# EDGAR Filing Document

**Accession Number:** 0000225322
**File Stem:** 0000035402-25-002210
**Filing Date:** 2025-11
**Character Count:** 288031
**Document Hash:** e0dacfbc272b020ee97b8d6faaddeb3c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-002210.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0000035402-25-002210

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SUMMER STREET TRUST
- **CENTRAL INDEX KEY:** 0000225322

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02737
- **FILM NUMBER:** 251519652

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY HIGH INCOME FUND
- **DATE OF NAME CHANGE:** 19890309

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY AGGRESSIVE INCOME FUND
- **DATE OF NAME CHANGE:** 19810205

## Series and Classes Contracts Data

### Fidelity New Markets Income Fund (Series ID: S000017692)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000048888 | Fidelity New Markets Income Fund                  | FNMIX           |
| C000206228 | Fidelity Advisor New Markets Income Fund: Class M | FGWMX           |
| C000206229 | Fidelity Advisor New Markets Income Fund: Class C | FGYMX           |
| C000206230 | Fidelity Advisor New Markets Income Fund: Class I | FGZMX           |
| C000206231 | Fidelity Advisor New Markets Income Fund: Class Z | FGBMX           |
| C000206232 | Fidelity Advisor New Markets Income Fund: Class A | FGVMX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® New Markets Income Fund**

**September 30, 2025**

NMI-NPRT3-1125

1.808781.121 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Convertible Preferred Stocks - 0.1%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.1%** | &nbsp;&nbsp;**Convertible Preferred Stocks - 0.1%** |
|  | Shares | Value ($)<br>|
| BRAZIL - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| Vale SA Series A6, 1.9554% (b)<br>(Cost $6,699,478)<br>| 1125500 | **7549504** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Fixed-Income Funds - 1.0%** | &nbsp;&nbsp;**Fixed-Income Funds - 1.0%** | &nbsp;&nbsp;**Fixed-Income Funds - 1.0%** |
|  | Shares | Value ($)<br>|
| iShares JP Morgan USD Emerging Markets Bond ETF (c)<br>(Cost $47,926,418)<br>| 525100 | **49984269** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 55.8%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 55.8%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 55.8%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 55.8%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| ALBANIA - 0.0%  |  |  |  |
| Republic of Albania 4.75% 2/14/2035 (d) | EUR | 4855000 | 5739665 |
| ANGOLA - 1.7%  |  |  |  |
| Angola Republic 8% 11/26/2029 (e) |  | 10895000 | 10586672 |
| Angola Republic 8.25% 5/9/2028 (e) |  | 26255000 | 26306197 |
| Angola Republic 8.75% 4/14/2032 (e) |  | 11505000 | 10980142 |
| Angola Republic 9.125% 11/26/2049 (e) |  | 7695000 | 6440714 |
| Angola Republic 9.375% 5/8/2048 (e) |  | 21145000 | 18073689 |
| Angola Republic 9.5% 11/12/2025 (e) |  | 16180000 | 16180000 |
| TOTAL ANGOLA |  |  | 88567414 |
| ARGENTINA - 2.1%  |  |  |  |
| Argentine Republic 0.75% 7/9/2030 (f) |  | 52438778 | 35422395 |
| Argentine Republic 1% 7/9/2029  |  | 13949598 | 10099509 |
| Argentine Republic 4.125% 7/9/2035 (f) |  | 78135665 | 40943088 |
| Argentine Republic 5% 1/9/2038 (f) |  | 46294088 | 25994130 |
| TOTAL ARGENTINA |  |  | 112459122 |
| ARMENIA - 0.4%  |  |  |  |
| Republic of Armenia 3.6% 2/2/2031 (e) |  | 14165000 | 12741418 |
| Republic of Armenia 6.75% 3/12/2035 (e) |  | 9085000 | 9272378 |
| TOTAL ARMENIA |  |  | 22013796 |
| BAHRAIN - 0.3%  |  |  |  |
| Bahrain Kingdom 5.625% 5/18/2034 (e) |  | 10220000 | 9908290 |
| Bahrain Kingdom 7.5% 2/12/2036 (e) |  | 3705000 | 4052344 |
| TOTAL BAHRAIN |  |  | 13960634 |
| BENIN - 0.3%  |  |  |  |
| Republic of Benin 7.96% 2/13/2038 (e) |  | 10725000 | 10954622 |
| Republic of Benin 8.375% 1/23/2041 (e) |  | 3550000 | 3709750 |
| TOTAL BENIN |  |  | 14664372 |
| BERMUDA - 0.2%  |  |  |  |
