# EDGAR Filing Document

**Accession Number:** 0000885709
**File Stem:** 0001752724-23-073312
**Filing Date:** 2023-3
**Character Count:** 135312
**Document Hash:** 750762b3f9750fc6165bc18734b51e22
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-073312.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001752724-23-073312

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PAYDEN & RYGEL INVESTMENT GROUP
- **CENTRAL INDEX KEY:** 0000885709
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06625
- **FILM NUMBER:** 23778189

**BUSINESS ADDRESS:**
- **STREET 1:** 333 S GRAND AVE
- **STREET 2:** 40TH FL
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071
- **BUSINESS PHONE:** 2136251900

**MAIL ADDRESS:**
- **STREET 1:** 333 S GRAND AVE
- **STREET 2:** 40TH FL
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PAYDENFUNDS
- **DATE OF NAME CHANGE:** 20010423

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PAYDEN & RYGEL INVESTMENT GROUP
- **DATE OF NAME CHANGE:** 19940104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** P&R INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19920929

## Series and Classes Contracts Data

### Payden Emerging Markets Bond Fund (Series ID: S000011762)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000032187 | Payden Emerging Markets Bond Fund (Investor Class) | PYEMX           |
| C000080937 | Payden Emerging Markets Bond Fund (Adviser Class)  | PYEWX           |
| C000115587 | Payden Emerging Markets Bond Fund (SI Class)       | PYEIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PAYDEN & RYGEL INVESTMENT GROUP

- **b. Investment Company Act file number:** 811-06625

- **c. CIK number of Registrant:** 0000885709

- **d. LEI of Registrant:** 549300QJNYRKYZS3P282

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

  - **Street Address 1:** 333 South Grand Avenue

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 213-625-1900

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

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

- **b. EDGAR series identifier (if any):** S000011762

- **c. LEI of Series:** M4EUXO8K6TPQMCE8GH31

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $852440864.86

**Total Liabilities:** $15359933.14

**Net Assets:** $837080931.72

**Delayed Delivery Securities:** $1955481.10

**Cash Not Reported:** $8969684.29

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 116.16483520 | **5-Year:** 1913.00000000 | **10-Year:** 25481.00000000 | **30-Year:** 209466.00000000

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

- **3-Month:** 255.63464860 | **1-Year:** 412.30293670 | **5-Year:** 18428.00000000 | **10-Year:** 122213.00000000 | **30-Year:** 154475.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000080937 | 9.19%                | 0.77%                | 3.86%                |
| Class ID C000032187 | 9.11%                | 0.90%                | 3.78%                |
| Class ID C000115587 | 9.13%                | 0.80%                | 3.90%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7039189.29             | $76964964.35                               |
| Month 2  | $-15683657.92            | $18672562.68                               |
| Month 3  | $-6896415.51             | $37481658.84                               |

