E73

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

  - **Street Address 1:** 61 Aldwych

  - **City:** London

  - **Zip / Postal Code:** WC2B 4AE

  - **Telephone number:** 011-44-20-3206-4500

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

- **a. Name of Series:** Ashmore Emerging Markets Total Return Fund

- **b. EDGAR series identifier (if any):** S000030390

- **c. LEI of Series:** 5493003R6Z966WCNR691

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $77860566.45

**Total Liabilities:** $929040.88

**Net Assets:** $76931525.57

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 7.415466159179 | **1-Year:** 405.267013576980 | **5-Year:** 1947.069170677882 | **10-Year:** 6066.624093948827 | **30-Year:** 6327.884864517994

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

- **3-Month:** 3.578264678587 | **1-Year:** 542.932949252743 | **5-Year:** 1828.905504813804 | **10-Year:** 3545.768949715790 | **30-Year:** 3775.341765451612

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000093386 | 0.82%                | 0.49%                | 0.05%                |
| Class ID C000098150 | 0.95%                | 0.20%                | 0.16%                |
| Class ID C000098151 | 1.01%                | 0.26%                | 0.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $236829.72               | $286194.93                                 |
| Month 2  | $-115005.15              | $122736.00                                 |
| Month 3  | $-124409.52              | $-510683.12                                |