| Bermuda Government International Bond 2.375% 8/20/2030 (e) |  | 5325000 | 4831106 |
| Bermuda Government International Bond 3.375% 8/20/2050 (e) |  | 5015000 | 3523038 |
| Bermuda Government International Bond 5% 7/15/2032 (e) |  | 3830000 | 3928163 |
| TOTAL BERMUDA |  |  | 12282307 |
| BRAZIL - 1.6%  |  |  |  |
| Federative Republic of Brazil 12.25% 3/6/2030  |  | 13317000 | 17289062 |
| Federative Republic of Brazil 3.875% 6/12/2030  |  | 4830000 | 4627140 |
| Federative Republic of Brazil 4.75% 1/14/2050  |  | 9500000 | 7096500 |
| Federative Republic of Brazil 5% 1/27/2045  |  | 23550000 | 19146150 |
| Federative Republic of Brazil 5.625% 2/21/2047  |  | 1900000 | 1626874 |
| Federative Republic of Brazil 7.125% 1/20/2037  |  | 10860000 | 11943285 |
| Federative Republic of Brazil 7.250% 1/12/2056  |  | 7350000 | 7436363 |
| Federative Republic of Brazil 8.25% 1/20/2034  |  | 11336000 | 13251784 |
| TOTAL BRAZIL |  |  | 82417158 |
| CHILE - 1.3%  |  |  |  |
| Chilean Republic 2.45% 1/31/2031  |  | 30240000 | 27397440 |
| Chilean Republic 3.1% 1/22/2061  |  | 23465000 | 14552524 |
| Chilean Republic 3.5% 1/31/2034  |  | 7100000 | 6510700 |
| Chilean Republic 4% 1/31/2052  |  | 3960000 | 3121470 |
| Chilean Republic 4.34% 3/7/2042  |  | 5555000 | 4916175 |
| Chilean Republic 5.33% 1/5/2054  |  | 9740000 | 9459975 |
| TOTAL CHILE |  |  | 65958284 |
| COLOMBIA - 2.8%  |  |  |  |
| Colombian Republic 3% 1/30/2030  |  | 24145000 | 21841567 |
| Colombian Republic 3.125% 4/15/2031  |  | 24300000 | 21141000 |
| Colombian Republic 3.875% 2/15/2061  |  | 6730000 | 4113713 |
| Colombian Republic 4.125% 5/15/2051  |  | 6805000 | 4424951 |
| Colombian Republic 5% 6/15/2045  |  | 34505000 | 25921881 |
| Colombian Republic 5.2% 5/15/2049  |  | 20620000 | 15501085 |
| Colombian Republic 5.625% 2/26/2044  |  | 11500000 | 9441500 |
| Colombian Republic 6.125% 1/18/2041  |  | 6410000 | 5741758 |
| Colombian Republic 7.375% 4/25/2030  |  | 4800000 | 5131200 |
| Colombian Republic 7.375% 9/18/2037  |  | 3680000 | 3793012 |
| Colombian Republic 7.5% 2/2/2034  |  | 4055000 | 4278025 |
| Colombian Republic 8% 11/14/2035  |  | 5970000 | 6413273 |
| Colombian Republic 8% 4/20/2033  |  | 4165000 | 4539850 |
| Colombian Republic 8.5% 4/25/2035  |  | 7630000 | 8434965 |
| Colombian Republic 8.75% 11/14/2053  |  | 5645000 | 6199621 |
| TOTAL COLOMBIA |  |  | 146917401 |
| COSTA RICA - 1.2%  |  |  |  |
| Republic of Costa Rica 5.625% 4/30/2043 (e) |  | 15058000 | 14042714 |
| Republic of Costa Rica 6.125% 2/19/2031 (e) |  | 19190000 | 19995980 |
| Republic of Costa Rica 6.55% 4/3/2034 (e) |  | 10190000 | 10964440 |
| Republic of Costa Rica 7% 4/4/2044 (e) |  | 4575000 | 4873519 |
| Republic of Costa Rica 7.3% 11/13/2054 (e) |  | 10200000 | 11169000 |
| TOTAL COSTA RICA |  |  | 61045653 |
| COTE D'IVOIRE - 0.9%  |  |  |  |
| Republic of Cote d'Ivoire 6.125% 6/15/2033 (e) |  | 12360000 | 11837790 |
| Republic of Cote d'Ivoire 6.375% 3/3/2028 (e) |  | 8149000 | 8266346 |
| Republic of Cote d'Ivoire 7.625% 1/30/2033 (e) |  | 12005000 | 12485200 |
| Republic of Cote d'Ivoire 8.075% 4/1/2036 (e) |  | 5550000 | 5738700 |
| Republic of Cote d'Ivoire 8.25% 1/30/2037 (e) |  | 7215000 | 7509588 |
| TOTAL COTE D'IVOIRE |  |  | 45837624 |
| DOMINICAN REPUBLIC - 3.0%  |  |  |  |
| Dominican Republic 4.5% 1/30/2030 (e) |  | 17850000 | 17475150 |
| Dominican Republic 4.875% 9/23/2032 (e) |  | 10930000 | 10470940 |
| Dominican Republic 5.3% 1/21/2041 (e) |  | 6000000 | 5423250 |
| Dominican Republic 5.875% 1/30/2060 (e) |  | 22430000 | 19982326 |
| Dominican Republic 5.95% 1/25/2027 (e) |  | 10954000 | 11147119 |
| Dominican Republic 6% 7/19/2028 (e) |  | 17451000 | 18044334 |
| Dominican Republic 6.4% 6/5/2049 (e) |  | 6013000 | 5948360 |
| Dominican Republic 6.5% 2/15/2048 (e) |  | 2590000 | 2585468 |
| Dominican Republic 6.6% 6/1/2036 (e) |  | 4104000 | 4300992 |
| Dominican Republic 6.85% 1/27/2045 (e) |  | 19929000 | 20671355 |
| Dominican Republic 7.05% 2/3/2031 (e) |  | 12605000 | 13594493 |
| Dominican Republic 7.15% 2/24/2055 (e) |  | 7380000 | 7878150 |
