# EDGAR Filing Document

**Accession Number:** 0001660935
**File Stem:** 0001145549-23-011714
**Filing Date:** 2023-2
**Character Count:** 256079
**Document Hash:** d9aeaa5968f36b3279089e9e8ecb3c59
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-011714.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-011714

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** American Funds Emerging Markets Bond Fund
- **CENTRAL INDEX KEY:** 0001660935
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23122
- **FILM NUMBER:** 23675576

**BUSINESS ADDRESS:**
- **STREET 1:** 6455 IRVINE CENTER DRIVE
- **CITY:** IRVINE
- **STATE:** CA
- **ZIP:** 92618
- **BUSINESS PHONE:** 213-486-9200

**MAIL ADDRESS:**
- **STREET 1:** 333 SOUTH HOPE STREET 55TH FLOOR
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

## Series and Classes Contracts Data

### American Funds Emerging Markets Bond Fund (Series ID: S000053060)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000166965 | Class 529-A   | CBNAX           |
| C000166966 | Class F-2     | EBNFX           |
| C000166967 | Class R-1     | REGAX           |
| C000166968 | Class R-2     | REGBX           |
| C000166969 | Class R-2E    | REGHX           |
| C000166970 | Class R-3     | REGCX           |
| C000166971 | Class R-4     | REGEX           |
| C000166972 | Class R-5     | REGFX           |
| C000166973 | Class R-5E    | REGJX           |
| C000166974 | Class R-6     | REGGX           |
| C000166976 | Class 529-C   | CBNCX           |
| C000166977 | Class 529-E   | CBNEX           |
| C000166978 | Class 529-F-1 | CBNFX           |
| C000166979 | Class A       | EBNAX           |
| C000166981 | Class C       | EBNCX           |
| C000166982 | Class F-1     | EBNEX           |
| C000179984 | Class F-3     | EBNGX           |
| C000189480 | Class 529-T   | TMEBX           |
| C000189481 | Class T       | TEBMX           |
| C000224621 | Class 529-F-2 | FEBMX           |
| C000224622 | Class 529-F-3 | FMEBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** American Funds Emerging Markets Bond Fund

- **b. Investment Company Act file number:** 811-23122

- **c. CIK number of Registrant:** 0001660935

- **d. LEI of Registrant:** 5493005U42YCKBMONF15

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

  - **Street Address 1:** 6455 Irvine Center Drive

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92618-4518

  - **Telephone number:** 9499755000

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

- **a. Name of Series:** American Funds Emerging Markets Bond Fund

- **b. EDGAR series identifier (if any):** S000053060

- **c. LEI of Series:** 5493005U42YCKBMONF15

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1078272098.75

**Total Liabilities:** $210668029.36

**Net Assets:** $867604069.39

**Cash Not Reported:** $805258.48

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -249.980332700000 | **1-Year:** -6913.850000000000 | **5-Year:** -32455.980000000000 | **10-Year:** -58769.300000000000 | **30-Year:** -36498.670000000000

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

- **3-Month:** -653.237882600000 | **1-Year:** -16061.340000000000 | **5-Year:** -54190.370000000000 | **10-Year:** -42310.550000000000 | **30-Year:** -11778.230000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000166965 | 1.06%                | 7.73%                | 1.13%                |
| Class ID C000166966 | 1.09%                | 7.76%                | 1.14%                |
| Class ID C000166967 | 1.01%                | 7.68%                | 1.08%                |
| Class ID C000166968 | 1.01%                | 7.68%                | 1.08%                |
| Class ID C000166969 | 1.04%                | 7.71%                | 1.10%                |
| Class ID C000166970 | 1.04%                | 7.71%                | 1.11%                |
| Class ID C000166971 | 1.07%                | 7.74%                | 1.13%                |
| Class ID C000166972 | 1.09%                | 7.77%                | 1.16%                |
| Class ID C000166973 | 1.05%                | 7.72%                | 1.12%                |
| Class ID C000166974 | 1.10%                | 7.77%                | 1.16%                |
| Class ID C000166976 | 1.00%                | 7.67%                | 1.06%                |
| Class ID C000166977 | 1.04%                | 7.72%                | 1.11%                |
| Class ID C000166978 | 1.08%                | 7.74%                | 1.14%                |
| Class ID C000166979 | 1.07%                | 7.74%                | 1.13%                |
| Class ID C000166981 | 1.00%                | 7.67%                | 1.06%                |
| Class ID C000166982 | 1.06%                | 7.73%                | 1.13%                |
| Class ID C000179984 | 1.10%                | 7.77%                | 1.16%                |
| Class ID C000189480 | 1.08%                | 7.74%                | 1.14%                |
| Class ID C000189481 | 1.08%                | 7.76%                | 1.15%                |
| Class ID C000224621 | 1.09%                | 7.76%                | 1.15%                |
| Class ID C000224622 | 1.09%                | 7.76%                | 1.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-33690346.09            | $37326049.75                               |
| Month 2  | $-22505883.09            | $77002004.24                               |
| Month 3  | $-3194172.29             | $7732262.44                                |

**Designated Index Information**

- **Index Name:** J.P. Morgan Index Blend - 50% JPM EMBI Global Diversified & 50% JPM GBI-EM Global Diversified