**Designated Index Information**

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

- **Index Identifier:** JPEIDIVR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                            | CUSIP: 903724BM3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      980000 | PA      | $199384.92    | 0.02%             | 2034-09-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                       | Guatemala Government Bond                                        | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     2590000 | PA      | $2532345.05   | 0.30%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                    | Petroleos de Venezuela SA                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     3630000 | PA      | $181500.00    | 0.02%             | 2027-04-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | USD/THB FORWARD                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-117321.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                          | Leviathan Bond Ltd                                               | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     2615000 | PA      | $2553455.98   | 0.31%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                       | Costa Rica Government International Bond                         | CUSIP: 221597BV8<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1670000 | PA      | $1647037.50   | 0.20%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV                       | Grupo Bimbo SAB de CV                                            | CUSIP: 40052VAG9<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |      330000 | PA      | $267559.55    | 0.03%             | 2049-09-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                           | Lebanon Government International Bond                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     1210000 | PA      | $81061.53     | 0.01%             | 2029-05-25      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                    | Republic of South Africa Government Bond                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    91100000 | PA      | $3329076.72   | 0.40%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     6084000 | PA      | $4229263.88   | 0.51%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                              | Qatar Government International Bond                              | CUSIP: 74727PAY7<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     3260000 | PA      | $3371997.30   | 0.40%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                          | Dominican Republic International Bond                            | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     6835000 | PA      | $5284290.03   | 0.63%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                              | Qatar Government International Bond                              | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     4255000 | PA      | $4257442.37   | 0.51%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                      | Brazilian Government International Bond                          | CUSIP: 105756BZ2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2640000 | PA      | $2571574.61   | 0.31%             | 2028-01-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                           | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     5472000 | PA      | $4153413.69   | 0.50%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                       | Sri Lanka Government International Bond                          | CUSIP: 85227SAZ9<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     6165000 | PA      | $2149751.22   | 0.26%             | 2029-03-14      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                       | Guatemala Government Bond                                        | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     3060000 | PA      | $2559419.43   | 0.31%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                 | Ivory Coast Government International Bond                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2646000 | PA      | $2440420.21   | 0.29%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                           | Gabon Government International Bond                              | CUSIP: 362420AD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     5295000 | PA      | $4470039.00   | 0.53%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                     | Hungary Government International Bond                            | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     2310000 | PA      | $2393929.23   | 0.29%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                       | Mexico Government International Bond                             | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5520000 | PA      | $5310385.23   | 0.63%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                 | Ivory Coast Government International Bond                        | CUSIP: 221625AM8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2150000 | PA      | $2094474.10   | 0.25%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                          | Dominican Republic International Bond                            | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     4990000 | PA      | $4712645.47   | 0.56%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                              | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     5193000 | PA      | $4883497.20   | 0.58%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                    | Citigroup Global Markets Holdings Inc/United States              | CUSIP: 173074LL7<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |    15515000 | PA      | $279630.80    | 0.03%             | 2023-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                     | Philippine Government International Bond                         | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     2225000 | PA      | $1867184.87   | 0.22%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                          | Dominican Republic International Bond                            | CUSIP: 25714PCW6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1995000 | PA      | $1827060.18   | 0.22%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                       | Sri Lanka Government International Bond                          | CUSIP: 85227SAK2<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     2875000 | PA      | $1067006.63   | 0.13%             | 2022-07-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                     | Pakistan Government International Bond                           | CUSIP: 695847AU7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     2665000 | PA      | $1107067.65   | 0.13%             | 2051-04-08      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FONDO MIVIVIENDA SA                         | Fondo MIVIVIENDA SA                                              | CUSIP: 344593AE8<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | NUSS              | PE        |     6210000 | PA      | $1580763.98   | 0.19%             | 2024-02-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCING DAC                    | C&W Senior Financing DAC                                         | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |     3910000 | PA      | $3725721.70   | 0.45%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| 1MDB GLOBAL INVESTMENTS                     | 1MDB Global Investments Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | VG        |    24600000 | PA      | $24151770.29  | 2.89%             | 2023-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                           | Lebanon Government International Bond                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     2950000 | PA      | $199125.00    | 0.02%             | 2023-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                    | Adani Transmission Step-One Ltd                                  | CUSIP: 00652XAB4<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |     3025100 | PA      | $2259301.05   | 0.27%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV                       | Grupo Bimbo SAB de CV                                            | CUSIP: 40052VAF1<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |     2390000 | PA      | $2390932.10   | 0.29%             | N/A             | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                            | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     4360000 | PA      | $891794.40    | 0.11%             | 2035-03-15      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS EUR                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $336766.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | USD/HUF FORWARD                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $99411.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                     | Romanian Government International Bond                           | CUSIP: 77586RAS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2510000 | PA      | $2717506.72   | 0.32%             | 2053-01-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                           | Ghana Government International Bond                              | CUSIP: 37443GAB7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     3140000 | PA      | $1178536.20   | 0.14%             | 2032-03-26      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-221086.95   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                       | Argentine Republic Government International Bond                 | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1718995 | PA      | $589918.10    | 0.07%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                       | Sri Lanka Government International Bond                          | CUSIP: 85227SAQ9<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     7765000 | PA      | $2760503.47   | 0.33%             | 2025-11-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                      | Republic of Uzbekistan International Bond                        | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     9670000 | PA      | $8027183.04   | 0.96%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                    | Development Bank of Kazakhstan JSC                               | CUSIP: 000000000<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |  2098000000 | PA      | $4460617.35   | 0.53%             | 2023-05-04      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                       | Venezuela Government International Bond                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1420000 | PA      | $138450.00    | 0.02%             | 2038-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                    | Banco de Credito del Peru S.A.                                   | CUSIP: 05971U2D8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |      890000 | PA      | $789946.20    | 0.09%             | 2031-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                    | Saudi Government International Bond                              | CUSIP: 80413TAL3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     2435000 | PA      | $2418164.41   | 0.29%             | 2050-01-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                    | Weatherford International Ltd                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      365000 | PA      | $368894.55    | 0.04%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                         | Nigeria Government International Bond                            | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     7310000 | PA      | $5700995.90   | 0.68%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                        | Paraguay Government International Bond                           | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     4610000 | PA      | $3742051.51   | 0.45%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                         | Abu Dhabi Crude Oil Pipeline LLC                                 | CUSIP: 00401MAB2<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |     9808000 | PA      | $9367758.11   | 1.12%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                          | Angolan Government International Bond                            | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     4640000 | PA      | $4406793.60   | 0.53%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                          | Angolan Government International Bond                            | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     4210000 | PA      | $3907237.85   | 0.47%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                 | Ivory Coast Government International Bond                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     7630000 | PA      | $6796895.56   | 0.81%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                          | Dominican Republic International Bond                            | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     4775000 | PA      | $4421850.12   | 0.53%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                          | Angolan Government International Bond                            | CUSIP: 035198AA8<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     2265000 | PA      | $2369926.13   | 0.28%             | 2025-11-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                          | Dominican Republic International Bond                            | CUSIP: 25714PCV8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2915000 | PA      | $2911562.98   | 0.35%             | 2025-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                              | Trust Fibra Uno                                                  | CUSIP: 898339AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     2370000 | PA      | $2085730.35   | 0.25%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                          | Bahrain Government International Bond                            | CUSIP: 05675M2A1<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     2550000 | PA      | $2380432.65   | 0.28%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                          | Mongolia Government International Bond                           | CUSIP: 60937LAC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     3260000 | PA      | $3072550.00   | 0.37%             | 2026-04-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RUWAIS POWER CO PJSC                        | Ruwais Power Co PJSC                                             | CUSIP: 78348BAA0<br>LEI: 635400CH1S8AGGXHLZ09 | Long             | DBT              | CORP              | AE        |     2725000 | PA      | $2834917.89   | 0.34%             | 2036-08-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                      | Brazil Letras do Tesouro Nacional                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    49700000 | PA      | $8991373.54   | 1.07%             | 2023-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                    | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara        | CUSIP: 71568PAK5<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      864000 | PA      | $706949.42    | 0.08%             | 2049-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTERCORP PERU LTD                          | Intercorp Peru Ltd                                               | CUSIP: 458652AB0<br>LEI: 549300L0OFVSOE4NSY75 | Long             | DBT              | CORP              | BS        |      515000 | PA      | $431214.50    | 0.05%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                        | Saudi Arabian Oil Co                                             | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     2810000 | PA      | $1976031.34   | 0.24%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                    | Republic of South Africa Government International Bond           | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1725000 | PA      | $1574880.15   | 0.19%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS EUR                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $129946.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                          | Grupo Televisa SAB                                               | CUSIP: 000000000<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    26900000 | PA      | $878548.10    | 0.10%             | 2043-05-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY CO ISSUE                        | Star Energy Geothermal Darajat II / Star Energy Geothermal Salak | CUSIP: 85513LAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     5150000 | PA      | $4481882.21   | 0.54%             | 2038-10-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                      | Egypt Government International Bond                              | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     4120000 | PA      | $2929225.24   | 0.35%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                     | Pakistan Government International Bond                           | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     8895000 | PA      | $3787491.00   | 0.45%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                 | Ivory Coast Government International Bond                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2070000 | PA      | $1634535.65   | 0.20%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                      | Republic of Uzbekistan International Bond                        | CUSIP: 91822Q2A4<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     3715000 | PA      | $3491546.47   | 0.42%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                          | Panama Government International Bond                             | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2745000 | PA      | $2203135.30   | 0.26%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                          | Panama Government International Bond                             | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2830000 | PA      | $1903840.42   | 0.23%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                    | Uruguay Government International Bond                            | CUSIP: 917288BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   152116220 | PA      | $4127669.20   | 0.49%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | IRS MXN                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-66510.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                      | VTR Comunicaciones SpA                                           | CUSIP: 918367AC7<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |     1480000 | PA      | $976800.00    | 0.12%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                       | Argentine Republic Government International Bond                 | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     4697500 | PA      | $1609968.68   | 0.19%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                          | Bahrain Government International Bond                            | CUSIP: 05675M2G8<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     7250000 | PA      | $6415887.50   | 0.77%             | 2033-01-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                   | Prosus NV                                                        | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     2370000 | PA      | $1605186.16   | 0.19%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                          | Dominican Republic International Bond                            | CUSIP: 25714PEB0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2570000 | PA      | $2198159.55   | 0.26%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                      | Egypt Government International Bond                              | CUSIP: 03846JAF7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2870000 | PA      | $2045736.00   | 0.24%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                       | Bonos de la Tesoreria de la Republica en pesos                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  3730000000 | PA      | $4569925.23   | 0.55%             | 2024-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                     | Adani Ports & Special Economic Zone Ltd                          | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      820000 | PA      | $592744.14    | 0.07%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    56920000 | PA      | $992790.73    | 0.12%             | 2023-11-22      | Fixed         | 11.67%                | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | USD/HUF FORWARD                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-145276.