| Dominican Republic 7.45% 4/30/2044 (e) |  | 20824000 | 22916812 |
| TOTAL DOMINICAN REPUBLIC |  |  | 160438749 |
| ECUADOR - 1.5%  |  |  |  |
| Republic of Ecuador 5% 7/31/2040 (e)(f) |  | 12750000 | 8414999 |
| Republic of Ecuador 6.9% 7/31/2030 (e)(f) |  | 38567847 | 34191955 |
| Republic of Ecuador 6.9% 7/31/2035 (e)(f) |  | 48400000 | 36070139 |
| TOTAL ECUADOR |  |  | 78677093 |
| EGYPT - 2.8%  |  |  |  |
| Arab Republic of Egypt 6.375% 4/11/2031 (e) | EUR | 6575000 | 7382968 |
| Arab Republic of Egypt 7.0529% 1/15/2032 (e) |  | 7990000 | 7697886 |
| Arab Republic of Egypt 7.3% 9/30/2033 (e) |  | 7750000 | 7343125 |
| Arab Republic of Egypt 7.5% 1/31/2027 (e) |  | 17344000 | 17560800 |
| Arab Republic of Egypt 7.5% 2/16/2061 (e) |  | 24425000 | 19124775 |
| Arab Republic of Egypt 7.6003% 3/1/2029 (e) |  | 9839000 | 10163687 |
| Arab Republic of Egypt 7.903% 2/21/2048 (e) |  | 17090000 | 14163338 |
| Arab Republic of Egypt 8.5% 1/31/2047 (e) |  | 34441000 | 30265029 |
| Arab Republic of Egypt 8.7002% 3/1/2049 (e) |  | 15240000 | 13544550 |
| Arab Republic of Egypt 9.45% 2/4/2033 (e) |  | 2300000 | 2454537 |
| Arab Republic of Egypt Treasury Bills 0% 11/18/2025 (g) | EGP | 107000000 | 2149726 |
| Arab Republic of Egypt Treasury Bills 0% 11/25/2025 (g) | EGP | 259675000 | 5217351 |
| Arab Republic of Egypt Treasury Bills 0% 2/17/2026 (g) | EGP | 332900000 | 6310560 |
| Egyptian Financial Co for Sovereign Taskeek/The 7.95% 10/7/2032 (e) |  | 3760000 | 3760000 |
| TOTAL EGYPT |  |  | 147138332 |
| EL SALVADOR - 0.8%  |  |  |  |
| El Salvador Republic 0.25% 4/17/2030 (e) |  | 5455000 | 117283 |
| El Salvador Republic 7.1246% 1/20/2050 (e) |  | 8578000 | 7394236 |
| El Salvador Republic 7.625% 2/1/2041 (e) |  | 11695000 | 11176093 |
| El Salvador Republic 7.65% 6/15/2035 (e) |  | 11205000 | 11385120 |
| El Salvador Republic 9.25% 4/17/2030 (e) |  | 5455000 | 5940495 |
| El Salvador Republic 9.65% 11/21/2054 (e) |  | 3465000 | 3728340 |
| TOTAL EL SALVADOR |  |  | 39741567 |
| GABON - 0.3%  |  |  |  |
| Gabonese Republic 6.625% 2/6/2031 (e) |  | 6715000 | 5414976 |
| Gabonese Republic 7% 11/24/2031 (e) |  | 10200000 | 8156838 |
| TOTAL GABON |  |  | 13571814 |
| GEORGIA - 0.2%  |  |  |  |
| Georgia Republic 2.75% 4/22/2026 (e) |  | 9785000 | 9541308 |
| GHANA - 0.6%  |  |  |  |
| Ghana Republic 0% 1/3/2030 (e)(g) |  | 2015018 | 1717803 |
| Ghana Republic 0% 7/3/2026 (e)(g) |  | 999150 | 964180 |
| Ghana Republic 5% 7/3/2029 (e)(f) |  | 17822155 | 17332046 |
| Ghana Republic 5% 7/3/2035 (e)(f) |  | 14506529 | 12149218 |
| TOTAL GHANA |  |  | 32163247 |
| GUATEMALA - 1.4%  |  |  |  |
| Republic of Guatemala 3.7% 10/7/2033 (e) |  | 2500000 | 2220000 |
| Republic of Guatemala 4.9% 6/1/2030 (e) |  | 2500000 | 2487500 |
| Republic of Guatemala 5.25% 8/10/2029 (e) |  | 9000000 | 9079875 |
| Republic of Guatemala 5.375% 4/24/2032 (e) |  | 5270000 | 5301620 |
| Republic of Guatemala 6.125% 6/1/2050 (e) |  | 14765000 | 14307285 |
| Republic of Guatemala 6.25% 8/15/2036 (e) |  | 13465000 | 13909345 |
| Republic of Guatemala 6.55% 2/6/2037 (e) |  | 6200000 | 6539078 |
| Republic of Guatemala 6.6% 6/13/2036 (e) |  | 13040000 | 13809360 |
| Republic of Guatemala 6.875% 8/15/2055 (e) |  | 5795000 | 6071711 |
| TOTAL GUATEMALA |  |  | 73725774 |
| HUNGARY - 1.4%  |  |  |  |
| Hungary Government 2.125% 9/22/2031 (e) |  | 13890000 | 11923130 |
| Hungary Government 3.125% 9/21/2051 (e) |  | 19355000 | 12211070 |
| Hungary Government 5.25% 6/16/2029 (e) |  | 6100000 | 6226575 |
| Hungary Government 5.5% 3/26/2036 (e) |  | 10290000 | 10364088 |
| Hungary Government 5.5% 6/16/2034 (e) |  | 7895000 | 8026254 |
| Hungary Government 6.75% 9/25/2052 (e) |  | 12980000 | 13992440 |
| Hungary Government 7% 10/24/2035  | HUF | 2016570000 | 6130204 |
| Hungary Government 7.625% 3/29/2041  |  | 5500000 | 6520250 |
| TOTAL HUNGARY |  |  | 75394011 |
| INDONESIA - 1.6%  |  |  |  |
| Indonesia Government 5.125% 1/15/2045 (e) |  | 12522000 | 12346692 |