**Designated Index Information**

- **Index Name:** 50% EMBI GD; 25% ELMI+; 25% GBI-EM GD

- **Index Identifier:** 50% EMBI GD; 25% ELMI+; 25% GBI-EM GD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Uruguay (Republic Of)                                          | URUGUA 7.625 03/21/36                           | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      158487 | PA      | $187410.88    | 0.24%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                 | MEX 5.75 10/12/10 GMTN                          | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      156000 | PA      | $118092.00    | 0.15%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                      | PHILIP 6.25 01/14/36                            | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    12000000 | PA      | $208396.74    | 0.27%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                         | PERTIJ 6 05/03/42 REGS                          | CUSIP: Y7138AAD2<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      329000 | PA      | $316169.00    | 0.41%             | 2042-05-03      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bills                                   | B 0 07/10/25                                    | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      668000 | PA      | $662551.12    | 0.86%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                  | NGOMOB 0 02/10/26 362D                          | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   228850000 | PA      | $118031.24    | 0.15%             | 2026-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                          | URUGUA 4.125 11/20/45                           | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      141498 | PA      | $119388.94    | 0.16%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                           | TURKEY 4.875 04/16/43 30Y                       | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      336000 | PA      | $225876.00    | 0.29%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                          | ROMANI 6.125 01/22/44 REGS                      | CUSIP: 77586TAE6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       56000 | PA      | $47523.28     | 0.06%             | 2044-01-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| South Africa (Republic of)                                     | SAGB 9 01/31/40 2040                            | CUSIP: S69124WH4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1488840 | PA      | $65515.36     | 0.09%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                           | POLGB 6 10/25/33 1033                           | CUSIP: X8T024CH6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      246000 | PA      | $68937.40     | 0.09%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                      | PDVSA 9.75 05/17/35 REGS                        | CUSIP: P7807HAQ8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |      265270 | PA      | $33424.02     | 0.04%             | 2035-05-17      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| El Salvador (Republic of)                                      | ELSALV 7.65 06/15/35 REGS                       | CUSIP: P01012AN6<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |       51000 | PA      | $47799.75     | 0.06%             | 2035-06-15      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Philippines (Republic Of)                                      | PHILIP 7.75 01/14/31                            | CUSIP: 718286BB2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      109000 | PA      | $125895.00    | 0.16%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                 | MBONO 8.5 05/31/29 M                            | CUSIP: P9767G6N6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    18760000 | PA      | $949403.03    | 1.23%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                      | PDVSA 12.75 02/17/22 REGS                       | CUSIP: P7807HAM7<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |      224000 | PA      | $30240.00     | 0.04%             | 2022-02-17      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Venezuela (Republic Of)                                        | VENZ 11.95 08/05/31                             | CUSIP: P17625AD9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     2241800 | PA      | $369897.00    | 0.48%             | 2031-08-05      | Fixed         | 11.95%                | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                 | MBONO 7.75 05/29/31 M                           | CUSIP: P9767HEK1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    18840000 | PA      | $905200.01    | 1.18%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Thailand (Kingdom Of)                                          | THAIGB 2.875 06/17/46                           | CUSIP: Y6065BDQ7<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     1744000 | PA      | $55251.47     | 0.07%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NIGERIA OMO BILL 0.0%                                          | NIGERIA OMO BILL 0.0%                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NG        |   148552000 | PA      | $75799.37     | 0.10%             | 2026-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                           | PANAMA 9.375 04/01/29                           | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      194000 | PA      | $215534.00    | 0.28%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                          | URUGUA 7.875 01/15/33                           | CUSIP: 917288BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      189794 | PA      | $222628.36    | 0.29%             | 2033-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                             | PERU 8.75 11/21/33                              | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      273000 | PA      | $331422.00    | 0.43%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                           | PANAMA 6.7 01/26/36                             | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      130000 | PA      | $125515.00    | 0.16%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                             | PERU 5.625 11/18/50                             | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      138000 | PA      | $129202.50    | 0.17%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                           | POLGB 1.25 10/25/30 1030                        | CUSIP: X8T024V85<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      946000 | PA      | $209452.21    | 0.27%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sunac Services Holdings Ltd.                                   | Sunac Services Holdings Ltd. HKD0.01            | CUSIP: G8569B104<br>LEI: 549300K4OFRSVPWF2W77 | Long             | EC               | CORP              | KY        |      206826 | NS      | $49095.78     | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Czech (Republic of)                                            | CZGB 4.2 12/04/36 49                            | CUSIP: X1761RAU5<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     3130000 | PA      | $142145.23    | 0.18%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                        | INDON 7.75 01/17/38 REGS                        | CUSIP: Y20721AL3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      170000 | PA      | $203575.00    | 0.26%             | 2038-01-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Venezuela (Republic Of)                                        | VENZ 11.75 10/21/26                             | CUSIP: P17625AE7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1653300 | PA      | $299247.30    | 0.39%             | 2026-10-21      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Colombia (Republic Of)                                         | COLOM 5.625 02/26/44                            | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      250000 | PA      | $178437.50    | 0.23%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                          | HGB 6.75 10/22/28 28/A                          | CUSIP: X9379QRH5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    93410000 | PA      | $265163.02    | 0.34%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                           | PANAMA 4.3 04/29/53                             | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      357000 | PA      | $218751.75    | 0.28%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                        | INDOGB 8.375 03/15/34 FR68                      | CUSIP: Y39814JF9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  2536000000 | PA      | $167617.23    | 0.22%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                            | CZGB 5 09/30/30 150                             | CUSIP: BY3335613<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     6890000 | PA      | $333368.08    | 0.43%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Central del Uruguay                                      | UTB 0 04/10/26 0001                             | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |     5622000 | PA      | $122388.02    | 0.16%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                      | PHILIP 6.375 10/23/34                           | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      102000 | PA      | $111180.00    | 0.14%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                   | BRAZIL 5 01/27/45                               | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      277000 | PA      | $210520.00    | 0.27%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                      | IVYCST 6.375 03/03/28 REGS                      | CUSIP: V73789AD7<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      360000 | PA      | $353588.40    | 0.46%             | 2028-03-03      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Kazakhstan (Republic Of)                                       | KAZAKS 6.5 07/21/45 REGS                        | CUSIP: Y7276LDF2<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      290000 | PA      | $303321.88    | 0.39%             | 2045-07-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Secretaria Do Tesouro Nacional                                 | BNTNF 10 01/01/27 NTNF                          | CUSIP: P8T60MXG3<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     6476000 | PA      | $1078733.10   | 1.40%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                        | INDOGB 8.25 05/15/36 FR72                       | CUSIP: Y6S86ZCS6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  1350000000 | PA      | $89213.86     | 0.12%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Malaysia (Government Of)                                       | MGS 4.254 05/31/35 0415                         | CUSIP: Y55745VM5<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      669000 | PA      | $162218.93    | 0.21%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                          | URUGUA 5.1 06/18/50                             | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      134805 | PA      | $123818.39    | 0.16%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| New World Resources NV                                         | NWRLN 8 04/07/20 REGS                           | CUSIP: N6342WAF5<br>LEI: 6354007MKEEGGVUMXO83 | Long             | DBT              | CORP              | NL        |     1938518 | PA      | $2.20         | 0.00%             | 2020-04-07      | Fixed         | 8.00%                 | Yes           |                  3 | On Loan: No      |
| New World Resources NV                                         | NWRLN 4 10/07/20 REGS                           | CUSIP: N6342WAD0<br>LEI: 6354007MKEEGGVUMXO83 | Long             | DBT              | CORP              | NL        |      669526 | PA      | $0.76         | 0.00%             | 2020-10-07      | Fixed         | 4.00%                 | Yes           |                  3 | On Loan: No      |
| Ministerio de Hacienda y Credito Publico                       | COLTES 7.75 09/18/30 B                          | CUSIP: P6S32JH78<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   449400000 | PA      | $92260.81     | 0.12%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                     | SAGB 8.75 02/28/48 2048                         | CUSIP: S6989ZAQ7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     5194831 | PA      | $212876.01    | 0.28%             | 2049-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Thailand (Kingdom Of)                                          | THAIGB 2.65 06/17/28                            | CUSIP: Y6065BQT7<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     4139000 | PA      | $127744.62    | 0.17%             | 2028-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Banco Central del Uruguay                                      | UTB 0 10/31/25 0001                             | CUSIP: P08097KL3<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |     7180000 | PA      | $163057.19    | 0.21%             | 2025-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Thailand (Kingdom Of)                                          | THAIGB 3.3 06/17/38                             | CUSIP: Y6065BKV8<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     6314000 | PA      | $214965.19    | 0.28%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                            | CZGB 0.95 05/15/30 94                           | CUSIP: X73311KU9<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     1640000 | PA      | $65542.38     | 0.09%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Banco Central del Uruguay                                      | UTB 0 07/25/25 0001                             | CUSIP: P08097JM3<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |     3737000 | PA      | $87004.46     | 0.11%             | 2025-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                           | POLGB 2.5 07/25/27 0727                         | CUSIP: X8T024SP1<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      491000 | PA      | $124766.69    | 0.16%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                        | INDOGB 8.25 05/15/29 FR78                       | CUSIP: Y6S86ZKJ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  4633000000 | PA      | $295953.81    | 0.38%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                            | PEMEX 6.35 02/12/48                             | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      174000 | PA      | $110333.40    | 0.14%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Qatar (State of)                                               | QATAR 4.817 03/14/49 REGS                       | CUSIP: M8489SAK3<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      220000 | PA      | $199980.00    | 0.26%             | 2049-03-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Zhenro Properties Group Limited                                | ZHPRHK 14.724 PERP                              | CUSIP: G9897EAL3<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     1360000 | PA      | $3808.00      | 0.00%             | 2049-12-31      | Floating      |  | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                          | ROMGB 4.15 01/26/28 8Y                          | CUSIP: X5S007FG7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1500000 | PA      | $315917.21    | 0.41%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                      | KSA 4.5 04/22/60 REGS                           | CUSIP: M6320UBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      297000 | PA      | $228505.86    | 0.30%             | 2060-04-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Zhenro Properties Group Limited                                | ZHPRHK 8.3 09/15/23                             | CUSIP: G9897EAT6<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     3158000 | PA      | $7895.00      | 0.01%             | 2023-09-15      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| Argentina (Republic Of)                                        | ARGENT 0.75 07/09/30                            | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      899188 | PA      | $689452.71    | 0.90%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                        | ARGENT 1 07/09/29                               | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      235706 | PA      | $190215.06    | 0.25%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                         | COLOM 5 06/15/45                                | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      344000 | PA      | $224460.00    | 0.29%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                              | YUZHOU 6 10/25/23                               | CUSIP: G9884TAC5<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     3962000 | PA      | $277340.00    | 0.36%             | 2023-10-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Indonesia (Republic of)                                        | INDOGB 7.5 05/15/38 FR75                        | CUSIP: Y6S86ZGS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   576000000 | PA      | $36079.46     | 0.05%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                            | OMAN 6.75 01/17/48 REGS                         | CUSIP: M75242BH5<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      215000 | PA      | $216612.50    | 0.28%             | 2048-01-17      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                             | DOMREP 6.5 02/15/48 REGS                        | CUSIP: P3579EBY2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      222000 | PA      | $204240.00    | 0.27%             | 2048-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Kenya (Republic of)                                            | KENINT 8.25 02/28/48 REGS                       | CUSIP: V50249AA5<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      200000 | PA      | $149000.00    | 0.19%             | 2048-02-28      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Indonesia (Republic of)                                        | INDOGB 8.375 04/15/39 FR79                      | CUSIP: Y6S86ZKT5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  1774000000 | PA      | $119039.67    | 0.15%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| El Salvador (Republic of)                                      | ELSALV 7.1246 01/20/50 REGS                     | CUSIP: P01012CA2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      150000 | PA      | $119700.00    | 0.16%             | 2050-01-20      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi (Emirate of)                                         | ADGB 3.125 09/30/49 REGS                        | CUSIP: M0152WAD3<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      369000 | PA      | $249167.25    | 0.32%             | 2049-09-30      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                             | DOMREP 5.875 01/30/60 REGS                      | CUSIP: P3579ECG0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      300000 | PA      | $247762.50    | 0.32%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Zhenro Properties Group Limited                                | ZHPRHK 8.35 03/10/24                            | CUSIP: G9897EAS8<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |      387000 | PA      | $967.50       | 0.00%             | 2024-03-10      | Fixed         | 8.35%                 | Yes           |                  2 | On Loan: No      |
| Indonesia (Republic of)                                        | INDOGB 6.5 02/15/31 FR87                        | CUSIP: Y6S86ZPZ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  1132000000 | PA      | $67595.27     | 0.09%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pt Mineral Industri Indonesia (Persero)                        | IDASAL 5.45 05/15/30 REGS                       | CUSIP: Y7140WAF5<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |      255000 | PA      | $257040.00    | 0.33%             | 2030-05-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Argentina (Republic Of)                                        | ARGENT 4.125 07/09/35                           | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      550973 | PA      | $365363.97    | 0.47%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                        | ARGENT 3.5 07/09/41                             | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      284468 | PA      | $175552.31    | 0.23%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                            | PEMEX 7.69 01/23/50                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      720000 | PA      | $525600.00    | 0.68%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                 | MEX 3.75 04/19/71                               | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      498000 | PA      | $270165.00    | 0.35%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                      | KSA 4.625 10/04/47 REGS                         | CUSIP: M6320UAF6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      249000 | PA      | $203308.50    | 0.26%             | 2047-10-04      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                       | EGYPT 7.903 02/21/48 REGS                       | CUSIP: M1487WCP8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      350000 | PA      | $239548.75    | 0.31%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Angola (Republic of)                                           | ANGOL 9.375 05/08/48 REGS                       | CUSIP: V21735AB7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      274000 | PA      | $191884.94    | 0.25%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Costa Rica (Republic Of)                                       | COSTAR 6.125 02/19/31 REGS                      | CUSIP: P3699PGK7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      201000 | PA      | $205893.10    | 0.27%             | 2031-02-19      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro S.A.                  | BMETR 4.7 05/07/50 REGS                         | CUSIP: P37466AS1<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |      283000 | PA      | $227795.19    | 0.30%             | 2050-05-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                 | MBONO 7.75 11/13/42 M                           | CUSIP: P4R0C9EK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     9640000 | PA      | $401463.07    | 0.52%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                        | INDON 5.25 01/08/47 REGS                        | CUSIP: Y20721BR9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      346000 | PA      | $325457.98    | 0.42%             | 2047-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                  | NGERIA 6.5 11/28/27 REGS                        | CUSIP: V342A3BX1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      287000 | PA      | $269206.00    | 0.35%             | 2027-11-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Indonesia (Republic of)                                        | INDOGB 7.5 06/15/35 FR80                        | CUSIP: Y6S86ZMF3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  4016000000 | PA      | $252209.64    | 0.33%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Malaysia (Government Of)                                       | MGS 3.828 07/05/34 0419                         | CUSIP: Y2R35QCD1<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      337000 | PA      | $79042.32     | 0.10%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Zhenro Properties Group Limited                                | ZHPRHK 8.7 08/03/22                             | CUSIP: G9897EBH1<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     1110000 | PA      | $2775.00      | 0.00%             | 2022-08-03      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Angola (Republic of)                                           | ANGOL 9.125 11/26/49 REGS                       | CUSIP: V5S1ASAA8<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      408000 | PA      | $277236.00    | 0.36%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Zhenro Properties Group Limited                                | ZHPRHK 7.875 04/14/24                           | CUSIP: G9897EAQ2<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     3591000 | PA      | $8977.50      | 0.01%             | 2024-04-14      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Indonesia (Republic of)                                        | INDOGB 7.75 04/15/31 FR85                       | CUSIP: Y6S86ZPE3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  2344000000 | PA      | $147765.20    | 0.19%             | 2031-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                       | EGYPT 7.625 05/29/32 REGS                       | CUSIP: M1487WDG7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      239000 | PA      | $201238.00    | 0.26%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Malaysia (Government Of)                                       | MGS 4.065 06/15/50 0120                         | CUSIP: Y2R35QCH2<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      460000 | PA      | $107039.28    | 0.14%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Central China Real Estate Ltd.                                 | CENCHI 7.65 08/27/23                            | CUSIP: G20769AG3<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |     1900000 | PA      | $83600.00     | 0.11%             | 2023-08-27      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Zhenro Properties Group Limited                                | ZHPRHK 7.35 02/05/25                            | CUSIP: G9897EAV1<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     8407000 | PA      | $21017.50     | 0.03%             | 2025-02-05      | Fixed         | 7.35%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                 | MEX 3.771 05/24/61                              | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      296000 | PA      | $167536.00    | 0.22%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Zhenro Properties Group Limited                                | ZHPRHK 6.63 01/07/26                            | CUSIP: G9897EAX7<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     2065000 | PA      | $5782.00      | 0.01%             | 2026-01-07      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                             | DOMREP 5.3 01/21/41 REGS                        | CUSIP: P3579ECJ4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      294000 | PA      | $244718.25    | 0.32%             | 2041-01-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Philippines (Republic Of)                                      | PHILIP 3.95 01/20/40                            | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      353000 | PA      | $300756.00    | 0.39%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                   | BRAZIL 6 04/07/26                               | CUSIP: 105756BX7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      250000 | PA      | $251625.00    | 0.33%             | 2026-04-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                      | IVYCST 6.125 06/15/33 REGS                      | CUSIP: V73789AW5<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      511000 | PA      | $439460.00    | 0.57%             | 2033-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                          | URUGUA 4.975 04/20/55                           | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      247026 | PA      | $217753.42    | 0.28%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                             | DOMREP 6 07/19/28 REGS                          | CUSIP: P3579ECB1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      198000 | PA      | $199584.00    | 0.26%             | 2028-07-19      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                      | KAISAG 10.875 07/23/23                          | CUSIP: G52132BV1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     2500000 | PA      | $106250.00    | 0.14%             | 2023-07-23      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Zhenro Properties Group Limited                                | ZHPRHK 9.15 05/06/23                            | CUSIP: G9897EAN9<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $1000.00      | 0.00%             | 2023-05-06      | Fixed         | 9.15%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS Capital Ltd.                                          | PETMK 4.55 04/21/50 REGS                        | CUSIP: Y68856AV8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      770000 | PA      | $646030.00    | 0.84%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                          | ROMANI 4 02/14/51 REGS                          | CUSIP: X7360WBN1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      172000 | PA      | $101695.00    | 0.13%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                          | ROMANI 3 02/14/31 REGS                          | CUSIP: X7360WBP6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       60000 | PA      | $49687.80     | 0.06%             | 2031-02-14      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Morocco (Kingdom of)                                           | MOROC 4 12/15/50 REGS                           | CUSIP: V5311VAH3<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      200000 | PA      | $131500.00    | 0.17%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Philippines (Republic Of)                                      | PHILIP 9.5 02/02/30                             | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      145000 | PA      | $175087.50    | 0.23%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                        | INDON 6.625 02/17/37 REGS                       | CUSIP: Y20721AJ8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      100000 | PA      | $109800.00    | 0.14%             | 2037-02-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Malaysia (Government Of)                                       | MGS 4.762 04/07/37 0317                         | CUSIP: Y2R35QBY6<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      206000 | PA      | $52133.52     | 0.07%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                   | BRAZIL 4.625 01/13/28                           | CUSIP: 105756BZ2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      240000 | PA      | $238320.00    | 0.31%             | 2028-01-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Perusahaan Listrik Negara PT                                   | PLNIJ 6.15 05/21/48 REGS                        | CUSIP: 71568QAF4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $192310.00    | 0.25%             | 2048-05-21      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Guatemala (Republic of)                                        | GUATEM 6.125 06/01/50 REGS                      | CUSIP: P5015VAJ5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      251000 | PA      | $222950.75    | 0.29%             | 2050-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| DP World Crescent LTD                                          | DPWDU 3.875 07/18/29 EMTN                       | CUSIP: G28288AC5<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |      218000 | PA      | $209563.40    | 0.27%             | 2029-07-18      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Turkey (Republic of)                                           | TURKEY 5.25 03/13/30 10Y                        | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      356000 | PA      | $328588.00    | 0.43%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                        | ARGENT 5 01/09/38                               | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      317108 | PA      | $222966.56    | 0.29%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                        | CDEL 5.625 10/18/43 REGS                        | CUSIP: P3143NAS3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      243000 | PA      | $220947.75    | 0.29%             | 2043-10-18      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Qatar (State of)                                               | QATAR 3.25 06/02/26 REGS                        | CUSIP: M8489SAD9<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      272000 | PA      | $268600.00    | 0.35%             | 2026-06-02      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                  | NGERIA 7.625 11/28/47 REGS                      | CUSIP: V342A3BW3<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      543000 | PA      | $384172.50    | 0.50%             | 2047-11-28      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                       | EGYPT 6.588 02/21/28 REGS                       | CUSIP: M1487WCN3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      391000 | PA      | $364548.85    | 0.47%             | 2028-02-21      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                             | DOMREP 6.4 06/05/49 REGS                        | CUSIP: P3579ECE5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      156000 | PA      | $142584.00    | 0.19%             | 2049-06-05      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Indonesia (Republic of)                                        | INDOGB 7 09/15/30 FR82                          | CUSIP: Y6S86ZMP1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  3011000000 | PA      | $184483.97    | 0.24%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Central China Real Estate Ltd.                                 | CENCHI 7.9 11/07/23                             | CUSIP: G20769AE8<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |     1910000 | PA      | $84040.00     | 0.11%             | 2023-11-07      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Sinopec Group Overseas Development (2018) Limited              | SINOPE 2.7 05/13/30 REGS                        | CUSIP: G82016AP4<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |      282000 | PA      | $264363.72    | 0.34%             | 2030-05-13      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Peru (Republic Of)                                             | PERU 3.23 07/28/21                              | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      117000 | PA      | $62361.00     | 0.08%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                     | SOAF 5.65 09/27/47                              | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      346000 | PA      | $246635.72    | 0.32%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                       | EGYPT 8.7002 03/01/49 REGS                      | CUSIP: M1487WCX1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      279000 | PA      | $204925.50    | 0.27%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                            | OMAN 6 08/01/29 REGS                            | CUSIP: M75242BK8<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      380000 | PA      | $391164.40    | 0.51%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                       | EGYPT 8.875 05/29/50 REGS                       | CUSIP: M1487WDF9<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      207000 | PA      | $154059.75    | 0.20%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                          | ECUA 5 07/31/40 REGS                            | CUSIP: P8054QBE2<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      233684 | PA      | $121720.15    | 0.16%             | 2040-07-31      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                            | PEMEX 6.95 01/28/60                             | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      451000 | PA      | $299915.00    | 0.39%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                             | PERU 2.78 12/01/60                              | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      217000 | PA      | $116095.00    | 0.15%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                             | DOMREP 4.875 09/23/32 REGS                      | CUSIP: P3579ECH8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      640000 | PA      | $575398.40    | 0.75%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GACI First Investment Co.                                      | PIFKSA 5.25 10/13/32                            | CUSIP: G3705QAC1<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |      358000 | PA      | $359965.42    | 0.47%             | 2032-10-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| India (Republic of)                                            | IGB 7.18 07/24/37                               | CUSIP: Y2R3MBYE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    70980000 | PA      | $891306.41    | 1.16%             | 2037-07-24      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                           | TURKGB 31.08 11/08/28 5Y                        | CUSIP: M8T85VCB1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     6971650 | PA      | $160777.31    | 0.21%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                    | BGOSK 6.25 07/09/54 144A                        | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $199404.00    | 0.26%             | 2054-07-09      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                          | UKRAIN 0 02/01/35 144A                          | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       54036 | PA      | $26882.91     | 0.03%             | 2035-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Secretaria Do Tesouro Nacional                                 | BLTN 0 01/01/28 LTN                             | CUSIP: P8T60NQF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     6060000 | PA      | $762067.95    | 0.99%             | 2028-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Zambia (Republic Of)                                           | ZAMBIN 0.5 12/31/53 REGS                        | CUSIP: V7179UMK2<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      160015 | PA      | $90709.30     | 0.12%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Zambia (Republic Of)                                           | ZAMBIN 5.75 06/30/33 REGS                       | CUSIP: V7179UML0<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      161082 | PA      | $139184.44    | 0.18%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                          | UKRAIN 1.75 02/01/36 144A                       | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       90320 | PA      | $43443.92     | 0.06%             | 2036-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                          | URUGUA 5.25 09/10/60                            | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      181639 | PA      | $163651.18    | 0.21%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| India (Republic of)                                            | IGB 7.54 05/23/36                               | CUSIP: Y2R35K8V9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    38740000 | PA      | $497526.45    | 0.65%             | 2036-05-23      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                          | ECUA 5.5 07/31/35 REGS                          | CUSIP: P8054QBC6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      296000 | PA      | $176934.00    | 0.23%             | 2035-07-31      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| China (People's Republic Of)                                   | CGB 2.27 05/25/34 INBK                          | CUSIP: Y6S39B6V7<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     6060000 | PA      | $875887.94    | 1.14%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                           | TURKEY 7.125 07/17/32                           | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      242000 | PA      | $235708.00    | 0.31%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                          | ROMANI 5.875 01/30/29 REGS                      | CUSIP: X7360WCU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      158000 | PA      | $156519.54    | 0.20%             | 2029-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                           | AIIB 7 03/01/29 EMTN                            | CUSIP: Y0311AGP3<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |     7600000 | PA      | $90486.59     | 0.12%             | 2029-03-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Poland (Republic of)                                           | POLAND 5.5 03/18/54                             | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      137000 | PA      | $127821.00    | 0.17%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                      | IVYCST 8.25 01/30/37 REGS                       | CUSIP: V73789BK0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      310000 | PA      | $284425.00    | 0.37%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Peru (Republic Of)                                             | PERUGB 7.6 08/12/39                             | CUSIP: P6S32DFJ7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1022000 | PA      | $288901.19    | 0.38%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Oi S A - Em Recuperacao Judicial                               | OIBRBZ 8.5 12/31/28 144A                        | CUSIP: 67117EAG3<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |     3323859 | PA      | $226022.41    | 0.29%             | 2028-12-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development            | IBRD 6.85 04/24/28                              | CUSIP: U4586HTS2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    30000000 | PA      | $357842.78    | 0.47%             | 2028-04-24      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                   | BRAZIL 6.125 03/15/34                           | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      200000 | PA      | $196200.00    | 0.26%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Malaysia (Government Of)                                       | MGS 4.054 04/18/39 0124                         | CUSIP: Y2R35QGD7<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1742000 | PA      | $413304.13    | 0.54%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                    | BGOSK 5.75 07/09/34 144A                        | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $203544.00    | 0.26%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Peru (Republic Of)                                             | PERU 5.375 02/08/35                             | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      583000 | PA      | $575421.00    | 0.75%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bulgaria (Republic Of)                                         | BGARIA 5 03/05/37                               | CUSIP: X0R483BD3<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       24000 | PA      | $23182.56     | 0.03%             | 2037-03-05      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Poland (Republic of)                                           | POLGB 2.75 04/25/28 0428                        | CUSIP: X8T024JZ9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1315000 | PA      | $332088.95    | 0.43%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Thailand (Kingdom Of)                                          | THAIGB 3.6 06/17/67                             | CUSIP: Y6065BHP5<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     1802000 | PA      | $64873.08     | 0.08%             | 2067-06-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Thailand (Kingdom Of)                                          | THAIGB 3.39 06/17/37                            | CUSIP: Y6065BRA7<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |      946000 | PA      | $32323.44     | 0.04%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                           | POLGB 7.5 07/25/28 0728                         | CUSIP: X8T024BU8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1020000 | PA      | $294036.11    | 0.38%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                           | POLGB 5 10/25/34 1034                           | CUSIP: X8T02EDK6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      732000 | PA      | $190641.28    | 0.25%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                            | CZGB 4.9 04/14/34 151                           | CUSIP: ZK1433224<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     1710000 | PA      | $83043.07     | 0.11%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                     | SAGB 8 01/31/30 2030                            | CUSIP: S69124VP7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    18498195 | PA      | $963793.13    | 1.25%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                          | HGB 3 10/27/38 38/A                             | CUSIP: X51627BW0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    71560000 | PA      | $132013.96    | 0.17%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                     | SAGB 8.75 01/31/44 2044                         | CUSIP: S69124VF9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     6900423 | PA      | $287063.35    | 0.37%             | 2045-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                            | CZGB 2 10/13/33 103                             | CUSIP: 999MAR286<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     2410000 | PA      | $93953.25     | 0.12%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                           | POLGB 3.75 05/25/27 0527                        | CUSIP: X8T0247Q2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2305000 | PA      | $602818.01    | 0.78%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Thailand (Kingdom Of)                                          | THAIGB 2.35 06/17/26                            | CUSIP: Y6065BRB5<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    16588000 | PA      | $500432.03    | 0.65%             | 2026-06-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                     | SAGB 8.25 03/31/32 2032                         | CUSIP: S69124UU7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     8115222 | PA      | $404764.22    | 0.53%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                     | SAGB 8.875 02/28/35 2035                        | CUSIP: S69124WF8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2214744 | PA      | $106730.69    | 0.14%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                           | POLGB 2.5 07/25/26 0726                         | CUSIP: X8T024QG3<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      470000 | PA      | $121721.15    | 0.16%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                           | POLGB 0.25 10/25/26 1026                        | CUSIP: X8T0243S2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      471000 | PA      | $117478.04    | 0.15%             | 2026-10-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                            | CZGB 1.75 06/23/32 138                          | CUSIP: 999APR302<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     4310000 | PA      | $170352.62    | 0.22%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| China SCE Group Holdings Ltd.                                  | CHINSC 6 02/04/26                               | CUSIP: G21190AH9<br>LEI: 549300Q8UEI2ERAP6P49 | Long             | DBT              | CORP              | KY        |      727000 | PA      | $30897.50     | 0.04%             | 2026-02-04      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Peru (Republic Of)                                             | PERU 3.3 03/11/41                               | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      100000 | PA      | $72848.00     | 0.09%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Zhenro Properties Group Limited                                | ZHPRHK 8 03/06/23                               | CUSIP: G9897EBF5<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     1532000 | PA      | $3830.00      | 0.00%             | 2023-03-06      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Export-Import Bank of India                                    | EXIMBK 5.5 01/18/33 REGS                        | CUSIP: 30216KAG7<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |      272000 | PA      | $276216.00    | 0.36%             | 2033-01-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                 | MEX 6.338 05/04/53                              | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      274000 | PA      | $240572.00    | 0.31%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                    | BGOSK 5.375 05/22/33 REGS                       | CUSIP: X0645ACD2<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $201014.00    | 0.26%             | 2033-05-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Paraguay (Republic of)                                         | PARGUY 5.85 08/21/33 REGS                       | CUSIP: P75744AM7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      329000 | PA      | $332372.25    | 0.43%             | 2033-08-21      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Perusahaan Listrik Negara PT                                   | PLNIJ 5.25 05/15/47 REGS                        | CUSIP: 71568QAD9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      233000 | PA      | $199914.00    | 0.26%             | 2047-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                              | YUZHOU 9.95 06/08/23                            | CUSIP: G9884AAE2<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     1595000 | PA      | $111650.00    | 0.15%             | 2023-06-08      | Fixed         | 9.95%                 | Yes           |                  2 | On Loan: No      |
| Poland (Republic of)                                           | POLAND 4.875 10/04/33                           | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       88000 | PA      | $87032.00     | 0.11%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Malaysia (Government Of)                                       | MGS 3.519 04/20/28 0223                         | CUSIP: Y2R35QFA4<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3881000 | PA      | $905761.54    | 1.18%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                           | TURKGB 26.2 10/05/33 10Y                        | CUSIP: M8T85T8U9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2213259 | PA      | $48274.31     | 0.06%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                        | INDOGB 6.875 04/15/29 101                       | CUSIP: Y6S86ZA58<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  1603000000 | PA      | $97584.17     | 0.13%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                      | SUNAC 7.25 09/30/30 144A                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      340689 | PA      | $39179.24     | 0.05%             | 2030-09-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                      | SUNAC 6.5 09/30/27 144A                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      243156 | PA      | $27962.94     | 0.04%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Perusahaan Listrik Negara PT                                   | PLNIJ 4.875 07/17/49 REGS                       | CUSIP: 71568QAK3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      344000 | PA      | $275200.00    | 0.36%             | 2049-07-17      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                          | ROMANI 3 02/27/27 REGS                          | CUSIP: X7360WCB6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       68000 | PA      | $64967.20     | 0.08%             | 2027-02-27      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| South Africa (Republic of)                                     | SOAF 5.875 04/20/32                             | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      215000 | PA      | $203130.93    | 0.26%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KWG Group Holdings Limited                                     | KWGPRO 6 01/14/24                               | CUSIP: G53224BL7<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |      150000 | PA      | $10500.00     | 0.01%             | 2024-01-14      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Poland (Republic of)                                           | POLAND 5.5 11/16/27                             | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      138000 | PA      | $142269.72    | 0.18%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                          | ROMANI 6.625 02/17/28 REGS                      | CUSIP: X7360WCN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      172000 | PA      | $175655.00    | 0.23%             | 2028-02-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                 | MEX 5.4 02/09/28                                | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      212000 | PA      | $216028.00    | 0.28%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Morocco (Kingdom of)                                           | MOROC 6.5 09/08/33 REGS                         | CUSIP: V5311VAK6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      450000 | PA      | $464625.00    | 0.60%             | 2033-09-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                          | ROMGB 7.35 04/28/31 8Y                          | CUSIP: X5S007KS5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1145000 | PA      | $258842.49    | 0.34%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Central China Real Estate Ltd.                                 | CENCHI 7.65 08/27/25                            | CUSIP: G20769AM0<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |     1667000 | PA      | $70847.50     | 0.09%             | 2025-08-27      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Costa Rica (Republic Of)                                       | COSTAR 7.3 11/13/54 REGS                        | CUSIP: P3699PGN1<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      200000 | PA      | $202850.00    | 0.26%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                      | SUNAC 7 09/30/29 144A                           | CUSIP: G8569ABP0<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      175771 | PA      | $20213.67     | 0.03%             | 2029-09-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Zhenro Properties Group Limited                                | ZHPRHK 6.7 08/04/26                             | CUSIP: G9897EAY5<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     5713000 | PA      | $15996.40     | 0.02%             | 2026-08-04      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Colombia (Republic Of)                                         | COLTES 13.25 02/09/33 B                         | CUSIP: P6S32JW71<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1251100000 | PA      | $315098.48    | 0.41%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                           | TURKEY 5.75 05/11/47 30Y                        | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      287000 | PA      | $206353.00    | 0.27%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| China SCE Group Holdings Ltd.                                  | CHINSC 7 05/02/25                               | CUSIP: G21190AG1<br>LEI: 549300Q8UEI2ERAP6P49 | Long             | DBT              | CORP              | KY        |     1330000 | PA      | $56525.00     | 0.07%             | 2025-05-02      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Mc Brazil Downstream Trading Sarl                              | MCBRAC 7.25 06/30/31 REGS                       | CUSIP: L626A6AA2<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |      276194 | PA      | $213497.82    | 0.28%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Angola (Republic of)                                           | ANGOL 8.75 04/14/32 REGS                        | CUSIP: V5S1ASAE0<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      200000 | PA      | $154062.00    | 0.20%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                          | URUGUA 5.75 10/28/34                            | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      199978 | PA      | $208977.01    | 0.27%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                          | ROMANI 7.125 01/17/33 REGS                      | CUSIP: X7360WCQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       88000 | PA      | $88670.56     | 0.12%             | 2033-01-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Chile (Republic Of)                                            | BTPCL 6 04/01/33                                | CUSIP: P3718SBL1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   370000000 | PA      | $398592.95    | 0.52%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                            | CHILE 4.95 01/05/36                             | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      610637 | PA      | $596287.03    | 0.78%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co Ltd.                                | FTHDGR 7.95 07/05/22                            | CUSIP: G3311LAJ3<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |     5635000 | PA      | $140875.00    | 0.18%             | 2022-07-05      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| DP World Ltd.                                                  | DPWDU 5.625 09/25/48 REGS                       | CUSIP: M28505AC5<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      230000 | PA      | $211899.00    | 0.28%             | 2048-09-25      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| China SCE Group Holdings Ltd.                                  | CHINSC 7.375 04/09/24                           | CUSIP: G21190AB2<br>LEI: 549300Q8UEI2ERAP6P49 | Long             | DBT              | CORP              | KY        |     1800000 | PA      | $76500.00     | 0.10%             | 2024-04-09      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                          | ROMGB 4.75 10/11/34 15Y                         | CUSIP: X5S007FC6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      750000 | PA      | $139864.85    | 0.18%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                              | YUZHOU 7.85 08/12/26                            | CUSIP: G9884AAB8<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     1330000 | PA      | $93100.00     | 0.12%             | 2026-08-12      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| China SCE Group Holdings Ltd.                                  | CHINSC 5.95 09/29/24                            | CUSIP: G21190AJ5<br>LEI: 549300Q8UEI2ERAP6P49 | Long             | DBT              | CORP              | KY        |     1180000 | PA      | $50150.00     | 0.07%             | 2024-09-29      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                          | ROMANI 3.625 03/27/32 REGS                      | CUSIP: X7360WCA8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       44000 | PA      | $36477.32     | 0.05%             | 2032-03-27      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Secretaria Do Tesouro Nacional                                 | BLTN 0 07/01/27 LTN                             | CUSIP: P8T60NPC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    15224000 | PA      | $2034845.26   | 2.65%             | 2027-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DP World Crescent Limited                                      | DPWDU 5.5 09/13/33                              | CUSIP: G28288AE1<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |      304000 | PA      | $304798.00    | 0.40%             | 2033-09-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Inter-American Development Bank                                | IADB 7.35 10/06/30 GMTN                         | CUSIP: U4582NMK7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    14000000 | PA      | $170736.74    | 0.22%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Export Credit Bank of Turkey, Inc.                             | EXCRTU 9 01/28/27 REGS                          | CUSIP: M8931VBJ2<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      386000 | PA      | $400355.34    | 0.52%             | 2027-01-28      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                      | SUNAC 6 09/30/25 144A                           | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      242011 | PA      | $27831.27     | 0.04%             | 2025-09-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Malaysia (Government Of)                                       | MGS 3.582 07/15/32 0122                         | CUSIP: Y2R35QDR9<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1205000 | PA      | $279467.84    | 0.36%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Malaysia (Government Of)                                       | MGII 4.193 10/07/32 0122                        | CUSIP: Y2R35QDK4<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      119000 | PA      | $28592.82     | 0.04%             | 2032-10-07      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit Surat Berharga Syariah Indonesia III       | INDOIS 4.7 06/06/32 REGS                        | CUSIP: 71567RAV8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $196376.00    | 0.26%             | 2032-06-06      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Malaysia (Government Of)                                       | MGS 4.504 04/30/29 0322                         | CUSIP: Y2R35QDM0<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3012000 | PA      | $727382.29    | 0.95%             | 2029-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                        | INDOGB 7.125 06/15/38 FR98                      | CUSIP: Y6S86ZXC8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  3649000000 | PA      | $222342.38    | 0.29%             | 2038-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                      | KAISAG 8.5 06/30/22                             | CUSIP: G52132AV2<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     3500000 | PA      | $148750.00    | 0.19%             | 2022-06-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Bahrain (Kingdom of)                                           | BHRAIN 7.5 09/20/47 REGS                        | CUSIP: M87012AD8<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      324000 | PA      | $312459.12    | 0.41%             | 2047-09-20      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                              | YUZHOU 6.35 01/13/27                            | CUSIP: G9884AAC6<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |      320000 | PA      | $22400.00     | 0.03%             | 2027-01-13      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Malaysia (Government Of)                                       | MGS 4.696 10/15/42 0222                         | CUSIP: Y2R35QDL2<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      161000 | PA      | $41057.61     | 0.05%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                      | KSA 4.75 01/18/28 REGS                          | CUSIP: M6320UBZ1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      348000 | PA      | $350502.12    | 0.46%             | 2028-01-18      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic Banco Central                               | DRCBN 13 01/30/26 REGS                          | CUSIP: ZM8036620<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |     3350000 | PA      | $57085.54     | 0.07%             | 2026-01-30      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| Hungary (Republic Of)                                          | REPHUN 2.125 09/22/31 REGS                      | CUSIP: X93622FZ0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      522000 | PA      | $423472.50    | 0.55%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                               | CFELEC 6.45 01/24/35 144A                       | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $191448.00    | 0.25%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Turkey (Republic of)                                           | TURKEY 6.5 01/03/35                             | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      265000 | PA      | $242475.00    | 0.32%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                  | NGOMOB 0 11/04/25 364D                          | CUSIP: V67353MC9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   364474000 | PA      | $201163.76    | 0.26%             | 2025-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                   | UZBEK 15.5 02/25/28 144A                        | CUSIP: 91824PAD9<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  2500000000 | PA      | $193863.70    | 0.25%             | 2028-02-25      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| Fantasia Holdings Group Co Ltd.                                | FTHDGR 10.875 01/09/23                          | CUSIP: G3311PAH8<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |     2175000 | PA      | $59812.50     | 0.08%             | 2023-01-09      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Chile (Republic Of)                                            | CHILE 3.1 01/22/61                              | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      354000 | PA      | $210231.75    | 0.27%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                            | PEMEX 8.75 06/02/29                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      151745 | PA      | $148922.54    | 0.19%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| India (Republic of)                                            | IGB 7.3 06/19/53                                | CUSIP: Y2R3MBUY9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    22590000 | PA      | $284414.67    | 0.37%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                      | SUNAC 7 09/30/29 REGS                           | CUSIP: G8569ABR6<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      378646 | PA      | $43544.29     | 0.06%             | 2029-09-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                          | UKRAIN 0 02/01/34 144A                          | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       63943 | PA      | $23978.63     | 0.03%             | 2034-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ghana (Republic of)                                            | GHANA 0 07/03/26 144A                           | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       49032 | PA      | $46090.08     | 0.06%             | 2026-07-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Banco Central del Uruguay                                      | UTB 0 10/01/25 0001                             | CUSIP: P08097FA3<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |     6650000 | PA      | $152164.88    | 0.20%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                  | NGOMOB 0 09/30/25 362D                          | CUSIP: V67353LT3<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    52266000 | PA      | $29335.64     | 0.04%             | 2025-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                   | UZBEK 6.9474 05/25/32 144A                      | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      200000 | PA      | $199300.00    | 0.26%             | 2032-05-25      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Fantasia Holdings Group Co Ltd.                                | FTHDGR 12.25 10/18/22                           | CUSIP: G3311PAG0<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |     1189000 | PA      | $29725.00     | 0.04%             | 2022-10-18      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Zhenro Properties Group Limited                                | ZHPRHK 7.1 09/10/24                             | CUSIP: G9897EBA6<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     4406000 | PA      | $12336.80     | 0.02%             | 2024-09-10      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Hungary (Republic Of)                                          | REPHUN 3.125 09/21/51 REGS                      | CUSIP: X93622FY3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      394000 | PA      | $229412.41    | 0.30%             | 2051-09-21      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                          | UKRAIN 1.75 02/01/34 144A                       | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      602612 | PA      | $297389.02    | 0.39%             | 2034-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Ghana (Republic of)                                            | GHANA 5 07/03/35 REGS                           | CUSIP: V3R60FEN0<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |        6000 | PA      | $3990.00      | 0.01%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Benin (The Republic of)                                        | BENIN 8.375 01/23/41 144A                       | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      200000 | PA      | $181250.00    | 0.24%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Fantasia Holdings Group Co Ltd.                                | FTHDGR 15 12/18/21                              | CUSIP: G3311LAW4<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |     4515000 | PA      | $112875.00    | 0.15%             | 2021-12-18      | Fixed         | 15.00%                | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                               | CFELEC 3.875 07/26/33 REGS                      | CUSIP: P30179BK3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      292000 | PA      | $240462.00    | 0.31%             | 2033-07-26      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development            | IBRD 6.5 04/17/30 EMTN                          | CUSIP: U7230SLF7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    14700000 | PA      | $172661.65    | 0.22%             | 2030-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Secretaria Do Tesouro Nacional                                 | BLTN 0 01/01/30 LTN                             | CUSIP: P8T60NQJ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    14558000 | PA      | $1409642.02   | 1.83%             | 2030-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                            | GHANA 0 01/03/30 144A                           | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      100812 | PA      | $75861.20     | 0.10%             | 2030-01-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Armenia (Republic of)                                          | ARMEN 6.75 03/12/35 144A                        | CUSIP: 042207AE0<br>LEI: 2549008QLWTFS81EUF38 | Long             | DBT              | NUSS              | AM        |      200000 | PA      | $188000.00    | 0.24%             | 2035-03-12      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Venezuela (Republic Of)                                        | VENZ 9.25 09/15/27                              | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     3484000 | PA      | $609700.00    | 0.79%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                            | OMAN 7 01/25/51 REGS                            | CUSIP: M75242BP7<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      302000 | PA      | $314270.26    | 0.41%             | 2051-01-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Chile (Republic Of)                                            | CHILE 3.1 05/07/41                              | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      360000 | PA      | $265500.00    | 0.35%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                  | NGERIA 7.375 09/28/33 REGS                      | CUSIP: V342A3CE2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      319000 | PA      | $256995.97    | 0.33%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                      | SUNAC 7.25 09/30/30 REGS                        | CUSIP: G8569ABT2<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     