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIA TELECOMUNICACIO                    | Colombia Telecomunicaciones SA ESP                               | CUSIP: 19533PAC4<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | CO        |     1332000 | PA      | $1164121.38   | 0.14%             | 2030-07-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                        | Saudi Arabian Oil Co                                             | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     5860000 | PA      | $5409366.00   | 0.65%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA SPAIN SLU                     | AI Candelaria Spain SA                                           | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     1780000 | PA      | $1388495.44   | 0.17%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | EUR/USD FORWARD                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $914935.32    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CIBANCO SA/PLA ADMIN                        | Cibanco SA Ibm / PLA Administradora Industrial S de RL de CV     | CUSIP: 17162LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     3207000 | PA      | $3020817.62   | 0.36%             | 2029-07-18      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                          | Panama Government International Bond                             | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2880000 | PA      | $2185093.01   | 0.26%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                       | Guatemala Government Bond                                        | CUSIP: 401494AP4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     2507000 | PA      | $2409217.02   | 0.29%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                           | Lebanon Government International Bond                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     1540000 | PA      | $103950.00    | 0.01%             | 2027-11-29      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                      | Oman Government International Bond                               | CUSIP: 682051AE7<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     6745000 | PA      | $6766300.71   | 0.81%             | 2027-03-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                 | Geopark Ltd                                                      | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |     2430000 | PA      | $2159890.14   | 0.26%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BRF SA                                      | BRF SA                                                           | CUSIP: 10552TAH0<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |     1645000 | PA      | $1154289.03   | 0.14%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                       | Bonos de la Tesoreria de la Republica en pesos                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  1705000000 | PA      | $2127998.39   | 0.25%             | 2023-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                       | Argentine Republic Government International Bond                 | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     8594090 | PA      | $3178435.24   | 0.38%             | 2038-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST                             | Energuate Trust                                                  | CUSIP: 29277RAA3<br>LEI: 549300RVM37LH8GY7E41 | Long             | DBT              | CORP              | KY        |      370000 | PA      | $355595.90    | 0.04%             | 2027-05-03      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                     | Romanian Government International Bond                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6435000 | PA      | $4304298.18   | 0.51%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | PHP/USD FORWARD                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $261969.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                    | Saudi Government International Bond                              | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     6035000 | PA      | $4796762.84   | 0.57%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PERTAMINA PERSERO PT                        | Pertamina Persero PT                                             | CUSIP: 69370PAC5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     3690000 | PA      | $3847642.81   | 0.46%             | 2048-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                       | Indonesia Government International Bond                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     5215000 | PA      | $4516115.11   | 0.54%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                       | Indonesia Government International Bond                          | CUSIP: 455780DP8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     3395000 | PA      | $3497155.55   | 0.42%             | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                              | Qatar Government International Bond                              | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     6990000 | PA      | $6622011.45   | 0.79%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                           | Republic of Kenya Government International Bond                  | CUSIP: 491798AE4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1095000 | PA      | $1033778.55   | 0.12%             | 2024-06-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                             | Cemex SAB de CV                                                  | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     1690000 | PA      | $1557081.50   | 0.19%             | N/A             | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                      | Oman Government International Bond                               | CUSIP: 68205LAE3<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     2050000 | PA      | $2292486.30   | 0.27%             | 2032-10-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                           | Republic of Kenya Government International Bond                  | CUSIP: 491798AG9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1405000 | PA      | $1245869.70   | 0.15%             | 2028-02-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BBFI LIQUIDATING TRUST                      | BBFI Liquidating Trust                                           | CUSIP: 07335VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5045708 | PA      | $1866911.88   | 0.22%             | 2099-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                         | Republic of Armenia International Bond                           | CUSIP: 042207AC4<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |     5390000 | PA      | $4522210.00   | 0.54%             | 2029-09-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                          | Dominican Republic International Bond                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     5195000 | PA      | $4525429.49   | 0.54%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                    | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara        | CUSIP: 71568PAD1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     2150000 | PA      | $1868691.68   | 0.22%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                         | Nigeria Government International Bond                            | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     2095000 | PA      | $1601962.70   | 0.19%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                    | Brazil Notas do Tesouro Nacional Serie F                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    59100000 | PA      | $11125009.12  | 1.33%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | USD/COP FORWARD                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-550017.79   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                           | Lebanon Government International Bond                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     2760000 | PA      | $184256.66    | 0.02%             | 2025-02-26      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                           | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     3325000 | PA      | $3019375.38   | 0.36%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                           | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     4359000 | PA      | $3596530.69   | 0.43%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                           | Kosmos Energy Ltd                                                | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      670000 | PA      | $573084.50    | 0.07%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                         | NBM US Holdings Inc                                              | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |     2230000 | PA      | $2172159.78   | 0.26%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                       | Costa Rica Government International Bond                         | CUSIP: 221602AC9<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1125000 | PA      | $1096875.00   | 0.13%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| ARAB REPUBLIC OF EGYPT                      | Egypt Government International Bond                              | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     3595000 | PA      | $2548481.12   | 0.30%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association              | USD/COP FORWARD                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $543258.93    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                              | Transocean Inc                                                   | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      195000 | PA      | $179186.48    | 0.02%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-91556.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF BELARUS                         | Republic of Belarus International Bond                           | CUSIP: 07737JAC7<br>LEI: 635400CVCOWYLHF4ZB08 | Long             | DBT              | NUSS              | BY        |     1450000 | PA      | $500250.00    | 0.06%             | 2030-02-28      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                | EUR/USD FORWARD                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $630752.18    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                     | Hungary Government International Bond                            | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     3780000 | PA      | $3724347.06   | 0.44%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | ZAR/USD FORWARD                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $219324.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | USD/CLP FORWARD                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $273488.