| Indonesia Government 6.625% 2/17/2037 (e) |  | 18536000 | 21024458 |
| Indonesia Government 7.75% 1/17/2038 (e) |  | 21772000 | 26866648 |
| Indonesia Government 8.5% 10/12/2035 (e) |  | 19301000 | 24630585 |
| TOTAL INDONESIA |  |  | 84868383 |
| JAMAICA - 0.1%  |  |  |  |
| Jamaican Government 7.875% 7/28/2045  |  | 7490000 | 9025450 |
| JORDAN - 0.5%  |  |  |  |
| Jordan Government 7.375% 10/10/2047 (e) |  | 11275000 | 10803565 |
| Jordan Government 7.5% 1/13/2029 (e) |  | 6610000 | 6882398 |
| Jordan Government 7.75% 1/15/2028 (e) |  | 7605000 | 7944867 |
| TOTAL JORDAN |  |  | 25630830 |
| KENYA - 0.7%  |  |  |  |
| Republic of Kenya 6.3% 1/23/2034 (e) |  | 15455000 | 13581081 |
| Republic of Kenya 7.25% 2/28/2028 (e) |  | 4015000 | 4123894 |
| Republic of Kenya 8% 5/22/2032 (e) |  | 4815000 | 4778262 |
| Republic of Kenya 9.5% 3/5/2036 (e) |  | 1600000 | 1637680 |
| Republic of Kenya 9.75% 2/16/2031 (e) |  | 10905000 | 11638907 |
| TOTAL KENYA |  |  | 35759824 |
| LEBANON - 0.5%  |  |  |  |
| Lebanon Republic 5.8% (d)(h) |  | 8540000 | 1887340 |
| Lebanon Republic 6% (d)(h) |  | 5256000 | 1161576 |
| Lebanon Republic 6.1% (d)(h) |  | 37296000 | 8242416 |
| Lebanon Republic 6.2% (d)(h) |  | 5669000 | 1252849 |
| Lebanon Republic 6.375% (d)(h) |  | 35061000 | 7783542 |
| Lebanon Republic 6.65% (d)(h) |  | 3000000 | 663000 |
| Lebanon Republic 6.75% (d)(h) |  | 3000000 | 663000 |
| Lebanon Republic 8.25% (d)(h) |  | 15320000 | 3408700 |
| TOTAL LEBANON |  |  | 25062423 |
| MEXICO - 2.1%  |  |  |  |
| United Mexican States 3.25% 4/16/2030  |  | 23060000 | 21768640 |
| United Mexican States 4.35% 1/15/2047  |  | 5360000 | 4143279 |
| United Mexican States 4.75% 4/27/2032  |  | 5375000 | 5265458 |
| United Mexican States 5.375% 3/22/2033  |  | 6990000 | 6983010 |
| United Mexican States 5.75% 10/12/2110  |  | 8780000 | 7524460 |
| United Mexican States 6.05% 1/11/2040  |  | 35198000 | 35484160 |
| United Mexican States 6.338% 5/4/2053  |  | 5935000 | 5772440 |
| United Mexican States 6.35% 2/9/2035  |  | 9065000 | 9586238 |
| United Mexican States 6.875% 5/13/2037  |  | 4855000 | 5240972 |
| United Mexican States 7.375% 5/13/2055  |  | 8925000 | 9821963 |
| TOTAL MEXICO |  |  | 111590620 |
| MONGOLIA - 0.2%  |  |  |  |
| Mongolia Government 3.5% 7/7/2027 (e) |  | 2675000 | 2572013 |
| Mongolia Government 6.625% 2/25/2030 (e) |  | 7365000 | 7481919 |
| Mongolia Government 7.875% 6/5/2029 (e) |  | 1970000 | 2090662 |
| TOTAL MONGOLIA |  |  | 12144594 |
| MONTENEGRO - 0.5%  |  |  |  |
| Republic of Montenegro 4.875% 4/1/2032 (e) | EUR | 3765000 | 4427194 |
| Republic of Montenegro 7.25% 3/12/2031 (e) |  | 18750000 | 19918500 |
| TOTAL MONTENEGRO |  |  | 24345694 |
| MOROCCO - 0.2%  |  |  |  |
| Moroccan Kingdom 6.5% 9/8/2033 (e) |  | 9915000 | 10894106 |
| NIGERIA - 2.4%  |  |  |  |
| Republic of Nigeria 0% 10/7/2025 (g) | NGN | 11518630000 | 7739325 |
| Republic of Nigeria 6.125% 9/28/2028 (e) |  | 13115000 | 12879153 |
| Republic of Nigeria 6.5% 11/28/2027 (e) |  | 25043000 | 25136911 |
| Republic of Nigeria 7.143% 2/23/2030 (e) |  | 11415000 | 11290690 |
| Republic of Nigeria 7.625% 11/21/2025 (e) |  | 15862000 | 15870407 |
| Republic of Nigeria 7.625% 11/28/2047 (e) |  | 23015000 | 19744569 |
| Republic of Nigeria 7.696% 2/23/2038 (e) |  | 3500000 | 3241874 |
| Republic of Nigeria 7.875% 2/16/2032 (e) |  | 15065000 | 14936458 |
| Republic of Nigeria 8.375% 3/24/2029 (e) |  | 17000000 | 17586500 |
| TOTAL NIGERIA |  |  | 128425887 |
| OMAN - 1.4%  |  |  |  |
| Oman Sultanate 6% 8/1/2029 (e) |  | 4410000 | 4643730 |
| Oman Sultanate 6.25% 1/25/2031 (e) |  | 14685000 | 15824115 |
| Oman Sultanate 6.5% 3/8/2047 (e) |  | 17700000 | 19123080 |
| Oman Sultanate 6.75% 1/17/2048 (e) |  | 27440000 | 30164781 |
| Oman Sultanate 7% 1/25/2051 (e) |  | 2880000 | 3250800 |
| TOTAL OMAN |  |  | 73006506 |
| PAKISTAN - 1.2%  |  |  |  |
| Islamic Republic of Pakistan 6% 4/8/2026 (e) |  | 24660000 | 24536700 |
| Islamic Republic of Pakistan 6.875% 12/5/2027 (e) |  | 29055000 | 28996890 |