- **Index Identifier:** EMBFCUSTOM

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DEVELOPMENT BANK OF KAZAKHSTAN JSC                   | DEVELOPMENT BANK OF KAZAKHSTAN JSC KZT REG S SR UNSEC 10.75% 02-12-25                 | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | CORP              | KZ        |    85750000 | PA      | $161536.23    | 0.02%             | 2025-02-12      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF MONGOLIA LLC                     | DEVELOPMENT BANK OF MONGOLIA REG S 7.25% 10-23-23                                     | CUSIP: N/A<br>LEI: 254900HRWK3OKXS9UW60       | Long             | DBT              | USGA              | MN        |     1000000 | PA      | $897700.00    | 0.10%             | 2023-10-23      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZAKHSTAN JSC                   | DEVELOPMENT BANK OF KAZAKHSTAN JSC KZT 144A LIFE SR UNSEC 10.95% 05-06-26             | CUSIP: 25159XAC7<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |  1563000000 | PA      | $2715776.68   | 0.31%             | 2026-05-06      | Fixed         | 10.95%                | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZAKHSTAN JSC                   | DEVELOPMENT BANK OF KAZAKHSTAN JSC KZT REG S SR UNSEC 10.95% 05-06-26                 | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | CORP              | KZ        |   218500000 | PA      | $379652.72    | 0.04%             | 2026-05-06      | Fixed         | 10.95%                | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF KOREA                          | EXPORT-IMPORT BANK OF KOREA SR UNSEC 4.25% 09-15-27                                   | CUSIP: 302154DR7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | USGA              | KR        |      805000 | PA      | $791644.25    | 0.09%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLICAS DE MEDELLIN ESP                    | EMPRESAS PUBLICAS DE MEDELLIN ESP 144A LIFE SR UNSEC 4.25% 07-18-29                   | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     1602000 | PA      | $1274471.10   | 0.15%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| EMPRESAS PUBLICAS DE MEDELLIN ESP                    | EMPRESAS PUBLICAS DE MEDELLIN ESP COP REG S SR UNSEC 8.375% 11-08-27                  | CUSIP: N/A<br>LEI: 549300SU25TO8EMXB434       | Long             | DBT              | CORP              | CO        |  3744000000 | PA      | $580738.57    | 0.07%             | 2027-11-08      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLICAS DE MEDELLIN ESP                    | EMPRESAS PUBLICAS DE MEDELLIN ESP COP 144A LIFE SR UNSEC 8.375% 11-08-27              | CUSIP: 29246BAD0<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        | 10000000000 | PA      | $1551117.99   | 0.18%             | 2027-11-08      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                          | EXPORT-IMPORT BK INDIA REG S SR UNSEC 3.25% 01-15-30                                  | CUSIP: 30216KAE2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | CORP              | IN        |     2180000 | PA      | $1894467.96   | 0.22%             | 2030-01-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| EMPRESAS PUBLICAS DE MEDELLIN ESP                    | EMPRESAS PUBLICAS DE MEDELLIN ESP 144A LIFE SR UNSEC 4.375% 02-15-31                  | CUSIP: 29246BAF5<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |      960000 | PA      | $747619.20    | 0.09%             | 2031-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GREENKO INVESTMENT CO                                | GREENKO INVESTMENT CO 144A LIFE SR SEC 1ST LIEN 4.875% 08-16-23                       | CUSIP: 39530XAA2<br>LEI: 21380023V4N5Y8KXN552 | Long             | DBT              | CORP              | MU        |      600000 | PA      | $588750.00    | 0.07%             | 2023-08-16      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                          | HUARONG FINANCE 2019 CO LTD REG S SR UNSEC 3.25% 11-13-24                             | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | HK        |      200000 | PA      | $184716.20    | 0.02%             | 2024-11-13      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                          | HUARONG FINANCE 2019 CO LTD REG S SR UNSEC 3.875% 11-13-29                            | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | HK        |      858000 | PA      | $678870.19    | 0.08%             | 2029-11-13      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                          | HUARONG FINANCE 2019 CO LTD REG S SR UNSEC FRN 02-24-25                               | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | HK        |      204000 | PA      | $192270.00    | 0.02%             | 2025-02-24      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                          | HUARONG FINANCE 2019 CO LTD REG S SR UNSEC FRN 02-24-23                               | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | HK        |     2579000 | PA      | $2570855.52   | 0.30%             | 2023-02-24      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| INSTITUTO COSTARRICENSE DE ELECTRICIDAD              | INSTITUTO COSTARRICENSE DE ELECTRICIDAD REG S SR UNSEC 6.75% 10-07-31                 | CUSIP: N/A<br>LEI: 5493009VA6AFUB2Q0289       | Long             | DBT              | CORP              | CR        |     2295000 | PA      | $2213343.90   | 0.26%             | 2031-10-07      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ICBCIL FINANCE CO LTD                                | ICBCIL FINANCE CO LTD REG S SR UNSEC 3.625% 11-15-27                                  | CUSIP: N/A<br>LEI: 549300ZCUURSNVTOEU07       | Long             | DBT              | CORP              | HK        |      654000 | PA      | $614063.49    | 0.07%             | 2027-11-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                | INDONESIA ASAHAN ALUMINIUM PERSERO PT REG S SR UNSEC 4.75% 05-15-25                   | CUSIP: N/A<br>LEI: 2549008P48EB9SN2OI80       | Long             | DBT              | CORP              | ID        |     2000000 | PA      | $1970526.00   | 0.23%             | 2025-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                | INDONESIA ASAHAN ALUMINIUM PERSERO PT REG S SR UNSEC 5.45% 05-15-30                   | CUSIP: N/A<br>LEI: 2549008P48EB9SN2OI80       | Long             | DBT              | CORP              | ID        |      300000 | PA      | $286282.50    | 0.03%             | 2030-05-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                | INDONESIA ASAHAN ALUMINIUM PERSERO PT REG S SR UNSEC 5.8% 05-15-50                    | CUSIP: N/A<br>LEI: 2549008P48EB9SN2OI80       | Long             | DBT              | CORP              | ID        |      300000 | PA      | $252009.60    | 0.03%             | 2050-05-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                              | KOREA NATIONAL OIL CORP REG S SR UNSEC 2.625% 04-18-32                                | CUSIP: 50066RAT3<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | USGA              | KR        |      200000 | PA      | $162182.20    | 0.02%             | 2032-04-18      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CORP                            | KOREA ELECTRIC POWER CO 144A LIFE SR UNSEC 4.0% 06-14-27                              | CUSIP: 500631AW6<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $190165.40    | 0.02%             | 2027-06-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK (THE)                         | KOREA DEV BANK SR UNSEC 4.25% 09-08-32                                                | CUSIP: 500630DU9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | USGA              | KR        |     2270000 | PA      | $2152781.74   | 0.25%             | 2032-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA (OCENSA)                        | OLEODUCTO CENTRAL SA 144A LIFE SR UNSEC 4.0% 07-14-27                                 | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |     3050000 | PA      | $2695949.90   | 0.31%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                  | PETROLEOS MEXICANOS SR UNSEC 6.875% 10-16-25                                          | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      730000 | PA      | $715804.42    | 0.08%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                  | PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32                                         | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      693000 | PA      | $545530.99    | 0.06%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORPORATION LTD                        | POWER FINANCE CORP LTD REG S SR UNSEC 3.9% 09-16-29                                   | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | CORP              | IN        |      500000 | PA      | $442142.50    | 0.05%             | 2029-09-16      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| POWER FINANCE CORPORATION LTD                        | POWER FINANCE CORP LTD REG S SR UNSEC 3.95% 04-23-30                                  | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $175945.20    | 0.02%             | 2030-04-23      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                 | PETRONAS CAPITAL LTD REG S SR UNSEC 3.5% 04-21-30                                     | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |      300000 | PA      | $274370.70    | 0.03%             | 2030-04-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                 | PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 3.5% 04-21-30                                 | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     1000000 | PA      | $914569.00    | 0.11%             | 2030-04-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                  | PETROLEOS MEXICANOS SR UNSEC 6.49% 01-23-27                                           | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      740000 | PA      | $675995.92    | 0.08%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                  | PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31                                           | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1820000 | PA      | $1381622.06   | 0.16%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                  | PETROLEOS MEXICANOS SR UNSEC 7.69% 01-23-50                                           | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     6750000 | PA      | $4685742.00   | 0.54%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                  | PETROLEOS MEXICANOS SR UNSEC 6.95% 01-28-60                                           | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4265000 | PA      | $2705711.74   | 0.31%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SINOPEC GROUP OVERSEAS DEVELOPMENT (2018) LTD        | SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD 144A LIFE SR UNSEC 2.3% 01-08-31          | CUSIP: 82939GAS7<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |      250000 | PA      | $210477.50    | 0.02%             | 2031-01-08      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)          | UTD MEX ST GVT GLOBAL 4.4% 02-12-52                                                   | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      883000 | PA      | $652463.71    | 0.08%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                      | PANAMA GLOBAL 6.4% 02-14-35                                                           | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2560000 | PA      | $2604569.60   | 0.30%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                   | PERU GOVT PEN REG S GDN 6.85% 02-12-42                                                | CUSIP: 715638BL5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1082000 | PA      | $252120.89    | 0.03%             | 2042-02-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                             | EGYPT ARAB REP OF 144A 6.588% 02-21-28                                                | CUSIP: 03846JW48<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     4900000 | PA      | $4009493.60   | 0.46%             | 2028-02-21      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                 | ANGOLA REPUBLIC REG S 8.25% 05-09-28                                                  | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     1380000 | PA      | $1262148.00   | 0.15%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                               | EMIRATE OF ABU DHABI REG S 3.125% 09-30-49                                            | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |     2900000 | PA      | $2153554.50   | 0.25%             | 2049-09-30      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                               | EMIRATE OF ABU DHABI 144A LIFE 2.5% 09-30-29                                          | CUSIP: 29135LAE0<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     1150000 | PA      | $1033509.60   | 0.12%             | 2029-09-30      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                 | ANGOLA (REPUBLIC OF) 144A LIFE 8.0% 11-26-29                                          | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     4100000 | PA      | $3609148.00   | 0.42%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                 | ANGOLA (REPUBLIC OF) REG S 8.0% 11-26-29                                              | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     1710000 | PA      | $1505278.80   | 0.17%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                     | ARGENTINA REP OF FRN 07-09-30/23                                                      | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    59116644 | PA      | $16090959.33  | 1.85%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                     | ARGENTINA REP OF EUR FRN 01-09-38/07-09-22                                            | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |      978492 | PA      | $272194.80    | 0.03%             | 2038-01-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                     | ARGENTINA REP OF FRN 07-09-35/22                                                      | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    17393628 | PA      | $4455308.24   | 0.51%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                     | ARGENTINA REP OF 1.0% 07-09-29                                                        | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1290295 | PA      | $345743.58    | 0.04%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                     | ARGENTINA REP OF EUR 0.5% 07-09-29                                                    | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |       64949 | PA      | $17832.38     | 0.00%             | 2029-07-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                 | ANGOLA (REPUBLIC OF) 144A LIFE 8.75% 04-14-32                                         | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      500000 | PA      | $434200.00    | 0.05%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                 | ANGOLA REPUBLIC REG S 9.5% 11-12-25                                                   | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     1280000 | PA      | $1320396.80   | 0.15%             | 2025-11-12      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                  | CHILE GVT BD CLP BTPCL 5.0% 03-01-35                                                  | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   345000000 | PA      | $403347.20    | 0.05%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL BANK OF TUNISIA                              | CENTRAL BANK OF TUNISIA REG S 5.75% 01-30-25                                          | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |      465000 | PA      | $323870.64    | 0.04%             | 2025-01-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL BANK OF TUNISIA                              | CENTRAL BANK OF TUNISIA EUR REG S SR UNSEC 5.625% 02-17-24                            | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |     5913000 | PA      | $4988543.65   | 0.57%             | 2024-02-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)          | BONOS MEXICAN MXN 10.0% 12-05-24                                                      | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      178700 | PA      | $919887.97    | 0.11%             | 2024-12-05      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)           | BRAZIL NTNB BRL I/L 6.0% 08-15-30                                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       18945 | PA      | $3576837.05   | 0.41%             | 2030-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)           | BRAZIL NTNB BRL 10.0% 01-01-31                                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       13000 | PA      | $2153901.11   | 0.25%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)           | BRAZIL NTNB BRL I/L 6.0% 08-15-50                                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       11985 | PA      | $2211085.20   | 0.25%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                  | CHILE GVT BD CLP BTPCL 144A LIFE/REG S 5.0% 10-01-28                                  | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   945000000 | PA      | $1077613.05   | 0.12%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)           | BRAZIL NTNB BRL I/L 6.0% 08-15-26                                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       35932 | PA      | $6883376.37   | 0.79%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)           | BRAZIL LTN BRL 0.0% 07-01-25                                                          | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       55933 | PA      | $7883069.95   | 0.91%             | 2025-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)           | BRAZIL LTN BRL 0.0% 01-01-26                                                          | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       35100 | PA      | $4646096.54   | 0.54%             | 2026-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)          | BONOS MEXICAN MXN 7.75% 05-29-31                                                      | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     1633912 | PA      | $7765536.45   | 0.90%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)           | BRAZIL NTNB BRL I/L 6.0% 08-15-24                                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       20555 | PA      | $3864332.10   | 0.45%             | 2024-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                       | CZECH GOVT BOND CZK REG S 2.4% 09-17-25                                               | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    77190000 | PA      | $3172629.27   | 0.37%             | 2025-09-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                       | CZECH GOVT BOND CZK (B) 0.45% 10-25-23                                                | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    42760000 | PA      | $1803305.35   | 0.21%             | 2023-10-25      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                  | CHILE GVT BD CLP BTPCL 144A LIFE/REG S 4.0% 03-01-23                                  | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   570000000 | PA      | $664419.42    | 0.08%             | 2023-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                               | COLOMBIA REP OF 4.5% 03-15-29                                                         | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      241000 | PA      | $209079.55    | 0.02%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                  | CHILE GVT BD CLP BTPCL 144A LIFE/REG S 4.7% 09-01-30                                  | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  1740000000 | PA      | $1979452.31   | 0.23%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                               | COLOMBIA REP OF 5.2% 05-15-49                                                         | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      200000 | PA      | $136967.20    | 0.02%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                               | COLOMBIA COLTES COP 7.25% 10-18-34                                                    | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 14314000000 | PA      | $1951605.25   | 0.22%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CENTRAL BANK OF TUNISIA                              | CENTRAL BANK OF TUNISIA EUR 144A LIFE 6.375% 07-15-26                                 | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |     2300000 | PA      | $1560959.73   | 0.18%             | 2026-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL BANK OF TUNISIA                              | CENTRAL BANK OF TUNISIA EUR REG S 6.375% 07-15-26                                     | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |     1300000 | PA      | $882281.59    | 0.10%             | 2026-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)               | CHINA GOVT BOND CNY 3.86% 07-22-49                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    25040000 | PA      | $3987431.89   | 0.46%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                          | IVORY COAST GOVT EUR 144A LIFE SF 5.875% 10-17-31                                     | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     1745000 | PA      | $1571942.23   | 0.18%             | 2031-10-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| COSTA RICA (REPUBLIC OF)                             | COSTA RICA REP OF REG S SF 6.125% 02-19-31                                            | CUSIP: N/A<br>LEI: 549300DYYS8QPMR8OP36       | Long             | DBT              | NUSS              | CR        |     1315000 | PA      | $1281979.04   | 0.15%             | 2031-02-19      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)               | CHINA GOVT BOND CNY 3.39% 03-16-50                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    15970000 | PA      | $2346629.97   | 0.27%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                               | TITULOS DE TESORERIA COP UNSEC 5.75% 11-03-27                                         | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 46743800000 | PA      | $7313746.30   | 0.84%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)               | CHINA GOVT BOND CNY 2.68% 05-21-30                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    31980000 | PA      | $4541521.58   | 0.52%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                               | COLOMBIA REP OF SR UNSEC 3.125% 04-15-31                                              | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1589000 | PA      | $1184939.55   | 0.14%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                               | COLOMBIA REP OF SR UNSEC 4.125% 05-15-51                                              | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     4850000 | PA      | $2918919.15   | 0.34%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)               | CHINA GOVT BOND CNY 2.85% 06-04-27                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     3910000 | PA      | $566678.05    | 0.07%             | 2027-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)               | CHINA GOVT BOND CNY 2.36% 07-02-23                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     4190000 | PA      | $602961.11    | 0.07%             | 2023-07-02      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                               | TITULOS DE TESORERIA COP UNSEC 7.25% 10-26-50                                         | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 13589500000 | PA      | $1595260.98   | 0.18%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                  | CHILE GVT BD CLP CHILBT I/L 1.9% 09-01-30                                             | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  2003254170 | PA      | $2400587.40   | 0.28%             | 2030-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                               | COLOMBIA REP OF 3.25% 04-22-32                                                        | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1053000 | PA      | $769160.69    | 0.09%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                  | CHILE GVT BD 3.1% 05-07-41                                                            | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     2150000 | PA      | $1551949.55   | 0.18%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                               | COLOMBIA COLTES COP 7.0% 03-26-31                                                     | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 72819600000 | PA      | $10638991.63  | 1.23%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                               | COLOMBIA COLTES COP 7.0% 03-26-31                                                     | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  5102400000 | PA      | $745464.01    | 0.09%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                               | COLOMBIA COLTES COP 9.25% 05-28-42                                                    | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 52389400000 | PA      | $7832377.40   | 0.90%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                  | CHILE GVT BD CHILE 4.0% 01-31-52                                                      | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $155010.80    | 0.02%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)               | CHINA GOVT BOND CNY 2.26% 02-24-25                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     4190000 | PA      | $599932.39    | 0.07%             | 2025-02-24      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                  | CHILE GVT BD CHILE 4.34% 03-07-42                                                     | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1810000 | PA      | $1536040.21   | 0.18%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                               | COLOMBIA COLTES COP I/L 2.25% 04-18-29                                                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  9426078631 | PA      | $1568104.37   | 0.18%             | 2029-04-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)               | CHINA GOVT BOND CNY 2.8% 03-24-29                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |    37660000 | PA      | $5423149.43   | 0.63%             | 2029-03-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)               | CHINA GOVT BOND CNY 3.32% 04-15-52                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     2070000 | PA      | $304019.06    | 0.04%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| CHINA PEOPLES REPUBLIC OF (GOVERNMENT)               | CHINA GOVT BOND CNY 2.69% 08-15-32                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     9750000 | PA      | $1380991.70   | 0.16%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                       | CZECH REPUBLIC CZK REG S UNSEC 2.5% 08-25-28                                          | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    19360000 | PA      | $745507.65    | 0.09%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                               | COLOMBIA COLTES COP 7.75% 09-18-30                                                    | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  3908200000 | PA      | $607790.40    | 0.07%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                               | COLOMBIA REP OF 5.0% 06-15-45                                                         | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      785000 | PA      | $536983.96    | 0.06%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                      | DOMINICAN REPUBLIC 144A LIFE 5.95% 01-25-27                                           | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2300000 | PA      | $2258625.30   | 0.26%             | 2027-01-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                      | DOMINICAN REPUBLIC REG S 5.95% 01-25-27                                               | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     1700000 | PA      | $1669418.70   | 0.19%             | 2027-01-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                      | DOMINICAN REPUBLIC DOP REG S 8.9% 02-15-23                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    67800000 | PA      | $1203058.61   | 0.14%             | 2023-02-15      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                      | DOMINICAN REPUBLIC REG S 6.4% 06-05-49                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      580000 | PA      | $471092.82    | 0.05%             | 2049-06-05      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                      | DOMINICAN REPUBLIC REG S 7.45% 04-30-44                                               | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     1660000 | PA      | $1553688.62   | 0.18%             | 2044-04-30      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                      | DOMINICAN REPUBLIC REG S 5.875% 01-30-60                                              | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     2040000 | PA      | $1503826.80   | 0.17%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                      | DOMINICAN REPUBLIC 144A LIFE 4.5% 01-30-30                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     4988000 | PA      | $4265084.17   | 0.49%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                      | DOMINICAN REPUBLIC 144A LIFE 5.875% 01-30-60                                          | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2170000 | PA      | $1599658.90   | 0.18%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                      | DOMINICAN REPUBLIC REG S 4.5% 01-30-30                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      700000 | PA      | $598548.30    | 0.07%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                      | DOMINICAN REPUBLIC 144A LIFE 5.3% 01-21-41                                            | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      887000 | PA      | $687756.74    | 0.08%             | 2041-01-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                      | DOMINICAN REPUBLIC 144A LIFE 5.5% 02-22-29                                            | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1420000 | PA      | $1311882.62   | 0.15%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                      | DOMINICAN REPUBLIC 144A LIFE 6.0% 02-22-33                                            | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      805000 | PA      | $729170.61    | 0.08%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                      | DOMINICAN REPUBLIC REG S 6.85% 01-27-45                                               | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      800000 | PA      | $697582.40    | 0.08%             | 2045-01-27      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                      | DOMINICAN REPUBLIC 144A LIFE 6.875% 01-29-26                                          | CUSIP: 25714PDJ4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      984000 | PA      | $995395.70    | 0.11%             | 2026-01-29      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                      | DOMINICAN REPUBLIC REG S 6.875% 01-29-26                                              | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     1209000 | PA      | $1223001.43   | 0.14%             | 2026-01-29      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                             | EGYPT ARAB REP OF 144A EUR 4.75% 04-16-26                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     1550000 | PA      | $1384674.97   | 0.16%             | 2026-04-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                             | EGYPT ARAB REP OF 144A EUR 5.625% 04-16-30                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     1719000 | PA      | $1281632.12   | 0.15%             | 2030-04-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                             | EGYPT ARAB REP OF REG S EUR 4.75% 04-16-26                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     7020000 | PA      | $6271237.62   | 0.72%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                             | EGYPT ARAB REP OF REG S EUR 5.625% 04-16-30                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     2690000 | PA      | $2005579.06   | 0.23%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                             | EGYPT ARAB REP OF 144A LIFE 8.15% 11-20-59                                            | CUSIP: 03846JX39<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2600000 | PA      | $1709445.40   | 0.20%             | 2059-11-20      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                             | EGYPT ARAB REP OF REG S 7.0529% 01-15-32                                              | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      300000 | PA      | $220308.00    | 0.03%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                             | EGYPT ARAB REP OF SR 144A SR UNSEC 7.625% 05-29-32                                    | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     3600000 | PA      | $2676502.80   | 0.31%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                             | EGYPT ARAB REP OF SR UNSEC REG S 7.625% 05-29-32                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     1800000 | PA      | $1338251.40   | 0.15%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                             | EGYPT ARAB REP OF REG S 8.875% 05-29-50                                               | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     1330000 | PA      | $903895.93    | 0.10%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                             | EGYPT ARAB REP OF SR UNSEC REG S 8.75% 09-30-51                                       | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     2742000 | PA      | $1851398.40   | 0.21%             | 2051-09-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ETHIOPIA FEDERAL DEMOCRATIC REPUBLIC OF (GOVERNMENT) | ETHIOPIA REP OF REG S 6.625% 12-11-24                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ET        |     5675000 | PA      | $3565602.50   | 0.41%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                  | GHANA REP OF REG S SF 7.625% 05-16-29                                                 | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      990000 | PA      | $373824.00    | 0.04%             | 2029-05-16      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| GABON REPUBLIC OF (GOVERNMENT)                       | GABON REPUBLIC 144A LIFE SF 6.625% 02-06-31                                           | CUSIP: 362420AD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      400000 | PA      | $328600.00    | 0.04%             | 2031-02-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                  | GHANA REP OF REG S SF 6.375% 02-11-27                                                 | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |     2260000 | PA      | $875817.80    | 0.10%             | 2027-02-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                   | GUATEMALA GOVT 144A LIFE 6.125% 06-01-50                                              | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1060000 | PA      | $1001448.78   | 0.12%             | 2050-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                  | GHANA REP OF 144A LIFE SF 7.75% 04-07-29                                              | CUSIP: 37443GAL5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1900000 | PA      | $715160.00    | 0.08%             | 2029-04-07      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                  | GHANA REP OF REG S 0.0% 04-07-25                                                      | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      300000 | PA      | $99975.00     | 0.01%             | 2025-04-07      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA (REPUBLIC OF)                                | GEORGIA GOVT BOND 144A LIFE 2.75% 04-22-26                                            | CUSIP: 37311PAB6<br>LEI: 2138007T8RLEVDMLQ257 | Long             | DBT              | NUSS              | GE        |     1975000 | PA      | $1794516.60   | 0.21%             | 2026-04-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| GABON REPUBLIC OF (GOVERNMENT)                       | GABON REPUBLIC REG S SF 7.0% 11-24-31                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |     1710000 | PA      | $1406304.00   | 0.16%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GABON REPUBLIC OF (GOVERNMENT)                       | GABON REPUBLIC 144A LIFE SF 7.0% 11-24-31                                             | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     1170000 | PA      | $962208.00    | 0.11%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                  | GHANA REP OF REG S SF 8.125% 01-18-26                                                 | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |     1390000 | PA      | $570122.40    | 0.07%             | 2026-01-18      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS REPUBLIC OF                                 | HONDURAS REP OF 144A LIFE 6.25% 01-19-27                                              | CUSIP: 438180AH4<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      263000 | PA      | $232706.87    | 0.03%             | 2027-01-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS REPUBLIC OF                                 | HONDURAS REP OF REG S 6.25% 01-19-27                                                  | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |     8010000 | PA      | $7087384.17   | 0.82%             | 2027-01-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                | HUNGARY GOVT BOND HUF 5.50% 06-24-25                                                  | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |  2852500000 | PA      | $6697256.04   | 0.77%             | 2025-06-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                | HUNGARY GOVT BOND HUF 3.25% 10-22-31                                                  | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   297930000 | PA      | $524575.98    | 0.06%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                | HUNGARY GOVT BOND HUF 1.5% 08-23-23                                                   | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |  1140000000 | PA      | $2857369.55   | 0.33%             | 2023-08-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HONDURAS REPUBLIC OF                                 | HONDURAS REP OF REG S 5.625% 06-24-30                                                 | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |     3806000 | PA      | $3069889.15   | 0.35%             | 2030-06-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS REPUBLIC OF                                 | HONDURAS REP OF 144A LIFE 5.625% 06-24-30                                             | CUSIP: 438180AJ0<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     2285000 | PA      | $1843062.72   | 0.21%             | 2030-06-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                | HUNGARY GOVT BOND REG S 2.125% 09-22-31                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      810000 | PA      | $603513.99    | 0.07%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                | HUNGARY GOVT BOND 144A LIFE 2.125% 09-22-31                                           | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      680000 | PA      | $506653.72    | 0.06%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                | HUNGARY GOVT BOND EUR REG S 5.00% 02-22-27                                            | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     1925000 | PA      | $2049186.01   | 0.24%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                | HUNGARY GOVT BOND HUF 3.0% 06-26-24                                                   | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   478930000 | PA      | $1132054.30   | 0.13%             | 2024-06-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                              | INDONESIA GOVT BOND IDR FR59 7.0% 05-15-27                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 42885000000 | PA      | $2827291.59   | 0.33%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                              | INDONESIA GOVT BOND IDR FR64 6.125% 05-15-28                                          | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 74569000000 | PA      | $4693787.44   | 0.54%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                              | INDONESIA GOVT BOND IDR FR63 5.625% 05-15-23                                          | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 15500000000 | PA      | $997655.37    | 0.11%             | 2023-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                    | ISRAEL STATE OF ILS 3.75% 03-31-24                                                    | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |     3628000 | PA      | $1032938.08   | 0.12%             | 2024-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                              | INDONESIA GOVT BOND IDR FR74 7.5% 08-15-32                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 50000000000 | PA      | $3329189.02   | 0.38%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                          | IVORY COAST GOVT EUR 144A LIFE 5.25% 03-22-30                                         | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     1380000 | PA      | $1253289.06   | 0.14%             | 2030-03-22      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                              | INDONESIA GOVT BOND IDR FR78 8.25% 05-15-29                                           | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 45972000000 | PA      | $3182848.20   | 0.37%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                              | INDONESIA GOVT BOND IDR FR82 7.0% 09-15-30                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 66605000000 | PA      | $4327752.66   | 0.50%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                              | INDONESIA GOVT BOND IDR FR81 6.5% 06-15-25                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  8200000000 | PA      | $531992.09    | 0.06%             | 2025-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                    | ISRAEL STATE OF ILS 0.5% 04-30-25                                                     | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |     3929000 | PA      | $1037568.52   | 0.12%             | 2025-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                    | ISRAEL STATE OF ILS 0.15% 07-31-23                                                    | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |      615000 | PA      | $171480.74    | 0.02%             | 2023-07-31      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                              | INDONESIA GOVT BOND IDR FR87 6.5% 02-15-31                                            | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 34751000000 | PA      | $2172007.26   | 0.25%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                              | INDONESIA GOVT BOND IDR FR91 6.375% 04-15-32                                          | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 12248000000 | PA      | $758365.00    | 0.09%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                              | INDONESIA REP OF 4.75% 09-10-32                                                       | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     2040000 | PA      | $2000905.44   | 0.23%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                              | INDONESIA GOVT BOND IDR FR71 9.00% 03-15-29                                           | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 49743000000 | PA      | $3560822.34   | 0.41%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                              | INDONESIA REP OF REG S 6.625% 02-17-37                                                | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |      500000 | PA      | $567479.50    | 0.07%             | 2037-02-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PAKISTAN (ISLAMIC REPUBLIC OF)                       | PAKISTAN REP REG S 8.25% 09-30-25                                                     | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |      850000 | PA      | $411459.50    | 0.05%             | 2025-09-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                              | INDONESIA GOVT BOND IDR FR73 8.75% 05-15-31                                           | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 28473000000 | PA      | $2042547.94   | 0.24%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BAHRAIN (KINGDOM OF)                                 | BAHRAIN KINGDOM OF REG S 6.125% 08-01-23                                              | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |     1000000 | PA      | $1000911.00   | 0.12%             | 2023-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BAHRAIN (KINGDOM OF)                                 | BAHRAIN KINGDOM OF 144A LIFE 6.75% 09-20-29                                           | CUSIP: 05674RAJ3<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      520000 | PA      | $518984.96    | 0.06%             | 2029-09-20      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| KENYA (REPUBLIC OF)                                  | KENYA INFRASTRUCTURE BOND KES SF 10.9% 08-11-31                                       | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |    70000000 | PA      | $535219.77    | 0.06%             | 2031-08-11      | Fixed         | 10.90%                | No            |                  2 | On Loan: No      |
| KENYA (REPUBLIC OF)                                  | KENYA GOVT 144A LIFE SF 6.3% 01-23-34                                                 | CUSIP: 491798AL8<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1830000 | PA      | $1418231.70   | 0.16%             | 2034-01-23      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| KENYA (REPUBLIC OF)                                  | KENYA GOVT REG S 6.875% 06-24-24                                                      | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |      775000 | PA      | $715507.13    | 0.08%             | 2024-06-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                | MALAYSIA GVT MYR 4.254% 05-31-35                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    10650000 | PA      | $2428647.28   | 0.28%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                | MALAYSIA GOVT SUKUK MYR 4.786% 10-31-35                                               | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     5925000 | PA      | $1408351.65   | 0.16%             | 2035-10-31      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)          | BONOS MEXICAN MXN 7.5% 06-03-27                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     1045050 | PA      | $5060151.78   | 0.58%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                | MALAYSIA GVT MYR 3.733% 06-15-28                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1870000 | PA      | $419667.06    | 0.05%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MONGOLIA (GOVERNMENT OF)                             | MONGOLIA (GOVERNMENT OF) REG S 8.75% 03-09-24                                         | CUSIP: N/A<br>LEI: 254900PW61ADCBDCLP71       | Long             | DBT              | NUSS              | MN        |     1250000 | PA      | $1212505.00   | 0.14%             | 2024-03-09      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                | MALAYSIA GVT MYR 4.059% 09-30-24                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     8000000 | PA      | $1825988.65   | 0.21%             | 2024-09-30      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)          | BONOS MEXICAN MXN 8.0% 11-07-47                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      235127 | PA      | $1076952.01   | 0.12%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)          | BONOS MEXICAN MXN 10.0% 11-20-36                                                      | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      235000 | PA      | $1291743.26   | 0.15%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                | MALAYSIA GVT MYR 4.893% 06-08-38                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    24466000 | PA      | $5914573.58   | 0.68%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                | MALAYSIA GVT MYR 3.885% 08-15-29                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    15810000 | PA      | $3565329.07   | 0.41%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                | MALAYSIA GVT MYR 3.828% 07-05-34                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    35030000 | PA      | $7705765.01   | 0.89%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)          | UTD MEX ST GVT GLOBAL 4.5% 01-31-50                                                   | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1017000 | PA      | $775896.76    | 0.09%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)          | BONOS MEXICAN MXN 7.75% 11-13-42                                                      | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       20900 | PA      | $93691.50     | 0.01%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MOZAMBIQUE (REPUBLIC OF)                             | REPUBLIC OF MOZAMBIQUE SF REG S 5.0% 09-15-31/23                                      | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |     5265000 | PA      | $4054050.00   | 0.47%             | 2031-09-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                               | CHINA DEV BANK CNY UNSEC 3.48% 01-08-29                                               | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | USGA              | CN        |    48950000 | PA      | $7254101.72   | 0.84%             | 2029-01-08      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                | MALAYSIA GVT MYR 3.757% 05-22-40                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1500000 | PA      | $314848.81    | 0.04%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                | MALAYSIA GOVT SUKUK MYR 3.422% 09-30-27                                               | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    13452000 | PA      | $2997551.46   | 0.35%             | 2027-09-30      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 AND 7 FINANCE LTD                            | RUTAS 2 AND 7 FINANCE LTD 144A LIFE SR SEC 1ST LIEN SF 0.0% 09-30-36                  | CUSIP: 78319MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | PY        |     2632000 | PA      | $1663502.90   | 0.19%             | 2036-09-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| RUTAS 2 AND 7 FINANCE LTD                            | RUTAS 2 AND 7 FINANCE LTD REG S SR SEC 1ST LIEN SF 0.0% 09-30-36                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PY        |     1400000 | PA      | $884841.97    | 0.10%             | 2036-09-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                | MALAYSIA GVT MYR 4.065% 06-15-50                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1094000 | PA      | $226849.16    | 0.03%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| MONGOLIA (GOVERNMENT OF)                             | MONGOLIA (GOVERNMENT OF) REG S 5.125% 04-07-26                                        | CUSIP: N/A<br>LEI: 254900PW61ADCBDCLP71       | Long             | DBT              | NUSS              | MN        |      300000 | PA      | $259521.90    | 0.03%             | 2026-04-07      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                          | IVORY COAST GOVT EUR 144A LIFE SF 4.875% 01-30-32                                     | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      970000 | PA      | $823494.29    | 0.09%             | 2032-01-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SIMPAR SA                                            | SIMPAR EUROPE SA REG S SR UNSEC 5.2% 01-26-31                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |      200000 | PA      | $151766.00    | 0.02%             | 2031-01-26      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL BANK OF TUNISIA                              | CENTRAL BANK OF TUNISIA EUR 144A LIFE SR UNSEC 6.75% 10-31-23                         | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |     8501000 | PA      | $7673532.32   | 0.88%             | 2023-10-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AES PANAMA GENERATION HOLDINGS SRL                   | AES PANAMA GENERATION HOLDINGS SRL REG S SR SEC 1ST LIEN SF 4.375% 05-31-30           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PA        |      200000 | PA      | $174209.00    | 0.02%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AES PANAMA GENERATION HOLDINGS SRL                   | AES PANAMA GENERATION HOLDINGS SRL 144A LIFE SR SEC 1ST LIEN SF 4.375% 05-31-30       | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     3295000 | PA      | $2870093.28   | 0.33%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AXIATA SPV5 LABUAN LTD                               | AXIATA SPV5 LABUAN LTD REG S SR UNSEC 3.064% 08-19-50                                 | CUSIP: N/A<br>LEI: 2549002DHJ9LDV9BRC77       | Long             | DBT              | CORP              | MY        |     1053000 | PA      | $701837.14    | 0.08%             | 2050-08-19      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| ALPEK SAB DE CV                                      | ALPEK SAB DE CV 144A LIFE SR UNSEC 3.25% 02-25-31                                     | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |     2175000 | PA      | $1815463.80   | 0.21%             | 2031-02-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| AI CANDELARIA SPAIN SLU                              | AI CANDELARIA SPAIN SA REG S SR SEC 1ST LIEN SF 5.75% 06-15-33                        | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | ES        |      250000 | PA      | $190520.00    | 0.02%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AI CANDELARIA SPAIN SLU                              | AI CANDELARIA SPAIN SA 144A LIFE SR SEC 1ST LIEN SF 5.75% 06-15-33                    | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     2250000 | PA      | $1714680.00   | 0.20%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AIA GROUP LTD                                        | AIA GROUP LTD EUR REG S SUB 0.88% 09-09-33/28                                         | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | DBT              | CORP              | HK        |     2000000 | PA      | $1666191.82   | 0.19%             | 2033-09-09      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                  | ALFA DESARROLLO SPA 144A LIFE SR SEC 1ST LIEN SF 4.55% 09-27-51                       | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |     1115917 | PA      | $849933.88    | 0.10%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| ARCOS DORADOS BV                                     | ARCOS DORADOS BV 144A LIFE SR UNSEC 6.125% 05-27-29                                   | CUSIP: 03965TAB9<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |     1100000 | PA      | $1067478.50   | 0.12%             | 2029-05-27      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AZURE POWER ENERGY LTD                               | AZURE POWER ENERGY LTD 144A LIFE SR SEC 1ST LIEN SF 3.575% 08-19-26                   | CUSIP: 05502VAA1<br>LEI: 54930051LQDFHGQMHF47 | Long             | DBT              | CORP              | MU        |      186100 | PA      | $144227.50    | 0.02%             | 2026-08-19      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                           | BANGKOK BANK PCL REG S SUB 9.025% 03-15-29                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |      348000 | PA      | $385825.86    | 0.04%             | 2029-03-15      | Fixed         | 9.03%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                       | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 4.5% 01-10-28                           | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $899006.00    | 0.10%             | 2028-01-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                           | BANGKOK BANK PCL 144A LIFE SR UNSEC 4.45% 09-19-28                                    | CUSIP: 059895AS1<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |      900000 | PA      | $859634.10    | 0.10%             | 2028-09-19      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                           | BANGKOK BANK PCL REG S SUB 3.733% 09-25-34/29                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |     4456000 | PA      | $3733352.66   | 0.43%             | 2034-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                   | BRASKEM IDESA SAPI 144A LIFE SR SEC 1ST LIEN 7.45% 11-15-29                           | CUSIP: 10554NAA6<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      381000 | PA      | $301417.10    | 0.03%             | 2029-11-15      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PERU SA                         | BANCO DE CREDITO DEL PERU S.A. 144A LIFE SUB (H) 3.25% 09-30-31/26                    | CUSIP: 05971U2D8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     2955000 | PA      | $2602317.80   | 0.30%             | 2031-09-30      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                   | BRASKEM IDESA SAPI REG S SR SEC 1ST LIEN 6.99% 02-20-32                               | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | MX        |      600000 | PA      | $429427.80    | 0.05%             | 2032-02-20      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                   | BRASKEM IDESA SAPI 144A LIFE SR SEC 1ST LIEN 6.99% 02-20-32                           | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     4230000 | PA      | $3027465.99   | 0.35%             | 2032-02-20      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| CSN RESOURCES SA                                     | CSN RESOURCES SA REG S SR UNSEC 7.625% 04-17-26                                       | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |      400000 | PA      | $399806.00    | 0.05%             | 2026-04-17      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CSN INOVA VENTURES                                   | CSN INOVA VENTURES REG S SR UNSEC 6.75% 01-28-28                                      | CUSIP: N/A<br>LEI: 222100R8R68DM7VM3661       | Long             | DBT              | CORP              | KY        |      300000 | PA      | $286926.60    | 0.03%             | 2028-01-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CMB INTERNATIONAL LEASING MANAGEMENT LTD             | CMB INTERNATIONAL LEASING MANAGEMENT LTD REG S SR UNSEC 2.75% 08-12-30                | CUSIP: N/A<br>LEI: 5493003RO1EBM4E5IG13       | Long             | DBT              | CORP              | HK        |     1470000 | PA      | $1128204.42   | 0.13%             | 2030-08-12      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CAP SA                                               | CAP SA REG S SR UNSEC 3.9% 04-27-31                                                   | CUSIP: N/A<br>LEI: 54930079GPG23NTBB003       | Long             | DBT              | CORP              | CL        |      200000 | PA      | $156450.40    | 0.02%             | 2031-04-27      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| CORP INMOBILIARIA VESTA SAB DE CV                    | CORP INMOBILIARIA VESTA SAB DE CV 144A LIFE SR UNSEC 3.625% 05-13-31                  | CUSIP: 21989DAA0<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |     1435000 | PA      | $1154098.75   | 0.13%             | 2031-05-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CHINA PING AN INSURANCE OVERSEAS (HOLDINGS) LTD      | CHINA PING AN INSURANCE OVERSEAS HOLDINGS LTD REG S SR UNSEC 2.85% 08-12-31           | CUSIP: N/A<br>LEI: 25490058XRCE9DZAMJ79       | Long             | DBT              | CORP              | HK        |      272000 | PA      | $212685.23    | 0.02%             | 2031-08-12      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| CSN RESOURCES SA                                     | CSN RESOURCES SA 144A LIFE SR UNSEC 5.875% 04-08-32                                   | CUSIP: 12644VAE8<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |     1610000 | PA      | $1349458.53   | 0.16%             | 2032-04-08      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                               | COLOMBIA REP OF 8.0% 04-20-33                                                         | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     3315000 | PA      | $3329078.81   | 0.38%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENEL AMERICAS SA                                     | ENEL AMERICAS SA SR UNSEC 4.0% 10-25-26                                               | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |      215000 | PA      | $204914.35    | 0.02%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                         | ECOPETROL SA SR UNSEC 5.875% 05-28-45                                                 | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      457000 | PA      | $319183.88    | 0.04%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENEL CHILE SA                                        | ENEL CHILE SA SR UNSEC 4.875% 06-12-28                                                | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |     1701000 | PA      | $1660633.57   | 0.19%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)          | UTD MEX ST GVT GLOBAL 3.75% 04-19-71                                                  | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1590000 | PA      | $993848.58    | 0.11%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)          | MEXICAN UDIBONOS I/L MXN (TITLES) 2.75% 11-27-31                                      | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      237224 | PA      | $1089160.06   | 0.13%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENN ENERGY HOLDINGS LTD                              | ENN ENERGY HOLDINGS LTD 144A LIFE SR UNSEC 2.625% 09-17-30                            | CUSIP: 26876FAC6<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | CN        |     1260000 | PA      | $1022716.80   | 0.12%             | 2030-09-17      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SAU                             | ENFRAGEN ENERGIA SUR SA REG S SR SEC 1ST LIEN 5.375% 12-30-30                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ES        |     3609000 | PA      | $2531565.53   | 0.29%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                | MALAYSIA GOVT SUKUK MYR 4.417% 09-30-41                                               | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      699000 | PA      | $158212.82    | 0.02%             | 2041-09-30      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| MONGOLIA (GOVERNMENT OF)                             | MONGOLIA (GOVERNMENT OF) REG S 3.5% 07-07-27                                          | CUSIP: N/A<br>LEI: 254900PW61ADCBDCLP71       | Long             | DBT              | NUSS              | MN        |      200000 | PA      | $161521.40    | 0.02%             | 2027-07-07      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD        | ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD 144A LIFE SR UNSEC 3.375% 05-12-26      | CUSIP: 268733AA0<br>LEI: 3003009YZ3S5V395NR77 | Long             | DBT              | CORP              | CN        |     1510000 | PA      | $1317088.44   | 0.15%             | 2026-05-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                           | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 7.5% 04-01-25                           | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      309000 | PA      | $301398.60    | 0.03%             | 2025-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)          | UTD MEX ST GVT GLOBAL 4.875% 05-19-33                                                 | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1075000 | PA      | $988937.65    | 0.11%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)          | MEXICAN CETES MXN 0.0% 10-03-24                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     1150000 | PA      | $490333.82    | 0.06%             | 2024-10-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)          | MEXICAN UDIBONOS I/L MXN (TITLES) 4.5% 12-04-25                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     1778621 | PA      | $9079911.97   | 1.05%             | 2025-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)          | BONOS MEXICAN MXN 5.75% 03-05-26                                                      | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     1460000 | PA      | $6786465.71   | 0.78%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                           | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 6.875% 03-01-26                         | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      632000 | PA      | $599456.42    | 0.07%             | 2026-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                           | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 6.875% 10-15-27                         | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      320000 | PA      | $300890.56    | 0.03%             | 2027-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FRESNILLO PLC                                        | FRESNILLO PLC 144A LIFE SR UNSEC 4.25% 10-02-50                                       | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | MX        |     2760000 | PA      | $2177761.44   | 0.25%             | 2050-10-02      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FIBRA SOMA                                           | CIBANCO SA INSTITUCION DE BANCA MULTIPLE TRUST CIB 144A LIFE SR UNSEC 4.375% 07-22-31 | CUSIP: 171653AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1430000 | PA      | $1071297.37   | 0.12%             | 2031-07-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GEOPARK LTD                                          | GEOPARK LTD REG S SR UNSEC 5.5% 01-17-27                                              | CUSIP: N/A<br>LEI: 529900ZR5QI19AH4KZ07       | Long             | DBT              | CORP              | CL        |      500000 | PA      | $430663.00    | 0.05%             | 2027-01-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GLOBO COMUNICACOES E PARTICIPACOES SA                | GLOBO COMUNICACAO E PARTICIPACOES SA 144A LIFE SR UNSEC 4.875% 01-22-30               | CUSIP: 37959DAB0<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |     1500000 | PA      | $1258962.00   | 0.15%             | 2030-01-22      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GUARA NORTE SARL                                     | GUARA NORTE SARL 144A LIFE SR SEC 1ST LIEN SF 5.198% 06-15-34                         | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | BR        |     2556881 | PA      | $2167145.48   | 0.25%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| GC TREASURY CENTER CO LTD                            | GC TREASURY CENTER CO LTD 144A LIFE SR UNSEC 2.98% 03-18-31                           | CUSIP: 36830BAB1<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |      375000 | PA      | $303384.75    | 0.03%             | 2031-03-18      | Fixed         | 2.98%                 | Yes           |                  2 | On Loan: No      |
| ARIS MINING CORP                                     | ARIS MINING CORP 144A LIFE SR UNSEC 6.875% 08-09-26                                   | CUSIP: 38501DAR6<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |     1760000 | PA      | $1382497.60   | 0.16%             | 2026-08-09      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| GC TREASURY CENTER CO LTD                            | GC TREASURY CENTER CO LTD 144A LIFE SR UNSEC 4.4% 03-30-32                            | CUSIP: 36830BAD7<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     1986000 | PA      | $1764332.61   | 0.20%             | 2032-03-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                | MALAYSIA GVT MYR 3.955% 09-15-25                                                      | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     6675000 | PA      | $1523160.75   | 0.18%             | 2025-09-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)           | BRAZIL NTNF BRL 10.0% 01-01-27                                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       26019 | PA      | $4531655.03   | 0.52%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II CO LTD                            | HUARONG FINANCE II CO LTD REG S SR UNSEC 5.5% 01-16-25                                | CUSIP: N/A<br>LEI: 549300BHVD63HE2GHX17       | Long             | DBT              | CORP              | HK        |      500000 | PA      | $474407.50    | 0.05%             | 2025-01-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE II CO LTD                            | HUARONG FINANCE II CO LTD REG S SR UNSEC 5.0% 11-19-25                                | CUSIP: N/A<br>LEI: 549300BHVD63HE2GHX17       | Long             | DBT              | CORP              | HK        |      200000 | PA      | $184869.60    | 0.02%             | 2025-11-19      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)           | BRAZIL NTNF BRL 10.0% 01-01-29                                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       85181 | PA      | $14461863.12  | 1.67%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)           | BRAZIL NTNF BRL 10.0% 01-01-25                                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       35898 | PA      | $6504868.54   | 0.75%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II CO LTD                            | HUARONG FINANCE II CO LTD REG S SR UNSEC 4.625% 06-03-26                              | CUSIP: N/A<br>LEI: 549300BHVD63HE2GHX17       | Long             | DBT              | CORP              | HK        |     2106000 | PA      | $1861177.50   | 0.21%             | 2026-06-03      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE II CO LTD                            | HUARONG FINANCE II CO LTD REG S SR UNSEC 4.875% 11-22-26                              | CUSIP: N/A<br>LEI: 549300BHVD63HE2GHX17       | Long             | DBT              | CORP              | HK        |      200000 | PA      | $179078.40    | 0.02%             | 2026-11-22      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                        | NIGERIA GOVT 144A LIFE 8.375% 03-24-29                                                | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1020000 | PA      | $849150.00    | 0.10%             | 2029-03-24      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                       | OMAN GOVT BOND REG S 5.375% 03-08-27                                                  | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |      421000 | PA      | $413190.45    | 0.05%             | 2027-03-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                       | OMAN GOVT BOND 144A LIFE 6.25% 01-25-31                                               | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     3568000 | PA      | $3601103.90   | 0.42%             | 2031-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                       | OMAN GOVT BOND 144A LIFE 4.875% 06-15-30                                              | CUSIP: 68204LAB0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1050000 | PA      | $1021087.20   | 0.12%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE 2017 CO LTD                          | HUARONG FINANCE 2017 CO LTD REG S SR UNSEC 4.75% 04-27-27                             | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |      800000 | PA      | $699000.00    | 0.08%             | 2027-04-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HDFC BANK LTD                                        | HDFC BANK LTD INR REG S SR UNSEC 8.1% 03-22-25                                        | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | DBT              | CORP              | IN        |    60000000 | PA      | $719424.15    | 0.08%             | 2025-03-22      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                 | POLAND GOVT BOND PLN 2.5% 07-25-27                                                    | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    40720000 | PA      | $7747892.32   | 0.89%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                   | PERU PEN 6.15% 08-12-32                                                               | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     5252000 | PA      | $1215917.37   | 0.14%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                          | HUARONG FINANCE 2019 CO LTD REG S SR UNSEC 4.5% 05-29-29                              | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | HK        |      200000 | PA      | $166181.80    | 0.02%             | 2029-05-29      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                          | HUARONG FINANCE 2019 CO LTD REG S SR UNSEC 3.75% 05-29-24                             | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | HK        |      200000 | PA      | $190170.80    | 0.02%             | 2024-05-29      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                   | PERU GOVT PEN 144A LIFE/REG S 5.94% 02-12-29                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     4335000 | PA      | $1047002.83   | 0.12%             | 2029-02-12      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                 | POLAND GOVT BOND PLN 2.25% 10-25-24                                                   | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     9700000 | PA      | $2051741.45   | 0.24%             | 2024-10-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                | HUNGARY GOVT BOND HUF 6.75% 10-22-28                                                  | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    94520000 | PA      | $220472.80    | 0.03%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HIDROVIAS INTERNATIONAL FINANCE SARL                 | HIDROVIAS INTERNATIONAL FINANCE SARL REG S SR UNSEC 4.95% 02-08-31                    | CUSIP: N/A<br>LEI: 222100RBWNBUZOTA9381       | Long             | DBT              | CORP              | LU        |      691000 | PA      | $512722.69    | 0.06%             | 2031-02-08      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                   | PERU GOVT PEN 144A LIFE GDN 5.40% 08-12-34                                            | CUSIP: 715638CZ3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    15139000 | PA      | $3193060.02   | 0.37%             | 2034-08-12      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                   | PERU GOVT PEN 5.4% 08-12-34                                                           | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    14811000 | PA      | $3123879.52   | 0.36%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HIDROVIAS INTERNATIONAL FINANCE SARL                 | HIDROVIAS INTERNATIONAL FINANCE SARL 144A LIFE SR UNSEC 4.95% 02-08-31                | CUSIP: 42953LAB8<br>LEI: 222100RBWNBUZOTA9381 | Long             | DBT              | CORP              | LU        |     3847000 | PA      | $2854477.85   | 0.33%             | 2031-02-08      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                    | HSBC HOLDINGS PLC SR UNSEC 7.39% 11-03-28/27                                          | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2105456.00   | 0.24%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                      | PANAMA GLOBAL 3.16% 01-23-30                                                          | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     3330000 | PA      | $2875401.72   | 0.33%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                      | PANAMA GLOBAL 3.87% 07-23-60                                                          | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      410000 | PA      | $265837.85    | 0.03%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                      | PANAMA GLOBAL SF 4.5% 04-01-56                                                        | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      673000 | PA      | $493171.04    | 0.06%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                            | PHILIPPINES REP OF 2.95% 05-05-45                                                     | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1687000 | PA      | $1222460.93   | 0.14%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                    | HSBC HOLDINGS PLC SUB 8.113% 11-03-33/32                                              | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1900000 | PA      | $2016071.00   | 0.23%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                              | INDONESIA REP OF REG S 8.5% 10-12-35                                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |      700000 | PA      | $889000.00    | 0.10%             | 2035-10-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                    | PARAGUAY REP OF REG S SF 4.95% 04-28-31                                               | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      430000 | PA      | $417155.04    | 0.05%             | 2031-04-28      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                   | PERU GOVT PEN REG S GDN 6.95% 08-12-31                                                | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3045000 | PA      | $759338.43    | 0.09%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                | INDONESIA ASAHAN ALUMINIUM PERSERO PT REG S SR UNSEC 6.53% 11-15-28                   | CUSIP: N/A<br>LEI: 2549008P48EB9SN2OI80       | Long             | DBT              | CORP              | ID        |      264000 | PA      | $267492.46    | 0.03%             | 2028-11-15      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB DE CV                         | INDUSTRIAS PENOLES SAB DE CV 144A LIFE SR UNSEC 4.75% 08-06-50                        | CUSIP: 456472AD1<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |      455000 | PA      | $376663.56    | 0.04%             | 2050-08-06      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                   | PERU GOVT 2.78% 12-01-60                                                              | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1615000 | PA      | $947380.00    | 0.11%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                   | PERU GOVT 3.55% 03-10-51                                                              | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1100000 | PA      | $787410.80    | 0.09%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                                    | INRETAIL CONSUMER 144A LIFE SR SEC 1ST LIEN 3.25% 03-22-28                            | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |     2730000 | PA      | $2351291.67   | 0.27%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| INVESTMENT ENERGY RESOURCES LTD                      | INVESTMENT ENERGY RESOURCES LTD 144A LIFE SR SEC 1ST LIEN 6.25% 04-26-29              | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |     2985000 | PA      | $2857883.78   | 0.33%             | 2029-04-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PAKISTAN (ISLAMIC REPUBLIC OF)                       | PAKISTAN REP 144A LIFE 6.0% 04-08-26                                                  | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      565000 | PA      | $227412.50    | 0.03%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                   | PERU GOVT 3.0% 01-15-34                                                               | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      840000 | PA      | $664359.36    | 0.08%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                      | PANAMA GLOBAL SF 4.5% 01-19-63                                                        | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1970000 | PA      | $1395463.29   | 0.16%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                 | POLAND GOVT BOND PLN 3.75% 05-25-27                                                   | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    61880000 | PA      | $12463000.76  | 1.44%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKMUR TBK PT                    | INDOFOOD CBP SUKSES MAKMUR TBK PT REG S SR UNSEC 3.398% 06-09-31                      | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |     3574000 | PA      | $2976219.91   | 0.34%             | 2031-06-09      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKMUR TBK PT                    | INDOFOOD CBP SUKSES MAKMUR TBK PT REG S SR UNSEC 4.745% 06-09-51                      | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |      565000 | PA      | $418145.77    | 0.05%             | 2051-06-09      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                 | POLAND GOVT BOND USD 5.75% 11-16-32                                                   | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1795000 | PA      | $1917532.09   | 0.22%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                            | PHILIPPINES REP OF 3.95% 01-20-40                                                     | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      550000 | PA      | $467803.60    | 0.05%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                     | STATE OF QATAR 144A LIFE 3.75% 04-16-30                                               | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     1000000 | PA      | $970585.00    | 0.11%             | 2030-04-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| QATAR (STATE OF)                                     | STATE OF QATAR 144A LIFE 4.4% 04-16-50                                                | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     2900000 | PA      | $2661480.80   | 0.31%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKMUR TBK PT                    | INDOFOOD CBP SUKSES MAKMUR TBK PT REG S SR UNSEC 3.541% 04-27-32                      | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |      400000 | PA      | $330126.00    | 0.04%             | 2032-04-27      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| KASIKORNBANK PCL (HONG KONG BRANCH)                  | KASIKORNBANK PCL REG S SUB 3.343% 10-02-31/26                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |     5400000 | PA      | $4758825.60   | 0.55%             | 2031-10-02      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                   | RUSSIA GOVT OFZ RUB 8.5% 09-17-31                                                     | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |   186258000 | PA      | $808170.31    | 0.09%             | 2031-09-17      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                           | SOUTH AFRICA GVT ZAR 8.875% 02-28-35                                                  | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   204090000 | PA      | $10129278.13  | 1.17%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| KEB HANA BANK                                        | HANA BANK REG S SR UNSEC 3.25% 03-30-27                                               | CUSIP: 48723TAC5<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $186573.60    | 0.02%             | 2027-03-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| KEB HANA BANK                                        | HANA BANK 144A LIFE SR UNSEC 3.25% 03-30-27                                           | CUSIP: 48723RAC9<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |     1265000 | PA      | $1180078.02   | 0.14%             | 2027-03-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                           | SOUTH AFRICA GVT ZAR 9.0% 01-31-40                                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    26871900 | PA      | $1280314.67   | 0.15%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                   | VENEZUELA REP OF REG S 7.0% 12-01-18/28                                               | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |      155000 | PA      | $12400.00     | 0.00%             | 2028-12-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LTD                        | LIMA METRO LINE 2 FINANCE LTD 144A LIFE SR SEC 1ST LIEN SF 5.875% 07-05-34            | CUSIP: 532522AA7<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |      520415 | PA      | $506381.04    | 0.06%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LTD                        | LIMA METRO LINE 2 FINANCE LTD 144A LIFE SR SEC 1ST LIEN SF 4.35% 04-05-36             | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |      926608 | PA      | $825243.22    | 0.10%             | 2036-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| NAMIBIA (REPUBLIC OF)                                | REPUBLIC OF NAMIBIA REG S 5.25% 10-29-25                                              | CUSIP: N/A<br>LEI: 549300T6Y4CWK77SML15       | Long             | DBT              | NUSS              | NA        |     2000000 | PA      | $1880000.00   | 0.22%             | 2025-10-29      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                   | VENEZUELA REP OF REG S 6.0% 12-09-20/30                                               | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |     2293000 | PA      | $160510.00    | 0.02%             | 2030-12-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LIGHT SERVICOS DE ELETRICIDADE SA                    | LIGHT SERVICOS DE ELETRICIDADE SA 144A LIFE SR UNSEC 4.375% 06-18-26                  | CUSIP: 53227QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     1500000 | PA      | $1253328.00   | 0.14%             | 2026-06-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                            | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 4.25% 10-31-26                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     1800000 | PA      | $1719846.00   | 0.20%             | 2026-10-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                            | PHILIPPINES REP OF 3.7% 02-02-42                                                      | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1200000 | PA      | $985580.40    | 0.11%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)         | SRI LANKA REP OF 144A 6.825% 07-18-26                                                 | CUSIP: 85227SAR7<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     1350000 | PA      | $432346.95    | 0.05%             | 2026-07-18      | Fixed         | 6.83%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                            | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 10-31-46                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     1609000 | PA      | $1241728.05   | 0.14%             | 2046-10-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                            | MELCO RESORTS FINANCE LTD 144A LIFE SR UNSEC 4.875% 06-06-25                          | CUSIP: 58547DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      850000 | PA      | $782048.45    | 0.09%             | 2025-06-06      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                           | SOUTH AFRICA GVT ZAR I/L 2.0% 01-31-25                                                | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    26759629 | PA      | $1519256.47   | 0.18%             | 2025-01-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                   | RUSSIA GOVT OFZ RUB 7.7% 03-23-33                                                     | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    58371000 | PA      | $253270.78    | 0.03%             | 2033-03-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                            | MELCO RESORTS FINANCE LTD REG S SR UNSEC 4.875% 06-06-25                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |      400000 | PA      | $368022.80    | 0.04%             | 2025-06-06      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                            | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 3.875% 04-30-28                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |      500000 | PA      | $458130.50    | 0.05%             | 2028-04-30      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)         | SRI LANKA REP OF REG S 6.2% 05-11-27                                                  | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |      300000 | PA      | $95724.00     | 0.01%             | 2027-05-11      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)         | SRI LANKA REP OF 144A LIFE 6.2% 05-11-27                                              | CUSIP: 85227SAT3<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     2500000 | PA      | $797700.00    | 0.09%             | 2027-05-11      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                            | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 07-31-47                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     2828000 | PA      | $2184191.66   | 0.25%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                               | MGM CHINA HOLDINGS LTD REG S SR UNSEC 5.375% 05-15-24                                 | CUSIP: N/A<br>LEI: 529900VZFN87OS7WJM66       | Long             | DBT              | CORP              | MO        |      300000 | PA      | $290014.50    | 0.03%             | 2024-05-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                            | MELCO RESORTS FINANCE LTD 144A LIFE SR UNSEC 5.375% 12-04-29                          | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     2455000 | PA      | $1974040.95   | 0.23%             | 2029-12-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)          | UTD MEX ST GVT GLOBAL 5.75% 10-12-2110                                                | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1684000 | PA      | $1423155.14   | 0.16%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                      | PANAMA GLOBAL SF 4.5% 05-15-47                                                        | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1350000 | PA      | $1042571.25   | 0.12%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                   | RUSSIAN FEDERATION REG S 5.25% 06-23-47                                               | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |     5400000 | PA      | $2214000.00   | 0.26%             | 2047-06-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                      | MV24 CAPITAL BV 144A LIFE SR SEC 1ST LIEN SF 6.748% 06-01-34                          | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1474036 | PA      | $1349532.01   | 0.16%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)          | BONOS MEXICAN MXN 8.5% 05-31-29                                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     3281000 | PA      | $16387910.14  | 1.89%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                      | MV24 CAPITAL BV REG S SR SEC 1ST LIEN SF 6.748% 06-01-34                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      942150 | PA      | $862571.30    | 0.10%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MEITUAN                                              | MEITUAN 144A LIFE SR UNSEC 3.05% 10-28-30                                             | CUSIP: 58533EAC7<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | CN        |     3150000 | PA      | $2432149.65   | 0.28%             | 2030-10-28      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                     | MERCADOLIBRE INC SR UNSEC 3.125% 01-14-31                                             | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | AR        |     1142000 | PA      | $884364.80    | 0.10%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                      | MARB BONDCO PLC REG S SR UNSEC 3.95% 01-29-31                                         | CUSIP: N/A<br>LEI: 254900PVA1EU6QM1JN57       | Long             | DBT              | CORP              | GB        |      700000 | PA      | $538740.30    | 0.06%             | 2031-01-29      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| MARB BONDCO PLC                                      | MARB BONDCO PLC 144A LIFE SR UNSEC 3.95% 01-29-31                                     | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1154443.50   | 0.13%             | 2031-01-29      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                | MINERVA LUXEMBOURG SA 144A LIFE SR UNSEC 4.375% 03-18-31                              | CUSIP: 603374AF6<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $328990.00    | 0.04%             | 2031-03-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                | MALAYSIA GVT MYR 3.48% 03-15-23                                                       | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     4096000 | PA      | $929420.06    | 0.11%             | 2023-03-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO (LABUAN) LTD                        | MISC CAPITAL TWO LABUAN LTD 144A LIFE SR UNSEC 3.75% 04-06-27                         | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |     3635000 | PA      | $3298613.47   | 0.38%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MIC CAPITAL MANAGEMENT (RSC) SEVEN LTD               | MDGH GMTN RSC LTD 144A LIFE SR UNSEC 5.5% 04-28-33                                    | CUSIP: 55285GAB0<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |      500000 | PA      | $529737.00    | 0.06%             | 2033-04-28      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                  | NBM US HOLDINGS INC REG S SR UNSEC 7.0% 05-14-26                                      | CUSIP: N/A<br>LEI: 5493008K1QMSP0J8UC24       | Long             | DBT              | CORP              | US        |      250000 | PA      | $248660.00    | 0.03%             | 2026-05-14      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| NATURA COSMETICOS SA                                 | NATURA COSMETICOS SA 144A LIFE SR UNSEC 4.125% 05-03-28                               | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     1320000 | PA      | $1078723.80   | 0.12%             | 2028-05-03      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ODEBRECHT OFFSHORE DRILLING FINANCE LTD              | ODEBRECHT OFFSHORE DRILLING FINANCE LTD REG S SR SEC 1ST LIEN PIK 7.72% 12-01-26      | CUSIP: N/A<br>LEI: 549300L7LF2PIRAWID66       | Long             | DBT              | CORP              | KY        |     8568923 | PA      | $2292186.90   | 0.26%             | 2026-12-01      | Fixed         | 7.72%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                  | PETROLEOS MEXICANOS MXN SR UNSEC 7.47% 11-12-26                                       | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |      716900 | PA      | $3138150.51   | 0.36%             | 2026-11-12      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                  | PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47                                           | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4550000 | PA      | $2913292.20   | 0.34%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                  | PETROLEOS MEXICANOS SR UNSEC 6.875% 08-04-26                                          | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1849000 | PA      | $1750442.75   | 0.20%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETRON CORP                                          | PETRON CORP PRP REG S SR UNSEC (H) 4.6% 12-31-49/07-19-23                             | CUSIP: N/A<br>LEI: 549300R3PFXOFQSZ7G25       | Long             | DBT              | CORP              | PH        |      200000 | PA      | $177500.00    | 0.02%             | 2049-12-31      | Variable      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                        | NIGERIA REP OF USD REG S 7.625% 11-28-47                                              | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      400000 | PA      | $259054.00    | 0.03%             | 2047-11-28      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| KENYA (REPUBLIC OF)                                  | KENYA GOVT 144A LIFE 7.25% 02-28-28                                                   | CUSIP: 491798AG9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1725000 | PA      | $1517499.75   | 0.17%             | 2028-02-28      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PTTEP TREASURY CENTER CO LTD                         | PTTEP TREASURY CENTER CO LTD REG S SR UNSEC 2.993% 01-15-30                           | CUSIP: N/A<br>LEI: 2549006WFOUPZX6TZG08       | Long             | DBT              | CORP              | TH        |      228000 | PA      | $198305.05    | 0.02%             | 2030-01-15      | Fixed         | 2.99%                 | Yes           |                  2 | On Loan: No      |
| PTTEP TREASURY CENTER CO LTD                         | PTTEP TREASURY CENTER CO LTD 144A LIFE SR UNSEC 2.587% 06-10-27                       | CUSIP: 69371MAF4<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |      278000 | PA      | $247215.67    | 0.03%             | 2027-06-10      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                   | RUSSIA GOVT OFZ RUB 7.25% 05-10-34                                                    | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |   184200000 | PA      | $799240.68    | 0.09%             | 2034-05-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SENEGAL (REPUBLIC OF)                                | REPUBLIC OF SENEGAL EUR 144A LIFE 4.75% 03-13-28                                      | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |     2960000 | PA      | $2743156.57   | 0.32%             | 2028-03-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PTTEP TREASURY CENTER CO LTD                         | PTTEP TREASURY CENTER CO LTD REG S SR UNSEC 2.587% 06-10-27                           | CUSIP: N/A<br>LEI: 2549006WFOUPZX6TZG08       | Long             | DBT              | CORP              | TH        |      200000 | PA      | $177853.00    | 0.02%             | 2027-06-10      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| PLDT INC                                             | PLDT INC REG S SR UNSEC 2.5% 01-23-31                                                 | CUSIP: N/A<br>LEI: 254900ADE8GQHM5P2648       | Long             | DBT              | CORP              | PH        |      200000 | PA      | $156890.00    | 0.02%             | 2031-01-23      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SENEGAL (REPUBLIC OF)                                | REPUBLIC OF SENEGAL EUR REG S 4.75% 03-13-28                                          | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |     1140000 | PA      | $1056485.98   | 0.12%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                    | PARAGUAY REP OF 144A 5.6% 03-13-48                                                    | CUSIP: 699149AF7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     2432000 | PA      | $2132416.51   | 0.25%             | 2048-03-13      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                  | PETROLEOS MEXICANOS MXN 144A LIFE SR UNSEC 7.19% 09-12-24                             | CUSIP: 71654QBM3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      465700 | PA      | $2216594.82   | 0.26%             | 2024-09-12      | Fixed         | 7.19%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                  | PETROLEOS MEXICANOS MXN REG S SR UNSEC 7.19% 09-12-24                                 | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |      301594 | PA      | $1435498.60   | 0.17%             | 2024-09-12      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                   | RUSSIAN FEDERATION 144A LIFE 4.375% 03-21-29                                          | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |     1200000 | PA      | $492000.00    | 0.06%             | 2029-03-21      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SENEGAL (REPUBLIC OF)                                | REPUBLIC OF SENEGAL USD REG S SF 6.75% 03-13-48                                       | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |     1700000 | PA      | $1206564.80   | 0.14%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PETRORIO LUXEMBOURG SARL                             | PETRORIO LUXEMBOURG TRADING SARL 144A LIFE SR SEC 1ST LIEN 6.125% 06-09-26            | CUSIP: 71677WAA0<br>LEI: 222100466T5WZDU1B498 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $476490.00    | 0.05%             | 2026-06-09      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                                         | QATARENERGY 144A LIFE SR UNSEC 3.125% 07-12-41                                        | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     2995000 | PA      | $2312577.27   | 0.27%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                      | PANAMA GLOBAL SF 4.5% 04-16-50                                                        | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      700000 | PA      | $530659.50    | 0.06%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)         | SRI LANKA REP OF REG S 5.75% 04-18-23                                                 | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |     1982000 | PA      | $629199.77    | 0.07%             | 2023-04-18      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)         | SRI LANKA REP OF REG S 6.75% 04-18-28                                                 | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |      250000 | PA      | $80063.00     | 0.01%             | 2028-04-18      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                   | RUSSIAN FEDERATION REG S 5.1% 03-28-35                                                | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |     5800000 | PA      | $2378000.00   | 0.27%             | 2035-03-28      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                      | PANAMA GLOBAL 7.125% 01-29-26                                                         | CUSIP: 698299AV6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      710000 | PA      | $750636.14    | 0.09%             | 2026-01-29      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                | ROMANIA GOVT BOND EUR REG S 2.124% 07-16-31                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1000000 | PA      | $740222.60    | 0.09%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                     | ARGENTINA GDP-LINKED USD (B) .0% 12-15-35                                             | CUSIP: 040114GM6<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      600000 | PA      | $3600.00      | 0.00%             | 2035-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                   | RUSSIA GOVT OFZ RUB 6.1% 07-18-35                                                     | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |   425804000 | PA      | $1847556.34   | 0.21%             | 2035-07-18      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                | ROMANIA GOVT BOND RON TAP 3.65% 07-28-25                                              | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     6200000 | PA      | $1238067.33   | 0.14%             | 2025-07-28      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                   | VENEZUELA REP OF REG S 7.65% 04-21-25                                                 | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |      450000 | PA      | $39375.00     | 0.00%             | 2025-04-21      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                | ROMANIA GOVT BOND RON 2.5% 10-25-27                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      900000 | PA      | $155687.93    | 0.02%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                | ROMANIA GOVT BOND EUR 144A LIFE 2.0% 04-14-33                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1760000 | PA      | $1212249.00   | 0.14%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                                         | QATARENERGY 144A LIFE SR UNSEC 3.3% 07-12-51                                          | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     2710000 | PA      | $2007568.00   | 0.23%             | 2051-07-12      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| REDE DOR FINANCE SARL                                | REDE D'OR FINANCE SARL REG S SR UNSEC 4.95% 01-17-28                                  | CUSIP: N/A<br>LEI: 549300FDE772OLJUCP79       | Long             | DBT              | CORP              | LU        |      205000 | PA      | $189670.10    | 0.02%             | 2028-01-17      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                   | RUSSIA GOVT OFZ RUB 6.9% 07-23-31                                                     | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |   400198000 | PA      | $1736452.34   | 0.20%             | 2031-07-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                               | COLOMBIA REP OF 7.375% 09-18-37                                                       | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      610000 | PA      | $573872.14    | 0.07%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REDE DOR FINANCE SARL                                | REDE D'OR FINANCE SARL REG S SR UNSEC 4.5% 01-22-30                                   | CUSIP: N/A<br>LEI: 549300FDE772OLJUCP79       | Long             | DBT              | CORP              | LU        |     2500000 | PA      | $2154987.50   | 0.25%             | 2030-01-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| RENEW POWER PVT LTD                                  | RENEW POWER PVT LTD 144A LIFE SR SEC 1ST LIEN SF 5.875% 03-05-27                      | CUSIP: 75975AAA8<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |     1300000 | PA      | $1249625.00   | 0.14%             | 2027-03-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                | ROMANIA GOVT BOND EUR REG S 1.75% 07-13-30                                            | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     3000000 | PA      | $2241660.38   | 0.26%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                   | VENEZUELA REP OF REG S 7.75% 10-13-19/29                                              | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |     3393000 | PA      | $271440.00    | 0.03%             | 2029-10-13      