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HUTAMA KARYA PERSERO PT                     | Hutama Karya Persero PT                                          | CUSIP: 69375MAA1<br>LEI: 2549009QN3GU8QCI7Q61 | Long             | DBT              | CORP              | ID        |     2920000 | PA      | $2694497.45   | 0.32%             | 2030-05-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                           | Ghana Government International Bond                              | CUSIP: 374422AD5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     7115000 | PA      | $4994260.41   | 0.60%             | 2030-10-14      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                          | Dominican Republic International Bond                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2670000 | PA      | $2282949.94   | 0.27%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                          | Dominican Republic International Bond                            | CUSIP: 25714PDW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2300000 | PA      | $1995048.82   | 0.24%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Payden Cash Reserves Money Market Fund      | Payden Cash Reserves Money Market Fund                           | CUSIP: 704329598<br>LEI: 549300SI0EB26HO5RT16 | Long             | STIV             | RF                | US        |    14767847 | NS      | $14767846.90  | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                     | Romanian Government International Bond                           | CUSIP: 77586RAF7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4950000 | PA      | $4135269.60   | 0.49%             | 2048-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | ZAR/USD FORWARD                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4329.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                    | Banco de Credito del Peru S.A.                                   | CUSIP: 05971U2C0<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     1105000 | PA      | $1018183.82   | 0.12%             | 2030-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                | RON/USD FORWARD                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-32201.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                    | Saudi Government International Bond                              | CUSIP: 80413TAW9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     3905000 | PA      | $2833987.37   | 0.34%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                           | Ghana Government International Bond                              | CUSIP: 37443GAM3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1910000 | PA      | $716248.09    | 0.09%             | 2034-04-07      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                      | Eskom Holdings SOC Ltd                                           | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     1605000 | PA      | $1545170.42   | 0.18%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| BRF SA                                      | BRF SA                                                           | CUSIP: 10552TAG2<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |      590000 | PA      | $499233.70    | 0.06%             | 2030-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS SECURITIES CORP.                | USD/CLP FORWARD                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16389.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                        | Colombian TES                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 19703364300 | PA      | $4240059.66   | 0.51%             | 2025-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                    | Republic of South Africa Government International Bond           | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     3110000 | PA      | $2380798.30   | 0.28%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS EUR                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $256455.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                       | Argentine Republic Government International Bond                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     8331273 | PA      | $2991182.53   | 0.36%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| FEL ENERGY VI SARL                          | FEL Energy VI Sarl                                               | CUSIP: 30260LAA3<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |     2240647 | PA      | $1949273.17   | 0.23%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                | PEN/USD FORWARD                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-276930.61   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                           | Kosmos Energy Ltd                                                | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      280000 | PA      | $249548.60    | 0.03%             | 2027-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                    | Republic of South Africa Government International Bond           | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1985000 | PA      | $1848491.55   | 0.22%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                           | Ghana Government International Bond                              | CUSIP: 37443GAK7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     2140000 | PA      | $734276.80    | 0.09%             | 2025-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                     | EIG Pearl Holdings Sarl                                          | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |     3065000 | PA      | $2436675.00   | 0.29%             | 2046-11-30      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                       | Mexico Government International Bond                             | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2570000 | PA      | $2733956.49   | 0.33%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                    | Republic of South Africa Government International Bond           | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1720000 | PA      | $1649641.68   | 0.20%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                            | CUSIP: 903724AU6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     4668000 | PA      | $1050608.09   | 0.13%             | 2029-09-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                    | Uruguay Government International Bond                            | CUSIP: 917288BL5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   301133914 | PA      | $8354626.60   | 1.00%             | 2040-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-147101.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2885000 | PA      | $2157997.89   | 0.26%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | MXN/USD FORWARD                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-70066.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                          | Mongolia Government International Bond                           | CUSIP: 60937LAF2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      530000 | PA      | $463750.00    | 0.06%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | EUR/USD FORWARD                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3367930.09  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                           | Jordan Government International Bond                             | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     4990000 | PA      | $4613294.92   | 0.55%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                           | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     3260000 | PA      | $3344246.78   | 0.40%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                         | Nigeria Government International Bond                            | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     5315000 | PA      | $4443839.61   | 0.53%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                          | Peru Government Bond                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    14805000 | PA      | $2832115.06   | 0.34%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | USD/PEN FORWARD                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17592.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | IDR/USD FORWARD                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $118853.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS USD                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-81954.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                         | Ecuador Government International Bond                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    10710000 | PA      | $7162020.33   | 0.86%             | 2030-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                          | Panama Government International Bond                             | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2770000 | PA      | $3002126.83   | 0.36%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1385000 | PA      | $289246.40    | 0.03%             | 2032-01-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | Ultra 10-Year US Treasury Note                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -55 | NC      | $-114912.05   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF NIGERIA                         | Nigeria Government International Bond                            | CUSIP: 65412JAH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     2140000 | PA      | $1492650.00   | 0.18%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | COP/USD FORWARD                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13370.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | USD/BRL FORWARD                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1048.