| Islamic Republic of Pakistan 7.375% 4/8/2031 (e) |  | 7180000 | 7036400 |
| Islamic Republic of Pakistan 7.875% 3/31/2036 (e) |  | 1293000 | 1221885 |
| TOTAL PAKISTAN |  |  | 61791875 |
| PANAMA - 1.8%  |  |  |  |
| Panamanian Republic 2.252% 9/29/2032  |  | 18445000 | 14955206 |
| Panamanian Republic 3.16% 1/23/2030  |  | 13515000 | 12582465 |
| Panamanian Republic 3.298% 1/19/2033  |  | 16210000 | 13973020 |
| Panamanian Republic 3.87% 7/23/2060  |  | 21270000 | 13782960 |
| Panamanian Republic 4.3% 4/29/2053  |  | 7000000 | 5140625 |
| Panamanian Republic 4.5% 4/16/2050  |  | 10770000 | 8124753 |
| Panamanian Republic 4.5% 5/15/2047  |  | 4515000 | 3496360 |
| Panamanian Republic 6.4% 2/14/2035  |  | 9790000 | 10147335 |
| Panamanian Republic 7.875% 3/1/2057  |  | 5480000 | 6180755 |
| Panamanian Republic 8% 3/1/2038  |  | 5795000 | 6607985 |
| TOTAL PANAMA |  |  | 94991464 |
| PARAGUAY - 0.8%  |  |  |  |
| Republic of Paraguay 2.739% 1/29/2033 (e) |  | 5873000 | 5191732 |
| Republic of Paraguay 4.95% 4/28/2031 (e) |  | 15930000 | 16089300 |
| Republic of Paraguay 5.4% 3/30/2050 (e) |  | 12025000 | 11069013 |
| Republic of Paraguay 5.6% 3/13/2048 (e) |  | 3335000 | 3159078 |
| Republic of Paraguay 6% 2/9/2036 (e) |  | 4280000 | 4545360 |
| Republic of Paraguay 6.65% 3/4/2055 (e) |  | 3430000 | 3653808 |
| TOTAL PARAGUAY |  |  | 43708291 |
| PERU - 1.0%  |  |  |  |
| Peruvian Republic 2.783% 1/23/2031  |  | 13915000 | 12833108 |
| Peruvian Republic 3% 1/15/2034  |  | 21165000 | 18360638 |
| Peruvian Republic 3.3% 3/11/2041  |  | 30340000 | 23574180 |
| TOTAL PERU |  |  | 54767926 |
| PHILIPPINES - 0.9%  |  |  |  |
| Philippine Republic 2.65% 12/10/2045  |  | 9490000 | 6385584 |
| Philippine Republic 2.95% 5/5/2045  |  | 3200000 | 2291200 |
| Philippine Republic 4.75% 3/5/2035  |  | 1880000 | 1896920 |
| Philippine Republic 5% 7/17/2033  |  | 4990000 | 5147185 |
| Philippine Republic 5.5% 1/17/2048  |  | 3675000 | 3755391 |
| Philippine Republic 5.6% 5/14/2049  |  | 6620000 | 6784673 |
| Philippine Republic 5.609% 4/13/2033  |  | 6190000 | 6632956 |
| Philippine Republic 5.95% 10/13/2047  |  | 11890000 | 12778034 |
| TOTAL PHILIPPINES |  |  | 45671943 |
| POLAND - 1.0%  |  |  |  |
| Bank Gospodarstwa Krajowego 5.375% 5/22/2033 (e) |  | 6800000 | 7016716 |
| Bank Gospodarstwa Krajowego 6.25% 10/31/2028 (e) |  | 3985000 | 4222665 |
| Bank Gospodarstwa Krajowego 6.25% 7/9/2054 (e) |  | 15875000 | 16501904 |
| Republic of Poland 5.375% 2/12/2035  |  | 9155000 | 9486472 |
| Republic of Poland 5.5% 3/18/2054  |  | 2075000 | 2005073 |
| Republic of Poland 5.5% 4/4/2053  |  | 14095000 | 13609709 |
| TOTAL POLAND |  |  | 52842539 |
| QATAR - 0.3%  |  |  |  |
| State of Qatar 5.103% 4/23/2048 (e) |  | 17315000 | 17174749 |
| ROMANIA - 1.6%  |  |  |  |
| Romanian Republic 3% 2/14/2031 (e) |  | 21864000 | 19413227 |
| Romanian Republic 3.625% 3/27/2032 (e) |  | 6989000 | 6220210 |
| Romanian Republic 4% 2/14/2051 (e) |  | 17480000 | 11643778 |
| Romanian Republic 5.75% 9/16/2030 (e) |  | 7670000 | 7813813 |
| Romanian Republic 6.85% 7/29/2030  | RON | 21805000 | 4932804 |
| Romanian Republic 7.125% 1/17/2033 (e) |  | 10140000 | 10814310 |
| Romanian Republic 7.5% 2/10/2037 (e) |  | 11152000 | 11988874 |
| Romanian Republic 7.625% 1/17/2053 (e) |  | 4154000 | 4423719 |
| Romanian Republic 8% 4/29/2030  | RON | 21060000 | 4975117 |
| TOTAL ROMANIA |  |  | 82225852 |
| RWANDA - 0.2%  |  |  |  |
| Rwanda Republic 5.5% 8/9/2031 (e) |  | 13625000 | 12232661 |
| SAUDI ARABIA - 1.0%  |  |  |  |
| Kingdom of Saudi Arabia 2.25% 2/2/2033 (e) |  | 16070000 | 13765964 |
| Kingdom of Saudi Arabia 3.45% 2/2/2061 (e) |  | 9925000 | 6488468 |
| Kingdom of Saudi Arabia 3.75% 1/21/2055 (e) |  | 12720000 | 9162375 |
| Kingdom of Saudi Arabia 4.5% 10/26/2046 (e) |  | 17219000 | 14937483 |
| Kingdom of Saudi Arabia 4.5% 4/22/2060 (e) |  | 8810000 | 7246225 |
| TOTAL SAUDI ARABIA |  |  | 51600515 |
| SENEGAL - 0.3%  |  |  |  |
| Republic of Senegal 6.25% 5/23/2033 (e) |  | 10895000 | 7864883 |