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                | ROMANIA GOVT BOND EUR 144A LIFE 5.0% 09-27-26                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      510000 | PA      | $550697.10    | 0.06%             | 2026-09-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                | ROMANIA GOVT BOND EUR 144A LIFE 6.625% 09-27-29                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1050000 | PA      | $1132269.66   | 0.13%             | 2029-09-27      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                                  | SHRIRAM FINANCE LTD 144A LIFE SR SEC 1ST LIEN 4.4% 03-13-24                           | CUSIP: 825547AD4<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |     1146000 | PA      | $1103792.82   | 0.13%             | 2024-03-13      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| SK HYNIX INC                                         | SK HYNIX INC 144A LIFE SR UNSEC 2.375% 01-19-31                                       | CUSIP: 78392BAC1<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |      400000 | PA      | $293659.60    | 0.03%             | 2031-01-19      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                           | SOUTH AFRICA GVT ZAR R213 7.00% 02-28-31                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    80486739 | PA      | $3825799.44   | 0.44%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                               | COLOMBIA REP OF 5.625% 02-26-44                                                       | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      261000 | PA      | $192715.09    | 0.02%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                              | SASOL FINANCING USA LLC SR UNSEC 4.375% 09-18-26                                      | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     4410000 | PA      | $3909451.77   | 0.45%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SRPSKA REPUBLIC OF (GOVERNMENT)                      | SRPSKA REPUBLIC OF (GOVERNMENT) EUR REG S 4.75% 04-27-26                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BA        |      959000 | PA      | $936737.41    | 0.11%             | 2026-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                | ROMANIA GOVT BOND EUR 144A LIFE 3.75% 02-07-34                                        | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      445000 | PA      | $357163.61    | 0.04%             | 2034-02-07      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                   | PERU GOVT 4.125% 08-25-27                                                             | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1056000 | PA      | $1012991.23   | 0.12%             | 2027-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SUMMIT DIGITEL INFRASTRUCTURE PVT LTD                | SUMMIT DIGITEL INFRASTRUCTURE LTD 144A LIFE SR SEC 1ST LIEN 2.875% 08-12-31           | CUSIP: 86608CAA6<br>LEI: 3358004TNI1SSIQ9BQ37 | Long             | DBT              | CORP              | IN        |      300000 | PA      | $230838.00    | 0.03%             | 2031-08-12      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                      | SANDS CHINA LTD SR UNSEC 2.8% 03-08-27                                                | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |      300000 | PA      | $257337.00    | 0.03%             | 2027-03-08      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| GABON REPUBLIC OF (GOVERNMENT)                       | GABON REPUBLIC REG S 6.95% 06-16-25                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |     1048000 | PA      | $995600.00    | 0.11%             | 2025-06-16      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                           | SOUTH AFRICA GVT ZAR R2048 8.75% 02-28-48                                             | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   135414333 | PA      | $6231470.14   | 0.72%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                           | SOUTH AFRICA GVT ZAR R214 6.5% 02-28-41                                               | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     8700000 | PA      | $320504.08    | 0.04%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                 | TENCENT HOLDINGS LTD REG S SR UNSEC 2.39% 06-03-30                                    | CUSIP: 88032XAU8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |      500000 | PA      | $407668.50    | 0.05%             | 2030-06-03      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                   | RUSSIA GOVT OFZ RUB 8.15% 02-03-27                                                    | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |   415049000 | PA      | $1913446.24   | 0.22%             | 2027-02-03      | Fixed         | 8.15%                 | No            |                  3 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                 | TURKEY REP OF 4.875% 10-09-26                                                         | CUSIP: 900123CK4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2000000 | PA      | $1797288.00   | 0.21%             | 2026-10-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                 | TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 3.24% 06-03-50                                | CUSIP: 88032WAV8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |      900000 | PA      | $570655.80    | 0.07%             | 2050-06-03      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                 | TENCENT HOLDINGS LTD REG S SR UNSEC 3.24% 06-03-50                                    | CUSIP: 88032XAV6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |      400000 | PA      | $253624.80    | 0.03%             | 2050-06-03      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                    | PARAGUAY REP OF REG S 5.0% 04-15-26                                                   | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      200000 | PA      | $199699.40    | 0.02%             | 2026-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                   | VENEZUELA REP OF REG S 11.95% 08-05-31                                                | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |      267000 | PA      | $25365.00     | 0.00%             | 2031-08-05      | Fixed         | 11.95%                | Yes           |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                      | PANAMA GLOBAL SF 4.3% 04-29-53                                                        | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      820000 | PA      | $595365.92    | 0.07%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                   | RUSSIA GOVT OFZ RUB 7.0% 01-25-23                                                     | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    49732000 | PA      | $229272.95    | 0.03%             | 2023-01-25      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| TENCENT HOLDINGS LTD                                 | TENCENT HOLDINGS LTD REG S SR UNSEC 3.68% 04-22-41                                    | CUSIP: 88032XBB9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |      400000 | PA      | $294734.80    | 0.03%             | 2041-04-22      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                 | TENCENT HOLDINGS LTD REG S SR UNSEC 3.84% 04-22-51                                    | CUSIP: 88032XBC7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |      200000 | PA      | $142076.20    | 0.02%             | 2051-04-22      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                      | TSMC GLOBAL LTD 144A LIFE SR UNSEC 2.25% 04-23-31                                     | CUSIP: 872882AK1<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $162519.00    | 0.02%             | 2031-04-23      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                   | VENEZUELA REP OF REG S 9.0% 05-07-23                                                  | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |     3335000 | PA      | $291812.50    | 0.03%             | 2023-05-07      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                           | SOUTH AFRICA GVT ZAR 8.25% 03-31-32                                                   | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    57044276 | PA      | $2863586.56   | 0.33%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                           | SOUTH AFRICA GVT ZAR 8.5% 01-31-37                                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    73129818 | PA      | $3416490.81   | 0.39%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                   | VENEZUELA REP OF REG S 9.25% 05-07-28                                                 | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |      769000 | PA      | $69210.00     | 0.01%             | 2028-05-07      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                   | VENEZUELA REP OF REG S 7.0% 03-31-38                                                  | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |      377000 | PA      | $33930.00     | 0.00%             | 2038-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                           | SOUTH AFRICA GVT ZAR 8.0% 01-31-30                                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   421700000 | PA      | $22132037.08  | 2.55%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)         | SRI LANKA REP OF REG S 6.85% 11-03-25                                                 | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |     2745000 | PA      | $885517.79    | 0.10%             | 2025-11-03      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                   | VENEZUELA REP OF REG S 11.75% 10-21-26                                                | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |      155000 | PA      | $14337.50     | 0.00%             | 2026-10-21      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                   | VENEZUELA REP OF REG S 8.25% 10-13-24                                                 | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |     1546000 | PA      | $135275.00    | 0.02%             | 2024-10-13      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)         | SRI LANKA REP OF REG S 6.125% 06-03-25                                                | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |     3100000 | PA      | $1014831.50   | 0.12%             | 2025-06-03      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                    | ISRAEL STATE OF USD 2.875% 03-16-26                                                   | CUSIP: 46513CXR2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      373000 | PA      | $355914.36    | 0.04%             | 2026-03-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VIGOROUS CHAMPION INTERNATIONAL LTD                  | VIGOROUS CHAMPION INTERNATIONAL LTD REG S SR UNSEC 4.25% 05-28-29                     | CUSIP: N/A<br>LEI: 254900LCCR122N588062       | Long             | DBT              | CORP              | VG        |     1950000 | PA      | $1753217.70   | 0.20%             | 2029-05-28      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| WYNN MACAU LTD                                       | WYNN MACAU LTD 144A LIFE SR UNSEC 5.5% 01-15-26                                       | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | MO        |     1000000 | PA      | $918920.00    | 0.11%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTERNATIONAL LTD                   | XIAOMI BEST TIME INTERNATIONAL LTD 144A LIFE SR UNSEC 4.1% 07-14-51                   | CUSIP: 98422HAE6<br>LEI: 254900IGJCVEY8WNJT74 | Long             | DBT              | CORP              | HK        |     1120000 | PA      | $651499.52    | 0.08%             | 2051-07-14      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTERNATIONAL LTD                   | XIAOMI BEST TIME INTERNATIONAL LTD 144A LIFE SR UNSEC 2.875% 07-14-31                 | CUSIP: 98422HAC0<br>LEI: 254900IGJCVEY8WNJT74 | Long             | DBT              | CORP              | HK        |      415000 | PA      | $301331.50    | 0.03%             | 2031-07-14      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIA (KINGDOM OF)                            | KINGDOM OF SAUDI ARABIA REG S 4.625% 10-04-47                                         | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     2400000 | PA      | $2154312.00   | 0.25%             | 2047-10-04      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)         | SRI LANKA REP OF REG S 7.55% 03-28-30                                                 | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |      750000 | PA      | $239310.00    | 0.03%             | 2030-03-28      | Fixed         | 7.55%                 | Yes           |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA               | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A LIFE SR SEC 1ST LIEN SF 4.0% 08-11-41     | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |      700000 | PA      | $577801.70    | 0.07%             | 2041-08-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA               | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A LIFE SR SEC 1ST LIEN SF 5.125% 08-11-61   | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     1140000 | PA      | $936916.98    | 0.11%             | 2061-08-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIA (KINGDOM OF)                            | KINGDOM OF SAUDI ARABIA REG S 3.45% 02-02-61                                          | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     1600000 | PA      | $1150332.80   | 0.13%             | 2061-02-02      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| SENEGAL (REPUBLIC OF)                                | REPUBLIC OF SENEGAL EUR 144A LIFE SF 5.375% 06-08-37                                  | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |     1000000 | PA      | $722993.70    | 0.08%             | 2037-06-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BOC AVIATION LTD                                     | BOC AVIATION LTD REG S SR UNSEC 3.0% 09-11-29                                         | CUSIP: 09681MAK4<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |      600000 | PA      | $520550.40    | 0.06%             | 2029-09-11      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BOC AVIATION LTD                                     | BOC AVIATION LTD REG S SR UNSEC 2.625% 09-17-30                                       | CUSIP: 09681MAS7<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |      200000 | PA      | $165625.20    | 0.02%             | 2030-09-17      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIA (KINGDOM OF)                            | KINGDOM OF SAUDI ARABIA 144A LIFE 5.5% 10-25-32                                       | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     3350000 | PA      | $3547680.15   | 0.41%             | 2032-10-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                               | COLOMBIA COLTES COP 6.25% 11-26-25                                                    | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 10461400000 | PA      | $1849363.18   | 0.21%             | 2025-11-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLUESTAR FINANCE HOLDINGS LTD                        | BLUESTAR FINANCE HOLDINGS LTD PRP REG S SUB (H) 3.1% 12-31-49/07-12-24                | CUSIP: N/A<br>LEI: 300300294ZKDSAV43I87       | Long             | DBT              | CORP              | HK        |      569000 | PA      | $544968.85    | 0.06%             | 2049-12-31      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                               | CHINA DEV BANK (BOND CONNECT) CNY UNSEC 3.39% 07-10-27                                | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | USGA              | CN        |    19380000 | PA      | $2840867.64   | 0.33%             | 2027-07-10      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                | THAILAND GVT THB BOND 2.875% 12-17-28                                                 | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    42750000 | PA      | $1290606.82   | 0.15%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                | THAILAND GVT THB BOND 3.3% 06-17-38                                                   | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     5688000 | PA      | $167050.47    | 0.02%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                               | US TREASURY I/L FRN 0.5% 04-15-24                                                     | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4253508 | PA      | $4139172.00   | 0.48%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                 | TURKEY REP OF 6.0% 01-14-41                                                           | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      400000 | PA      | $291390.00    | 0.03%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                | THAILAND GVT THB BOND 3.625% 06-16-23                                                 | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    22337000 | PA      | $652298.45    | 0.08%             | 2023-06-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                 | TURKEY REP OF 6.375% 10-14-25                                                         | CUSIP: 900123CZ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1035000 | PA      | $995856.30    | 0.11%             | 2025-10-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                | THAILAND GVT THB BOND 2.0% 06-17-42                                                   | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    54600000 | PA      | $1274187.10   | 0.15%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                | THAILAND GVT THB BOND 2.0% 12-17-31                                                   | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    63400000 | PA      | $1764976.91   | 0.20%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                | THAILAND GVT THB BOND 1.0% 06-17-27                                                   | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    24371000 | PA      | $676164.70    | 0.08%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                 | TURKEY REP OF 6.5% 09-20-33                                                           | CUSIP: 900123DD9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      900000 | PA      | $751896.90    | 0.09%             | 2033-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                               | US TREASURY I/L 0.125% 04-15-27                                                       | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6860165 | PA      | $6392009.00   | 0.74%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                               | US TREASURY NOTE 3.25% 06-30-27                                                       | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2000000 | PA      | $1934405.40   | 0.22%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                               | US TREASURY NOTE 4.5% 11-15-25                                                        | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15000000 | PA      | $15095208.00  | 1.74%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                               | US TREASURY NOTE 3.875% 11-30-29                                                      | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7000000 | PA      | $6953705.50   | 0.80%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                 | TURKEY REP OF 4.25% 04-14-26                                                          | CUSIP: 900123CJ7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1270000 | PA      | $1134587.52   | 0.13%             | 2026-04-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THAILAND (KINGDOM OF)                                | THAILAND GVT THB BOND 3.85% 12-12-25                                                  | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |   136000000 | PA      | $4166732.89   | 0.48%             | 2025-12-12      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                     | UKRAINE GOVT UAH TAP 15.84% 02-26-25                                                  | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    91375000 | PA      | $1533007.02   | 0.18%             | 2025-02-26      | Fixed         | 15.84%                | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                     | UKRAINE GOVT UAH TAP 10.0% 08-23-23                                                   | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    31600000 | PA      | $512103.69    | 0.06%             | 2023-08-23      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                     | UKRAINE GOVT UAH TAP 11.67% 11-22-23                                                  | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     5804000 | PA      | $94732.22     | 0.01%             | 2023-11-22      | Fixed         | 11.67%                | No            |                  2 | On Loan: No      |