1105495 | PA      | $127131.93    | 0.17%             | 2030-09-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ghana (Republic of)                                            | GHANA 5 07/03/29 144A                           | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      279351 | PA      | $236400.78    | 0.31%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Kazakhstan (Republic Of)                                       | KAZAKS 4.714 04/09/35 144A                      | CUSIP: YU2492616<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      290000 | PA      | $278255.00    | 0.36%             | 2035-04-09      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Banco Central del Uruguay                                      | UTB 0 11/07/25 0001                             | CUSIP: P08097KU3<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |      401000 | PA      | $9089.19      | 0.01%             | 2025-11-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pakistan (Islamic Republic of)                                 | PKSTAN 8.875 04/08/51 REGS                      | CUSIP: Y2835JAJ7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      400000 | PA      | $285000.00    | 0.37%             | 2051-04-08      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Qatar Energy                                                   | QPETRO 3.125 07/12/41 REGS                      | CUSIP: M8180AAE8<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |      450000 | PA      | $328500.00    | 0.43%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zartkoruen Mukodo Reszvenytarsasag | MAGYAR 6.5 06/29/28                             | CUSIP: X5S5VDBM0<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $205626.00    | 0.27%             | 2028-06-29      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                      | SUNAC 6.25 09/30/26 144A                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      242599 | PA      | $28505.38     | 0.04%             | 2027-09-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                          | UKRAIN 0 02/01/30 144A                          | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       17110 | PA      | $8324.02      | 0.01%             | 2030-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                          | ROMANI 5.75 03/24/35 144A                       | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       84000 | PA      | $74313.96     | 0.10%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ghana (Republic of)                                            | GHANA 5 07/03/35 144A                           | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      605369 | PA      | $402570.39    | 0.52%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                  | NGOMOB 0 10/07/25 361D                          | CUSIP: V67353LY2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   613308000 | PA      | $342417.26    | 0.45%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Central China Real Estate Ltd.                                 | CENCHI 7.25 08/13/24                            | CUSIP: G20769AH1<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |     3666000 | PA      | $155805.00    | 0.20%             | 2024-08-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Ministerio de Hacienda y Credito Publico                       | COLTES 6.25 07/09/36 B                          | CUSIP: P6S32JV23<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   373400000 | PA      | $56306.21     | 0.07%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| India (Republic of)                                            | IGB 7.18 08/14/33                               | CUSIP: Y2R3MBYQ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    32860000 | PA      | $409472.54    | 0.53%             | 2033-08-14      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Ministerio de Hacienda y Credito Publico                       | COLTES 11.5 07/25/46 B                          | CUSIP: P6S335Q44<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1652400000 | PA      | $351332.04    | 0.46%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                          | UKRAIN 1.75 02/01/35 144A                       | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      278322 | PA      | $135542.81    | 0.18%             | 2035-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                  | NGOMOB 0 12/09/25 365D                          | CUSIP: YT8632200<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   244804000 | PA      | $131637.88    | 0.17%             | 2025-12-09      | Fixed         |  | No            |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                            | OMAN 6.75 10/28/27 REGS                         | CUSIP: M75242BN2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      267000 | PA      | $276537.24    | 0.36%             | 2027-10-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS Capital Ltd.                                          | PETMK 3.404 04/28/61 REGS                       | CUSIP: Y6886MAC4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      379000 | PA      | $242181.00    | 0.31%             | 2061-04-28      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS Capital Ltd.                                          | PETMK 2.48 01/28/32 REGS                        | CUSIP: Y6886MAE0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      204000 | PA      | $174624.00    | 0.23%             | 2032-01-28      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| Colombia (Republic Of)                                         | COLTES 7 03/26/31 B                             | CUSIP: P6S32JV64<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   575200000 | PA      | $110302.69    | 0.14%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mongolia (Government of)                                       | MONGOL 4.45 07/07/31 REGS                       | CUSIP: Y6142NAE8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      257000 | PA      | $216715.25    | 0.28%             | 2031-07-07      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| India (Republic of)                                            | IGB 7.36 09/12/52                               | CUSIP: Y2R3MBCG8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |     4480000 | PA      | $56799.56     | 0.07%             | 2052-09-12      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                      | SUNAC 6.75 09/30/28 144A                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      390696 | PA      | $44930.04     | 0.06%             | 2028-09-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                          | UKRAIN 0 02/01/36 144A                          | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       45030 | PA      | $22289.85     | 0.03%             | 2036-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                          | ROMANI 7.5 02/10/37 144A                        | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      184000 | PA      | $183080.00    | 0.24%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu SA                              | PETRPE 5.625 06/19/47 REGS                      | CUSIP: P7808BAB3<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |      400000 | PA      | $243600.00    | 0.32%             | 2047-06-19      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Indonesia (Republic of)                                        | INDON 5.95 01/08/46 REGS                        | CUSIP: Y20721BP3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      213000 | PA      | $216088.50    | 0.28%             | 2046-01-08      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Southern Gas Corridor                                          | SGCAZE 6.875 03/24/26 REGS                      | CUSIP: Y8T6JPAA4<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |      396000 | PA      | $398383.92    | 0.52%             | 2026-03-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                            | PEMEX 6.75 09/21/47                             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      522000 | PA      | $348957.00    | 0.45%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                             | PERUGB 6.15 08/12/32                            | CUSIP: P6S32DDY6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      334000 | PA      | $92599.12     | 0.12%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit Surat Berharga Syariah Indonesia III       | INDOIS 4.55 03/29/26 REGS                       | CUSIP: 71567RAF3<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |      261000 | PA      | $261261.00    | 0.34%             | 2026-03-29      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Colombia (Republic Of)                                         | COLOM 3.875 04/25/27                            | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      291000 | PA      | $284758.05    | 0.37%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                     | SOAF 4.3 10/12/28                               | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      580000 | PA      | $549219.40    | 0.71%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                       | EGYPT 8.5 01/31/47 REGS                         | CUSIP: M1487WBS3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      399000 | PA      | $289075.50    | 0.38%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                      | PDVSA 8.5 10/27/20 REGS                         | CUSIP: P7807HAV7<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |     7533000 | PA      | $7005690.00   | 9.11%             | 2020-10-27      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                            | OMAN 6.5 03/08/47 REGS                          | CUSIP: M75242BA0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      200000 | PA      | $197494.00    | 0.26%             | 2047-03-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                        | CURRENCY CONTRACT - BRL                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -102719 | NC      | $1106.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                        | CURRENCY CONTRACT - BRL                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2787641 | NC      | $-2260.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                        | CURRENCY CONTRACT - BRL                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -140000 | NC      | $-250.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                        | CURRENCY CONTRACT - CLP                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -293950 | NC      | $-2518.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                        | CURRENCY CONTRACT - CNH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3027041 | NC      | $-7085.52     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                        | CURRENCY CONTRACT - CNH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -420000 | NC      | $-1634.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                        | CURRENCY CONTRACT - CNH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1846000 | NC      | $4335.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                        | CURRENCY CONTRACT - CZK                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2527178 | NC      | $6665.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                        | CURRENCY CONTRACT - CZK                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -694000 | NC      | $-737.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EGP                                        | CURRENCY CONTRACT - EGP                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -101977 | NC      | $5089.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EGP                                        | CURRENCY CONTRACT - EGP                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -116564 | NC      | $2367.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EGP                                        | CURRENCY CONTRACT - EGP                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -100436 | NC      | $1845.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EGP                                        | CURRENCY CONTRACT - EGP                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -47293 | NC      | $1222.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EGP                                        | CURRENCY CONTRACT - EGP                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -145467 | NC      | $3643.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EGP                                        | CURRENCY CONTRACT - EGP                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -96069 | NC      | $1927.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EGP                                        | CURRENCY CONTRACT - EGP                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -20226 | NC      | $404.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EGP                                        | CURRENCY CONTRACT - EGP                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -9560 | NC      | $-119.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EGP                                        | CURRENCY CONTRACT - EGP                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -9316 | NC      | $153.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EGP                                        | CURRENCY CONTRACT - EGP                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -22669 | NC      | $183.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EGP                                        | CURRENCY CONTRACT - EGP                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -45663 | NC      | $385.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                        | CURRENCY CONTRACT - HUF                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -603149 | NC      | $7623.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                        | CURRENCY CONTRACT - IDR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1216215 | NC      | $-11432.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                        | CURRENCY CONTRACT - IDR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -36840 | NC      | $-604.