| Republic of Senegal 6.75% 3/13/2048 (e) |  | 13475000 | 8359890 |
| TOTAL SENEGAL |  |  | 16224773 |
| SERBIA - 0.7%  |  |  |  |
| Republic of Serbia 2.125% 12/1/2030 (e) |  | 15845000 | 13834745 |
| Republic of Serbia 6% 6/12/2034 (e) |  | 7170000 | 7467555 |
| Republic of Serbia 6.25% 5/26/2028 (e) |  | 3140000 | 3267170 |
| Republic of Serbia 6.5% 9/26/2033 (e) |  | 12130000 | 13140429 |
| TOTAL SERBIA |  |  | 37709899 |
| SOUTH AFRICA - 1.2%  |  |  |  |
| South African Republic 5.65% 9/27/2047  |  | 22135000 | 17763338 |
| South African Republic 5.75% 9/30/2049  |  | 32720000 | 26207411 |
| South African Republic 7.1% 11/19/2036 (e) |  | 9520000 | 9929360 |
| South African Republic 7.3% 4/20/2052  |  | 7475000 | 7177868 |
| TOTAL SOUTH AFRICA |  |  | 61077977 |
| SRI LANKA - 1.3%  |  |  |  |
| Democratic Socialist Republic of Sri Lanka 3.1% 1/15/2030 (e)(f) |  | 10613325 | 9955299 |
| Democratic Socialist Republic of Sri Lanka 3.35% 3/15/2033 (e)(f) |  | 23451187 | 20121118 |
| Democratic Socialist Republic of Sri Lanka 3.6% 2/15/2038 (e)(f) |  | 17450677 | 15504927 |
| Democratic Socialist Republic of Sri Lanka 3.6% 5/15/2036 (e)(f) |  | 8721673 | 7705598 |
| Democratic Socialist Republic of Sri Lanka 3.6% 6/15/2035 (e)(f) |  | 6626834 | 4834275 |
| Democratic Socialist Republic of Sri Lanka 4% 4/15/2028 (e) |  | 9243152 | 8854940 |
| TOTAL SRI LANKA |  |  | 66976157 |
| TURKEY - 2.6%  |  |  |  |
| Turkish Republic 26.2% 10/5/2033  | TRY | 121135000 | 2686604 |
| Turkish Republic 32.6% 2/10/2027  | TRY | 204395000 | 4712015 |
| Turkish Republic 4.875% 4/16/2043  |  | 23220000 | 17240850 |
| Turkish Republic 5.125% 2/17/2028  |  | 5545000 | 5534603 |
| Turkish Republic 5.75% 5/11/2047  |  | 10410000 | 8255130 |
| Turkish Republic 6% 1/14/2041  |  | 21698000 | 18938286 |
| Turkish Republic 6% 3/25/2027  |  | 8850000 | 8989388 |
| Turkish Republic 6.5% 1/3/2035  |  | 17175000 | 16837340 |
| Turkish Republic 6.625% 2/17/2045  |  | 530000 | 474947 |
| Turkish Republic 6.95% 9/16/2035  |  | 5380000 | 5415631 |
| Turkish Republic 7.25% 5/29/2032  |  | 4255000 | 4429455 |
| Turkish Republic 7.625% 5/15/2034  |  | 10220000 | 10829725 |
| Turkish Republic 9.125% 7/13/2030  |  | 8800000 | 9948400 |
| Turkish Republic 9.375% 1/19/2033  |  | 2725000 | 3155904 |
| Turkish Republic 9.375% 3/14/2029  |  | 16665000 | 18575559 |
| TOTAL TURKEY |  |  | 136023837 |
| UKRAINE - 1.3%  |  |  |  |
| Ukraine Government 0% 2/1/2030 (e)(f) |  | 4009433 | 2098938 |
| Ukraine Government 0% 2/1/2034 (e)(f) |  | 14982632 | 6180336 |
| Ukraine Government 0% 2/1/2035 (e)(f) |  | 14106378 | 6806327 |
| Ukraine Government 0% 2/1/2036 (e)(f) |  | 10551148 | 5080378 |
| Ukraine Government 0% 8/1/2041 (b)(e) |  | 8905000 | 7070570 |
| Ukraine Government 4.5% 2/1/2029 (e)(f) |  | 19719669 | 13409375 |
| Ukraine Government 4.5% 2/1/2034 (e)(f) |  | 24279212 | 13535661 |
| Ukraine Government 4.5% 2/1/2035 (e)(f) |  | 15258656 | 8369373 |
| Ukraine Government 4.5% 2/1/2036 (e)(f) |  | 10401782 | 5627364 |
| TOTAL UKRAINE |  |  | 68178322 |
| UNITED ARAB EMIRATES - 0.9%  |  |  |  |
| Emirate of Abu Dhabi 3.125% 9/30/2049 (e) |  | 38863000 | 28116798 |
| Emirate of Abu Dhabi 5.5% 4/30/2054 (e) |  | 7330000 | 7647938 |
| Emirate of Dubai 3.9% 9/9/2050 (d) |  | 17255000 | 13054443 |
| TOTAL UNITED ARAB EMIRATES |  |  | 48819179 |
| URUGUAY - 0.6%  |  |  |  |
| Uruguay Republic 5.1% 6/18/2050  |  | 27510000 | 26065725 |
| Uruguay Republic 5.75% 10/28/2034  |  | 5850000 | 6274125 |
| TOTAL URUGUAY |  |  | 32339850 |
| UZBEKISTAN - 0.3%  |  |  |  |
| Republic of Uzbekistan 3.9% 10/19/2031 (e) |  | 12475000 | 11445813 |
| Republic of Uzbekistan 5.375% 2/20/2029 (e) |  | 4950000 | 4965468 |
| TOTAL UZBEKISTAN |  |  | 16411281 |
| VENEZUELA - 1.4%  |  |  |  |
| Venezuela Republic 11.75% (d)(h) |  | 65000000 | 15437500 |
| Venezuela Republic 11.95% (d)(h) |  | 65250000 | 15333750 |
| Venezuela Republic 9.25% (d)(h) |  | 70265000 | 15739360 |
| Venezuela Republic 9.25% (h) |  | 62675000 | 15104675 |