| URUGUAY (ORIENTAL REPUBLIC OF)                       | URUGUAY REP OF SF I/L 3.875% 07-02-40                                                 | CUSIP: 917288BL5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    68016311 | PA      | $1751663.94   | 0.20%             | 2040-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                     | UKRAINE GOVT UAH TAP 15.97% 04-19-23                                                  | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    62660000 | PA      | $1272990.76   | 0.15%             | 2023-04-19      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                     | UKRAINE GOVT UAH TAP 16.0% 09-27-23                                                   | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    13980000 | PA      | $227212.40    | 0.03%             | 2023-09-27      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                     | UKRAINE GOVT EUR 144A 6.75% 06-20-28                                                  | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     2072000 | PA      | $411267.53    | 0.05%             | 2028-06-20      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                     | UKRAINE GOVT 144A LIFE 7.253% 03-15-35                                                | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1700000 | PA      | $321713.10    | 0.04%             | 2035-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                     | UKRAINE GOVT 144A LIFE 6.876% 05-21-31                                                | CUSIP: 90372UAR5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1800000 | PA      | $346561.20    | 0.04%             | 2031-05-21      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                     | UKRAINE GOVT EUR REG S 4.375% 01-27-32                                                | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      700000 | PA      | $123280.30    | 0.01%             | 2032-01-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                     | UKRAINE GOVT REG S 7.253% 03-15-35                                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     2012000 | PA      | $380756.92    | 0.04%             | 2035-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                     | UKRAINE GOVT GDP-LINKED REG S FRN 05-31-41                                            | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     1661000 | PA      | $482273.01    | 0.06%             | 2041-05-31      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                     | UKRAINE GOVT REG S 7.75% 09-01-27                                                     | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     1200000 | PA      | $258750.00    | 0.03%             | 2027-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                     | UKRAINE GOVT REG S 8.994% 02-01-26                                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     5523000 | PA      | $1236461.63   | 0.14%             | 2026-02-01      | Fixed         | 8.99%                 | Yes           |                  2 | On Loan: No      |
| URUGUAY (ORIENTAL REPUBLIC OF)                       | URUGUAY REP OF UYU I/L SF 4.375% 12-15-28                                             | CUSIP: 917288BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       50555 | PA      | $1320.16      | 0.00%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                     | UKRAINE GOVT REG S 7.75% 09-01-24                                                     | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     1600000 | PA      | $397913.60    | 0.05%             | 2024-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                   | VENEZUELA REP OF REG S SF 12.75% 08-23-22/32                                          | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |      210000 | PA      | $17325.00     | 0.00%             | 2032-08-23      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| VENEZUELA REPUBLIC OF (GOVERNMENT)                   | VENEZUELA REP OF 9.25% 09-15-27                                                       | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     2100000 | PA      | $199500.00    | 0.02%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                               | US TREASURY BOND 2.875% 05-15-32                                                      | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1150000 | PA      | $1060343.59   | 0.12%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | BRL FWD SALE TO USD NDF 1/9/2023                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-79.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | BRL FWD SALE TO USD NDF 1/23/2023                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-1805.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | BRL FWD SALE TO USD NDF 1/23/2023                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-7558.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | CZK FWD PUR FROM USD 2/3/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $95624.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | CLP FWD SALE TO USD NDF 1/6/2023                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-17310.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | CLP FWD PUR FROM USD NDF 1/6/2023                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $15100.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | COP FWD PUR FROM USD NDF 1/6/2023                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-5679.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | COP FWD SALE TO USD NDF 1/13/2023                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $33531.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | CNH FWD PUR FROM USD 1/13/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $9429.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | CNH FWD SALE TO USD 1/13/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-6770.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | CZK FWD PUR FROM USD 1/13/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $90969.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | CLP FWD PUR FROM USD NDF 1/9/2023                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $28932.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | CZK FWD PUR FROM USD 1/10/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $8787.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | CNH FWD SALE TO USD 1/12/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-12313.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | CNH FWD SALE TO USD 1/11/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-5685.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | CZK FWD PUR FROM USD 1/11/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $34998.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | CNH FWD PUR FROM USD 1/13/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $7382.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | CZK FWD PUR FROM USD 1/23/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $33703.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | CNH FWD SALE TO USD 1/20/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-612.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | COP FWD SALE TO USD NDF 1/23/2023                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $3299.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | EUR FWD PUR FROM USD 1/13/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $4666.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | EUR FWD SALE TO USD 1/13/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-324212.06   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | EUR FWD SALE TO USD 1/12/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-43521.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | EUR FWD PUR FROM USD 1/12/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $20773.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | EUR FWD PUR FROM USD 1/20/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $49260.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | EUR FWD SALE TO USD 1/20/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-238415.94   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | EUR FWD SALE TO USD 1/23/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-24625.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | EGP FWD PUR FROM USD NDF 1/17/2023                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $12202.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | EUR FWD SALE TO USD 1/13/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-5430.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | EUR FWD SALE TO USD 1/12/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-2245.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | EUR FWD PUR FROM USD 1/20/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $615.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | EUR FWD SALE TO USD 1/23/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-5749.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | HUF FWD PUR FROM USD 1/25/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-340718.77   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | HUF FWD SALE TO USD 1/25/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-46622.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | HUF FWD PUR FROM USD 1/3/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $55092.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | HUF FWD PUR FROM USD 1/10/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $29456.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | HUF FWD PUR FROM USD 1/27/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $6259.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | HUF FWD SALE TO USD 1/3/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-6423.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | IDR FWD PUR FROM USD NDF 1/9/2023                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-2316.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | IDR FWD SALE TO USD NDF 1/9/2023                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $3612.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | ILS FWD SALE TO USD 1/10/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $64032.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | IDR FWD PUR FROM USD NDF 1/13/2023                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $1920.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | KRW FWD PUR FROM USD NDF 1/6/2023                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $21657.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | KRW FWD PUR FROM USD NDF 1/9/2023                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $137976.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | MXN FWD SALE TO USD 1/11/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $4909.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | MXN FWD SALE TO USD 1/3/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-1788.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | MXN FWD SALE TO USD 1/13/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-1032.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | MXN FWD SALE TO USD 1/13/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-166151.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | MXN FWD PUR FROM USD 1/10/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $20287.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | MYR FWD PUR FROM USD 1/10/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $516.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | MXN FWD PUR FROM USD 1/20/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $180174.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | MXN FWD SALE TO USD 1/20/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-3499.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | MYR FWD PUR FROM USD 1/11/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $4295.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | MYR FWD PUR FROM USD 1/13/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $5210.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | MYR FWD PUR FROM USD 3/23/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $10775.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | MXN FWD SALE TO USD 1/27/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $12249.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | MXN FWD PUR FROM USD 1/3/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-11345.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | PLN FWD PUR FROM USD 1/25/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-447474.20   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | PLN FWD PUR FROM USD 2/3/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-344831.45   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | PLN FWD SALE TO USD 1/25/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-48097.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | PLN FWD SALE TO USD 1/25/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-102507.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | PLN FWD PUR FROM USD 8/31/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $274935.21    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | PLN FWD SALE TO USD 1/25/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-270636.35   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | PEN FWD SALE TO USD NDF 1/9/2023                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-2748.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | PLN FWD PUR FROM USD 1/3/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $51585.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | PLN FWD SALE TO USD 1/13/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-43501.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | PLN FWD PUR FROM USD 1/10/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $56695.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | PLN FWD PUR FROM USD 1/17/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $80961.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | PEN FWD SALE TO USD NDF 1/23/2023                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-862.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | PLN FWD PUR FROM USD 1/23/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $11265.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | PLN FWD PUR FROM USD 1/27/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $6998.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | PLN FWD SALE TO USD 1/3/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-7561.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | THB FWD PUR FROM USD 1/11/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $5721.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | THB FWD PUR FROM USD 1/11/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $8338.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | THB FWD PUR FROM USD 1/11/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $40092.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | THB FWD PUR FROM USD 1/11/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $6733.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | THB FWD PUR FROM USD 1/11/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $44886.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | THB FWD PUR FROM USD 1/10/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $5939.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | THB FWD SALE TO USD 1/11/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-16380.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | THB FWD PUR FROM USD 6/9/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $24654.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | THB FWD SALE TO USD 1/10/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-9749.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | THB FWD PUR FROM USD 3/23/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $986.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | ZAR FWD SALE TO USD 2/7/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $222557.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | ZAR FWD PUR FROM USD 2/7/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-229770.57   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | ZAR FWD SALE TO USD 1/3/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-21998.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | ZAR FWD SALE TO USD 1/13/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-22061.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | ZAR FWD PUR FROM USD 1/13/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $10554.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | ZAR FWD SALE TO USD 1/9/2023                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-10867.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | ZAR FWD PUR FROM USD 1/10/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $12406.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | ZAR FWD PUR FROM USD 1/12/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $32249.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | ZAR FWD SALE TO USD 1/11/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-31187.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | ZAR FWD PUR FROM USD 1/17/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $2077.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | ZAR FWD SALE TO USD 1/27/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $1181.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | ZAR FWD PUR FROM USD 1/3/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-976.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                      | CAPITAL GROUP CENTRAL CASH FUND                                                       | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |      493253 | NS      | $49320335.47  | 5.68%             |  |  |  | No            |                  1 | On Loan: No      |
| RISKLESS ISSUER                                      | IRS RECFIX MXN 6.63% 06-29-21/06-23-26 CME                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-418797.21   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                      | IRS RECFIX MXN 6.44% 07-30-21/07-24-26 CME                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-81866.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                      | IRS RECFIX MXN 7.18% 09-21-21/09-09-31 CME                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-585800.74   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                      | IRS RECFIX MXN 7.28% 10-06-21/09-30-26 CME                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-35297.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                      | IRS RECFIX MXN 7.24% 10-08-21/10-02-26 CME                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-36164.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                      | IRS RECFIX HUF 11.5% 11-11-22/11-11-27 LCH                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $7249.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                      | IRS RECFIX PLN 7.75% 11-14-22/11-14-24 LCH                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $54998.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                      | OIS RECFIX BRL 11.97% 08-04-22/01-02-26                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-33788.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                      | OIS RECFIX BRL 11.46% 09-26-22/01-02-26                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-19043.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                      | OIS RECFIX BRL 11.46% 09-28-22/01-02-26                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-52737.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                      | OIS RECFIX BRL 11.15% 10-03-22/01-02-26                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-67150.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                      | OIS RECFIX BRL 11.415% 11-03-22/01-04-27                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-144092.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                    | EURO-BUND 10YR FUT RXH3 03-08-23                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          18 | NC      | $165497.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                      | UST 10YR FUT ULTRA UXYH3 03-22-23                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |           7 | NC      | $6594.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                      | UST 20YR FUT USH3 03-22-23                                                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |           7 | NC      | $-16756.33    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                      | UST 10YR FUT TYH3 03-22-23                                                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          26 | NC      | $27030.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                      | UST 30YR FUT ULTRA WNH3 03-22-23                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |          87 | NC      | $-79404.19    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                      | UST 5YR FUT FVH3 03-31-23                                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         165 | NC      | $59271.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                      | UST 2YR FUT TUH3 03-31-23                                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |           9 | NC      | $2159.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** American Funds Emerging Markets Bond Fund

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Analyst