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                        | CURRENCY CONTRACT - IDR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -376000 | NC      | $5318.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                        | CURRENCY CONTRACT - IDR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -17710 | NC      | $257.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ILS                                        | CURRENCY CONTRACT - ILS                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -253515 | NC      | $3809.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                        | CURRENCY CONTRACT - INR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -739000 | NC      | $23771.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                        | CURRENCY CONTRACT - INR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -667390 | NC      | $21754.67     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                        | CURRENCY CONTRACT - INR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -40403 | NC      | $1372.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                        | CURRENCY CONTRACT - INR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -404000 | NC      | $8095.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                        | CURRENCY CONTRACT - INR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -331000 | NC      | $7062.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                        | CURRENCY CONTRACT - KRW                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1827031 | NC      | $36930.13     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                        | CURRENCY CONTRACT - KRW                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -345000 | NC      | $6737.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                        | CURRENCY CONTRACT - KRW                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1024000 | NC      | $17778.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                        | CURRENCY CONTRACT - MXN                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1302176 | NC      | $24214.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                        | CURRENCY CONTRACT - MXN                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -165000 | NC      | $-235.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MYR                                        | CURRENCY CONTRACT - MYR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -800605 | NC      | $21084.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MYR                                        | CURRENCY CONTRACT - MYR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -273620 | NC      | $7085.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MYR                                        | CURRENCY CONTRACT - MYR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -65301 | NC      | $1574.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MYR                                        | CURRENCY CONTRACT - MYR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -618720 | NC      | $26048.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NGN                                        | CURRENCY CONTRACT - NGN                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -305000 | NC      | $-20459.40    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PEN                                        | CURRENCY CONTRACT - PEN                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -230167 | NC      | $1676.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                        | CURRENCY CONTRACT - PHP                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -118442 | NC      | $5351.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                        | CURRENCY CONTRACT - PLN                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -547422 | NC      | $605.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - RON                                        | CURRENCY CONTRACT - RON                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -382098 | NC      | $-202.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                        | CURRENCY CONTRACT - SGD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -273645 | NC      | $8029.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                        | CURRENCY CONTRACT - SGD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1221000 | NC      | $20518.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                        | CURRENCY CONTRACT - SGD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -185000 | NC      | $3081.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                        | CURRENCY CONTRACT - THB                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -896756 | NC      | $1545.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                        | CURRENCY CONTRACT - TRY                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -278562 | NC      | $57255.90     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                        | CURRENCY CONTRACT - TRY                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -122945 | NC      | $23561.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                        | CURRENCY CONTRACT - TRY                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -840000 | NC      | $-8945.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                        | CURRENCY CONTRACT - TRY                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -681494 | NC      | $6838.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                        | CURRENCY CONTRACT - TRY                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -25227 | NC      | $1.49         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                        | CURRENCY CONTRACT - TRY                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -615173 | NC      | $-1408.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                        | CURRENCY CONTRACT - TWD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -710118 | NC      | $21047.57     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                        | CURRENCY CONTRACT - TWD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -712111 | NC      | $19054.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                        | CURRENCY CONTRACT - TWD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -175000 | NC      | $4398.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                        | CURRENCY CONTRACT - TWD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -986954 | NC      | $8289.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3193022 | NC      | $-2416.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -35775202 | NC      | $-27746.14    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1660526 | NC      | $954.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -179864232 | NC      | $-2625.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -707103 | NC      | $-591.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -1956481664 | NC      | $1040.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -125212 | NC      | $-1690.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -20853805 | NC      | $-8528.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2030081 | NC      | $-11828.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -18707539 | NC      | $-13623.41    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -1483016417 | NC      | $-25343.04    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -7393798 | NC      | $4319.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -34201845 | NC      | $-9059.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -6845689000 | NC      | $-753.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -15963026 | NC      | $-19362.61    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -813800 | NC      | $158.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -89761341 | NC      | $-1692.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -56696 | NC      | $-1046.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -969631650 | NC      | $37.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -7618360 | NC      | $-1144.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -455201 | NC      | $-1804.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -292366 | NC      | $-1678.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -20652000 | NC      | $-3281.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -678770 | NC      | $-4531.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -284418 | NC      | $-1666.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -22092280 | NC      | $-9768.87     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4251951 | NC      | $-2281.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -40833678 | NC      | $-7022.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4572205 | NC      | $-2386.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2108405 | NC      | $-891.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -48410 | NC      | $-1196.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3786516 | NC      | $-905.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -378112 | NC      | $-3386.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -1035987400 | NC      | $-1463.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -564829 | NC      | $-872.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4248756 | NC      | $-1910.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2126375 | NC      | $-1239.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -6652184 | NC      | $-13304.39    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2260278 | NC      | $-1076.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2247216 | NC      | $-875.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1934718 | NC      | $-714.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3347271 | NC      | $-1088.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1932152 | NC      | $-747.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4480973 | NC      | $-1508.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1146795 | NC      | $-403.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -487546 | NC      | $101.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1275987 | NC      | $-827.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1269308 | NC      | $-202.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2383527 | NC      | $-400.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -1320006356 | NC      | $-3507.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2474505 | NC      | $126.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -15828227 | NC      | $4093.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -1212120000 | NC      | $-3111.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -258436861 | NC      | $-608.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -38608 | NC      | $-85.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1276482 | NC      | $2.37         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1353937 | NC      | $170.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1959714 | NC      | $320.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -116692 | NC      | $141.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -142221 | NC      | $256.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -208807 | NC      | $202.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                        | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -43262222 | NC      | $138.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                        | CURRENCY CONTRACT - ZAR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -37379 | NC      | $521.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP COP RCV COOVI1D PAY 9.355% 21-JAN-2035                 | OIS_CCP COP RCV COOVI1D PAY 9.355% 21-JAN-2035  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CO        |  3199000000 | OU      | $-23440.61    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CLP RCV 4.7855% PAY CAMAR1D 12-NOV-2026                | OIS_CCP CLP RCV 4.7855% PAY CAMAR1D 12-NOV-2026 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CL        |   939257000 | OU      | $3419.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP INR RCV 5.999% PAY MIBOR1D 12-DEC-2029                 | OIS_CCP INR RCV 5.999% PAY MIBOR1D 12-DEC-2029  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | IN        |    20630000 | OU      | $3431.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP INR RCV 6.024% PAY MIBOR1D 13-DEC-2029                 | OIS_CCP INR RCV 6.024% PAY MIBOR1D 13-DEC-2029  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | IN        |    16154000 | OU      | $2899.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CLP RCV CAMAR1D PAY 4.905% 14-OCT-2034                 | OIS_CCP CLP RCV CAMAR1D PAY 4.905% 14-OCT-2034  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CL        |   682000000 | OU      | $2582.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CNY RCV 2.535% PAY CNRR07D 16-SEP-2025                 | IRS_CCP CNY RCV 2.535% PAY CNRR07D 16-SEP-2025  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CN        |     6860000 | OU      | $4009.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CLP RCV 4.67% PAY CAMAR1D 07-APR-2027                  | OIS_CCP CLP RCV 4.67% PAY CAMAR1D 07-APR-2027   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CL        |  1200000000 | OU      | $6685.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP COP RCV 8.17% PAY COOVI1D 07-APR-2027                  | OIS_CCP COP RCV 8.17% PAY COOVI1D 07-APR-2027   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |  2609650000 | OU      | $-50.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CLP RCV 4.8693% PAY CAMAR1D 02-APR-2027                | OIS_CCP CLP RCV 4.8693% PAY CAMAR1D 02-APR-2027 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CL        |  1800000000 | OU      | $17099.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP COP RCV 8.42% PAY COOVI1D 21-JAN-2027                  | OIS_CCP COP RCV 8.42% PAY COOVI1D 21-JAN-2027   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CO        | 11014000000 | OU      | $10294.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-23

**Name of Applicant:** Ashmore Funds

**Signature:** Taurai Sigauke

**Name of Signer:** Taurai Sigauke

**Title:** Treasurer