| Venezuela Republic 9.375% (h) |  | 37005000 | 9898838 |
| TOTAL VENEZUELA |  |  | 71514123 |
| ZAMBIA - 0.4%  |  |  |  |
| Republic of Zambia 0.5% 12/31/2053 (e) |  | 18504128 | 12511011 |
| Republic of Zambia 5.75% 6/30/2033 (e)(f) |  | 7161218 | 6834809 |
| TOTAL ZAMBIA |  |  | 19345820 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $2,979,216,066) |  |  | <br> **2934638675** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 30.2%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 30.2%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 30.2%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 30.2%** |
|  |  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AZERBAIJAN - 0.6%  |  |  |  |
| Energy - 0.6% |  |  |  |
| Energy Equipment & Services - 0.6% |  |  |  |
| Southern Gas Corridor CJSC 6.875% 3/24/2026 (e) |  | 17939000 | 18092917 |
| State Oil Co of the Azerbaijan Republic 6.95% 3/18/2030 (d) |  | 12240000 | 13074033 |
| TOTAL AZERBAIJAN |  |  | 31166950 |
| BAHRAIN - 0.6%  |  |  |  |
| Energy - 0.6% |  |  |  |
| Energy Equipment & Services - 0.6% |  |  |  |
| Bapco Energies BSC Closed 7.5% 10/25/2027 (e) |  | 24018000 | 24860551 |
| Bapco Energies BSC Closed 8.375% 11/7/2028 (e) |  | 4370000 | 4713526 |
| TOTAL BAHRAIN |  |  | 29574077 |
| BRAZIL - 2.4%  |  |  |  |
| Consumer Staples - 0.2% |  |  |  |
| Consumer Staples Distribution & Retail - 0.1% |  |  |  |
| NBM US Holdings Inc 6.625% 8/6/2029 (e) |  | 5930000 | 5999499 |
| Food Products - 0.1% |  |  |  |
| Marb Bondco PLC 3.95% 1/29/2031 (e) |  | 7060000 | 6466113 |
| TOTAL CONSUMER STAPLES |  |  | 12465612 |
| Energy - 0.4% |  |  |  |
| Energy Equipment & Services - 0.2% |  |  |  |
| Yinson Boronia Production BV 8.947% 7/31/2042 (e) |  | 8442279 | 9391762 |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |  |
| MC Brazil Downstream Trading SARL 7.25% 6/30/2031 (e) |  | 13783476 | 11812439 |
| TOTAL ENERGY |  |  | 21204201 |
| Financials - 0.2% |  |  |  |
| Financial Services - 0.2% |  |  |  |
| Cosan Luxembourg SA 7.25% 6/27/2031 (e) |  | 9590000 | 9953461 |
| Industrials - 0.1% |  |  |  |
| Marine Transportation - 0.1% |  |  |  |
| Yinson Bergenia Production BV 8.498% 1/31/2045 (e) |  | 3485000 | 3736791 |
| Passenger Airlines - 0.0% |  |  |  |
| Azul Secured Finance LLP 11.5% (h) |  | 12000714 | 120007 |
| Azul Secured Finance LLP 11.93% (h) |  | 11015024 | 3362887 |
|  |  |  | 3482894 |
| TOTAL INDUSTRIALS |  |  | 7219685 |
| Materials - 1.3% |  |  |  |
| Chemicals - 0.1% |  |  |  |
| Braskem Netherlands Finance BV 5.875% 1/31/2050 (e) |  | 5550000 | 2025750 |
| Braskem Netherlands Finance BV 7.25% 2/13/2033 (e) |  | 9625000 | 3753750 |
| Braskem Netherlands Finance BV 8% 10/15/2034 (e) |  | 4525000 | 1696875 |
|  |  |  | 7476375 |
| Metals & Mining - 0.9% |  |  |  |
| CSN Resources SA 8.875% 12/5/2030 (e) |  | 13790000 | 13927900 |
| Samarco Mineracao SA 9% 6/30/2031 pay-in-kind (b)(e) |  | 19190951 | 19286906 |
| Usiminas International Sarl 7.5% 1/27/2032 (e) |  | 6775000 | 6961524 |
|  |  |  | 40176330 |
| Paper & Forest Products - 0.3% |  |  |  |
| LD Celulose International GmbH 7.95% 1/26/2032 (e) |  | 5575000 | 5887200 |
| Suzano Netherlands BV 5.5% 1/15/2036  |  | 9670000 | 9679670 |
|  |  |  | 15566870 |
| TOTAL MATERIALS |  |  | 63219575 |
| Utilities - 0.2% |  |  |  |
| Water Utilities - 0.2% |  |  |  |
| Aegea Finance Sarl 9% 1/20/2031 (e) |  | 10770000 | 11384429 |
| TOTAL BRAZIL |  |  | 125446963 |
| CHILE - 2.2%  |  |  |  |
| Communication Services - 0.3% |  |  |  |
| Wireless Telecommunication Services - 0.3% |  |  |  |
| VTR Comunicaciones SpA 5.125% 1/15/2028 (e) |  | 16142000 | 15651283 |
| Energy - 0.1% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |  |
| Empresa Nacional del Petroleo 5.95% 7/30/2034 (e) |  | 4165000 | 4364129 |
| Materials - 1.8% |  |  |  |
| Metals & Mining - 1.6% |  |  |  |
| Antofagasta PLC 2.375% 10/14/2030 (e) |  | 12195000 | 11006719 |
| Antofagasta PLC 5.625% 9/9/2035 (e) |  | 5200000 | 5308420 |
| Antofagasta PLC 5.625% 5/13/2032 (e) |  | 6195000 | 6411825 |