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINI                    | Indonesia Asahan Aluminium Persero PT                            | CUSIP: 74445PAE2<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |     1260000 | PA      | $1250919.78   | 0.15%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                    | Petroleos de Venezuela SA                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     1122500 | PA      | $252562.50    | 0.03%             | 2020-10-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2940000 | PA      | $2866709.59   | 0.34%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                      | Egypt Government International Bond                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    11305000 | PA      | $8673043.78   | 1.04%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                          | Republic of Poland Government International Bond                 | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3790000 | PA      | $4105176.40   | 0.49%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                    | Adani Electricity Mumbai Ltd                                     | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     2122000 | PA      | $1587672.91   | 0.19%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GREENKO SOLAR MAURITIUS                     | Greenko Solar Mauritius Ltd                                      | CUSIP: 39530VAB4<br>LEI: 2138007S1PL541B3KP92 | Long             | DBT              | CORP              | MU        |      520000 | PA      | $490542.00    | 0.06%             | 2026-07-29      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                          | PBF Holding Co LLC / PBF Finance Corp                            | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2180000 | PA      | $2058388.70   | 0.25%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                      | Kazakhstan Government International Bond                         | CUSIP: 486661AH4<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     7155000 | PA      | $7617399.03   | 0.91%             | 2045-07-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                              | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4985000 | PA      | $3445780.55   | 0.41%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                      | Egypt Government International Bond                              | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     4350000 | PA      | $3122399.55   | 0.37%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                      | Mexico City Airport Trust                                        | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     5470000 | PA      | $4438795.60   | 0.53%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                      | India Cleantech Energy                                           | CUSIP: 45410BAA2<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |     2491557 | PA      | $2242401.30   | 0.27%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FERMACA ENTERPRISES S RL                    | Fermaca Enterprises S de RL de CV                                | CUSIP: 31503AAA2<br>LEI: 549300HYMZDEHWD3X752 | Long             | DBT              | CORP              | MX        |     3693388 | PA      | $3593703.02   | 0.43%             | 2038-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 FNC LTD                          | NBK Tier 1 Ltd                                                   | CUSIP: 62879NAA5<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | AE        |     2100000 | PA      | $1871845.50   | 0.22%             | N/A             | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                          | Turkey Government International Bond                             | CUSIP: 900123CJ7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2045000 | PA      | $1808974.28   | 0.22%             | 2026-04-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                       | Guatemala Government Bond                                        | CUSIP: 401494AQ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1755000 | PA      | $1682429.15   | 0.20%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                             | Bermuda Government International Bond                            | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     2050000 | PA      | $2063392.42   | 0.25%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc           | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     2140000 | PA      | $2103748.40   | 0.25%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                        | Bank Leumi Le-Israel BM                                          | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |     3615000 | PA      | $3300748.05   | 0.39%             | 2031-01-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                      | Egypt Government International Bond                              | CUSIP: 03846JW55<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     4370000 | PA      | $2922568.60   | 0.35%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                           | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     4680000 | PA      | $3297137.08   | 0.39%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                    | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara        | CUSIP: 71568PAP4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     5100000 | PA      | $3762154.08   | 0.45%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                           | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     3295000 | PA      | $2434818.63   | 0.29%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                    | Thailand Government Bond                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   332565000 | PA      | $8814260.35   | 1.05%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                       | Venezuela Government International Bond                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     2350000 | PA      | $158625.00    | 0.02%             | 2019-10-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                    | Republic of South Africa Government Bond                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    88800000 | PA      | $4410655.17   | 0.53%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                           | Ghana Government International Bond                              | CUSIP: 374422AH6<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     9970000 | PA      | $3639548.50   | 0.43%             | 2049-06-16      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINI                    | Indonesia Asahan Aluminium Persero PT                            | CUSIP: 74445PAG7<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |     2420000 | PA      | $2199285.13   | 0.26%             | 2050-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association              | USD/COP FORWARD                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-43787.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                       | Indonesia Government International Bond                          | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     2980000 | PA      | $2974639.40   | 0.36%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                         | Nigeria Government International Bond                            | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     5980000 | PA      | $4932543.20   | 0.59%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ODEBRECHT OIL & FINANCE                     | Odebrecht Oil & Gas Finance Ltd                                  | CUSIP: 67576JAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      868000 | PA      | $868.00       | 0.00%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                 | Ivory Coast Government International Bond                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2440000 | PA      | $2089223.99   | 0.25%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                            | CUSIP: 903724AT9<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     6015000 | PA      | $1348346.46   | 0.16%             | 2028-09-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                          | Angolan Government International Bond                            | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     4820000 | PA      | $4311731.00   | 0.52%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                           | Republic of Kenya Government International Bond                  | CUSIP: 491798AK0<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1115000 | PA      | $974967.15    | 0.12%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                    | AES Panama Generation Holdings SRL                               | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     1130000 | PA      | $1003655.13   | 0.12%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                     | KazMunayGas National Co JSC                                      | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     4975000 | PA      | $3790770.90   | 0.45%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                           | Lebanon Government International Bond                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     2590000 | PA      | $174177.50    | 0.02%             | 2032-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                       | Sri Lanka Government International Bond                          | CUSIP: 85227SAR7<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     9250000 | PA      | $3265859.58   | 0.39%             | 2026-07-18      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | USD/MXN FORWARD                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $351.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                       | Sri Lanka Government International Bond                          | CUSIP: 85227SBB1<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     1885000 | PA      | $657285.02    | 0.08%             | 2030-03-28      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                         | Ecuador Government International Bond                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     6647250 | PA      | $2821542.79   | 0.34%             | 2040-07-31      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                    | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara        | CUSIP: 71568PAF6<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     5075000 | PA      | $4934546.84   | 0.59%             | 2048-05-21      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GREENKO POWER II LTD                        | Greenko Power II Ltd                                             | CUSIP: 39530MAA6<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |      668500 | PA      | $577885.15    | 0.07%             | 2028-12-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                        | Paraguay Government International Bond                           | CUSIP: 699149AB6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     5875000 | PA      | $5843013.86   | 0.70%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                             | MARB BondCo PLC                                                  | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |     2530000 | PA      | $1996106.75   | 0.24%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                    | Republic of South Africa Government International Bond           | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2915000 | PA      | $2635917.90   | 0.31%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                          | Bahrain Government International Bond                            | CUSIP: 05674RAJ3<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     4005000 | PA      | $4052555.37   | 0.48%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                            | Peruvian Government International Bond                           | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3380000 | PA      | $2056691.57   | 0.25%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                       | Sri Lanka Government International Bond                          | CUSIP: 85227SAT3<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     7595000 | PA      | $2650065.25   | 0.32%             | 2027-05-11      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                         | Minejesa Capital BV                                              | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     7125000 | PA      | $6189060.00   | 0.74%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Citibank, National Association              | EUR/USD FORWARD                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $435416.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AZURE POWER SOLAR ENERGY                    | Azure Power Solar Energy Pvt Ltd                                 | CUSIP: 05502TAA6<br>LEI: 549300N77HEXIINE3X94 | Long             | DBT              | CORP              | MU        |     1085000 | PA      | $927816.05    | 0.11%             | 2024-12-24      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                | USD/EUR FORWARD                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-86186.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                              | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3810000 | PA      | $3601677.54   | 0.43%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                       | Venezuela Government International Bond                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     4560000 | PA      | $433200.00    | 0.05%             | 2025-04-21      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                 | Ivory Coast Government International Bond                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2250000 | PA      | $2066601.49   | 0.25%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                           | Jordan Government International Bond                             | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     3115000 | PA      | $3227918.75   | 0.39%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                           | Republic of Kenya Government International Bond                  | CUSIP: 491798AJ3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     4500000 | PA      | $4076572.50   | 0.49%             | 2027-05-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                    | Provincia de Buenos Aires/Government Bonds                       | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     3265000 | PA      | $922362.50    | 0.11%             | 2037-09-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                      | Eskom Holdings SOC Ltd                                           | CUSIP: 29646AAB2<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     1410000 | PA      | $1357026.30   | 0.16%             | 2025-02-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                          | Angolan Government International Bond                            | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     4315000 | PA      | $4018192.73   | 0.48%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.            | IRS MXN                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $122868.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS EUR                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $214655.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     3005000 | PA      | $658921.38    | 0.08%             | 2027-09-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                         | Nigeria Government International Bond                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     2480000 | PA      | $2045603.20   | 0.24%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                           | Lebanon Government International Bond                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     1805000 | PA      | $121837.50    | 0.01%             | 2026-11-27      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                    | Petroleos de Venezuela SA                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     2890000 | PA      | $140887.50    | 0.02%             | 2021-11-17      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                       | Mexico Government International Bond                             | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2440000 | PA      | $2509783.32   | 0.30%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                         | Ecuador Government International Bond                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    11219458 | PA      | $5515776.92   | 0.66%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                       | Mexico Government International Bond                             | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     7090000 | PA      | $5557015.23   | 0.66%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                   | IRS MXN                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $207085.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                      | Oman Government International Bond                               | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     4960000 | PA      | $4761600.00   | 0.57%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                          | Zambia Government International Bond                             | CUSIP: 988895AF5<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     4835000 | PA      | $2425530.94   | 0.29%             | 2027-07-30      | Fixed         | 8.97%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                            | CUSIP: 903724AW2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2695000 | PA      | $875174.30    | 0.10%             | 2041-08-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                        | Paraguay Government International Bond                           | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     2360000 | PA      | $2299049.44   | 0.27%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PARAGUAY                        | Paraguay Government International Bond                           | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     5180000 | PA      | $4635510.31   | 0.55%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONTINUUM ENERGY LEVANTE                    | Continuum Energy Levanter Pte Ltd                                | CUSIP: 21218MAB1<br>LEI: 254900MFSMO37F3WJ232 | Long             | DBT              | CORP              | SG        |     1427062 | PA      | $1286466.49   | 0.15%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                           | Jordan Government International Bond                             | CUSIP: 418097AG6<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     5935000 | PA      | $5934994.07   | 0.71%             | 2026-01-29      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                          | Dominican Republic International Bond                            | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     5325000 | PA      | $5246625.90   | 0.63%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                         | Senegal Government International Bond                            | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     4525000 | PA      | $3924849.25   | 0.47%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                       | Guatemala Government Bond                                        | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     2895000 | PA      | $2823433.43   | 0.34%             | 2050-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                           | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1440000 | PA      | $931770.39    | 0.11%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                 | Ivory Coast Government International Bond                        | CUSIP: 221625AK2<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2172880 | PA      | $2006198.17   | 0.24%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                         | Nigeria Government International Bond                            | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1010000 | PA      | $723594.30    | 0.09%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                    | Uruguay Government International Bond                            | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    41200000 | PA      | $961794.96    | 0.11%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                          | Zambia Government International Bond                             | CUSIP: 988895AE8<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     5150000 | PA      | $2602938.75   | 0.31%             | 2024-04-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                          | Dominican Republic International Bond                            | CUSIP: 25714PDJ4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     4035000 | PA      | $4161996.42   | 0.50%             | 2026-01-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                         | Republic of Armenia International Bond                           | CUSIP: 042207AD2<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |     9155000 | PA      | $7209058.98   | 0.86%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                      | Oman Government International Bond                               | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     2355000 | PA      | $2443406.70   | 0.29%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                     | Hungary Government International Bond                            | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     3085000 | PA      | $3198080.68   | 0.38%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                      | Brazil Letras do Tesouro Nacional                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    32000000 | PA      | $5622620.44   | 0.67%             | 2024-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | USD/BRL FORWARD                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1228340.44  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                     | Romanian Government International Bond                           | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4230000 | PA      | $3845201.13   | 0.46%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                              | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3950000 | PA      | $2850636.00   | 0.34%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                       | Indonesia Government International Bond                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1260000 | PA      | $1644300.00   | 0.20%             | 2035-10-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                    | Petroleos de Venezuela SA                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     3440000 | PA      | $167700.00    | 0.02%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2790000 | PA      | $583046.97    | 0.07%             | 2028-06-20      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                              | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3180000 | PA      | $2500449.26   | 0.30%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                    | Brazil Notas do Tesouro Nacional Serie F                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    29300000 | PA      | $5098932.69   | 0.61%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                       | Venezuela Government International Bond                          | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     5300000 | PA      | $534830.84    | 0.06%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | CLP/USD FORWARD                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-222785.39   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UAE INT'L GOVT BOND                         | UAE INTERNATIONAL GOVERNMENT BOND                                | CUSIP: 31424EAE2<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     3010000 | PA      | $3037914.74   | 0.36%             | 2052-07-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                    | Thailand Government Bond                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   106100000 | PA      | $2740356.91   | 0.33%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | PHP/USD FORWARD                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-325356.11   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                        | Petronas Capital Ltd                                             | CUSIP: 716743AR0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     2295000 | PA      | $2163169.32   | 0.26%             | 2050-04-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CIKARANG LISTRINDO PT                       | Cikarang Listrindo Tbk PT                                        | CUSIP: 536576AD3<br>LEI: 254900NPCIO562Z7FN53 | Long             | DBT              | CORP              | ID        |     2250000 | PA      | $2131634.81   | 0.25%             | 2026-09-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                          | Bahrain Government International Bond                            | CUSIP: 05675M2J2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     4000000 | PA      | $3554196.00   | 0.42%             | 2034-05-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.             | CDS CDX.NA.HY.39.V1                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-825393.98   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                    | Banco Nacional de Panama                                         | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |     2020000 | PA      | $1658864.40   | 0.20%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                     | Mexican Bonos                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   131300000 | PA      | $6635459.44   | 0.79%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                      | Oman Government International Bond                               | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     2870000 | PA      | $2838932.25   | 0.34%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEVT BANK OF MONGOLIA                       | Development Bank of Mongolia LLC                                 | CUSIP: 25161AAA7<br>LEI: 254900HRWK3OKXS9UW60 | Long             | DBT              | NUSS              | MN        |     5645000 | PA      | $5580477.65   | 0.67%             | 2023-10-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                      | Galaxy Pipeline Assets Bidco Ltd                                 | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     3775000 | PA      | $3096174.48   | 0.37%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NAMIBIA                         | Namibia International Bonds                                      | CUSIP: 62987BAB8<br>LEI: 549300T6Y4CWK77SML15 | Long             | DBT              | NUSS              | NA        |     3693000 | PA      | $3508423.86   | 0.42%             | 2025-10-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                        | Paraguay Government International Bond                           | CUSIP: 699149AF7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     2745000 | PA      | $2496250.46   | 0.30%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                           | Lebanon Government International Bond                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     1096000 | PA      | $73815.60     | 0.01%             | 2030-02-26      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF BELARUS                         | Republic of Belarus International Bond                           | CUSIP: 07737JAA1<br>LEI: 635400CVCOWYLHF4ZB08 | Long             | DBT              | NUSS              | BY        |     1145000 | PA      | $492350.00    | 0.06%             | 2027-06-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                       | Costa Rica Government International Bond                         | CUSIP: 221597CP0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1750000 | PA      | $1725062.50   | 0.21%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF KENYA                           | Republic of Kenya Government International Bond                  | CUSIP: 491798AH7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1275000 | PA      | $1007709.00   | 0.12%             | 2048-02-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                          | Serbia International Bond                                        | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1690000 | PA      | $1293390.80   | 0.15%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                          | Peru Government Bond                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    43310000 | PA      | $10248496.89  | 1.22%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                | USD/PLN FORWARD                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-107254.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                  | USD/PEN FORWARD                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10293.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                    | Republic of South Africa Government Bond                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   147930000 | PA      | $7793105.43   | 0.93%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                           | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     4815000 | PA      | $4681798.71   | 0.56%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                           | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1970000 | PA      | $1949228.64   | 0.23%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                             | Bermuda Government International Bond                            | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     2710000 | PA      | $1966709.98   | 0.23%             | 2050-08-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                           | Chile Government International Bond                              | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     3120000 | PA      | $2047032.94   | 0.24%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                     | Romanian Government International Bond                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2726000 | PA      | $2223365.72   | 0.27%             | 2049-04-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                       | Argentine Republic Government International Bond                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    11397476 | PA      | $3531125.19   | 0.42%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                            | CUSIP: 903724AS1<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1135000 | PA      | $248877.13    | 0.03%             | 2027-09-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                          | Mongolia Government International Bond                           | CUSIP: 60937LAG0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     2270000 | PA      | $2377825.00   | 0.28%             | 2028-01-19      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                      | Eskom Holdings SOC Ltd                                           | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     8200000 | PA      | $7860684.00   | 0.94%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                           | Kosmos Energy Ltd                                                | CUSIP: 500688AC0<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      960000 | PA      | $869510.40    | 0.10%             | 2026-04-04      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     7806000 | PA      | $6490185.04   | 0.78%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                    | Republic of South Africa Government International Bond           | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2700000 | PA      | $2070400.50   | 0.25%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD                    | Mizrahi Tefahot Bank Ltd                                         | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | DBT              | CORP              | IL        |     1690000 | PA      | $1525647.50   | 0.18%             | 2031-04-07      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                          | Dominican Republic International Bond                            | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2225000 | PA      | $1789101.27   | 0.21%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                     | Romania Government Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    21705000 | PA      | $4246969.39   | 0.51%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINI                    | Indonesia Asahan Aluminium Persero PT                            | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |     2140000 | PA      | $2132637.61   | 0.25%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-29

**Name of Applicant:** PAYDEN & RYGEL INVESTMENT GROUP

**Signature:** Sandi Brents

**Name of Signer:** Sandi Brents

**Title:** Compliance Officer