| Corp Nacional del Cobre de Chile 3.15% 1/14/2030 (e) |  | 9240000 | 8768760 |
| Corp Nacional del Cobre de Chile 3.15% 1/15/2051 (e) |  | 8130000 | 5237102 |
| Corp Nacional del Cobre de Chile 3.7% 1/30/2050 (e) |  | 16785000 | 11850210 |
| Corp Nacional del Cobre de Chile 4.5% 8/1/2047 (e) |  | 6855000 | 5559405 |
| Corp Nacional del Cobre de Chile 5.125% 2/2/2033 (e) |  | 4740000 | 4744835 |
| Corp Nacional del Cobre de Chile 5.95% 1/8/2034 (e) |  | 4795000 | 5019166 |
| Corp Nacional del Cobre de Chile 6.3% 9/8/2053 (e) |  | 5575000 | 5708800 |
| Corp Nacional del Cobre de Chile 6.33% 1/13/2035 (e) |  | 3925000 | 4180789 |
| Corp Nacional del Cobre de Chile 6.44% 1/26/2036 (e) |  | 3905000 | 4221305 |
| Corp Nacional del Cobre de Chile 6.78% 1/13/2055 (e) |  | 6340000 | 6786336 |
|  |  |  | 84803672 |
| Paper & Forest Products - 0.2% |  |  |  |
| Celulosa Arauco y Constitucion SA 6.18% 5/5/2032 (e) |  | 4280000 | 4452805 |
| Inversiones CMPC SA 6.7% 12/9/2057 (b)(e) |  | 3410000 | 3490067 |
|  |  |  | 7942872 |
| TOTAL MATERIALS |  |  | 92746544 |
| Utilities - 0.0% |  |  |  |
| Electric Utilities - 0.0% |  |  |  |
| Chile Electricity Lux Mpc II Sarl 5.58% 10/20/2035 (e) |  | 3709631 | 3802372 |
| TOTAL CHILE |  |  | 116564328 |
| CHINA - 0.4%  |  |  |  |
| Consumer Discretionary - 0.4% |  |  |  |
| Broadline Retail - 0.3% |  |  |  |
| Prosus NV 3.832% 2/8/2051 (e) |  | 7355000 | 4969222 |
| Prosus NV 4.193% 1/19/2032 (e) |  | 11350000 | 10900086 |
|  |  |  | 15869308 |
| Hotels, Restaurants & Leisure - 0.1% |  |  |  |
| Meituan 4.625% 10/2/2029 (e) |  | 5655000 | 5665757 |
| TOTAL CHINA |  |  | 21535065 |
| COLOMBIA - 1.3%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Colombia Telecomunicaciones SA ESP 4.95% 7/17/2030 (e) |  | 4315000 | 3972647 |
| Energy - 0.7% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.7% |  |  |  |
| Ecopetrol SA 8.375% 1/19/2036  |  | 8940000 | 9230550 |
| Ecopetrol SA 8.875% 1/13/2033  |  | 14190000 | 15394022 |
| Geopark Ltd 5.5% 1/17/2027 (e) |  | 2885000 | 2726325 |
| Geopark Ltd 8.75% 1/31/2030 (e) |  | 9350000 | 8531875 |
|  |  |  | 35882772 |
| Materials - 0.2% |  |  |  |
| Metals & Mining - 0.2% |  |  |  |
| Aris Mining Corp 8% 10/31/2029 (e) |  | 11645000 | 12107074 |
| Utilities - 0.4% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.4% |  |  |  |
| EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA 5.375% 12/30/2030 (e) |  | 14455000 | 13443150 |
| Termocandelaria Power SA 7.75% 9/17/2031 (e) |  | 5242000 | 5477890 |
|  |  |  | 18921040 |
| TOTAL COLOMBIA |  |  | 70883533 |
| CONGO DEMOCRATIC REPUBLIC OF - 0.2%  |  |  |  |
| Materials - 0.2% |  |  |  |
| Metals & Mining - 0.2% |  |  |  |
| Ivanhoe Mines Ltd 7.875% 1/23/2030 (e) |  | 7650000 | 7901035 |
| COSTA RICA - 0.0%  |  |  |  |
| Financials - 0.0% |  |  |  |
| Financial Services - 0.0% |  |  |  |
| Liberty Costa Rica Senior Secured Finance 10.875% 1/15/2031 (e) |  | 4880000 | 5202079 |
| COTE D'IVOIRE - 0.2%  |  |  |  |
| Materials - 0.2% |  |  |  |
| Metals & Mining - 0.2% |  |  |  |
| Endeavour Mining PLC 7% 5/28/2030 (e) |  | 8755000 | 9023166 |
| CZECH REPUBLIC - 0.2%  |  |  |  |
| Industrials - 0.2% |  |  |  |
| Aerospace & Defense - 0.2% |  |  |  |
| Czechoslovak Group AS 5.25% 1/10/2031 (e) | EUR | 2255000 | 2753382 |
| Czechoslovak Group AS 6.5% 1/10/2031 (e) |  | 8760000 | 9027180 |
| TOTAL CZECH REPUBLIC |  |  | 11780562 |
| GEORGIA - 0.3%  |  |  |  |
| Communication Services - 0.1% |  |  |  |
| Wireless Telecommunication Services - 0.1% |  |  |  |
| Silk Road Group Holding LLC 7.5% 9/15/2030 (e) |  | 6645000 | 6674072 |
| Industrials - 0.2% |  |  |  |
| Ground Transportation - 0.2% |  |  |  |
| Georgian Railway JSC 4% 6/17/2028 (e) |  | 7705000 | 7204175 |
| TOTAL GEORGIA |  |  | 13878247 |
| GHANA - 0.7%  |  |  |  |
| Energy - 0.7% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.7% |  |  |  |
| Kosmos Energy Ltd 7.5% 3/1/2028 (e) |  | 6305000 | 5538564 |
| Kosmos Energy Ltd 8.75% 10/1/2031 (e) |  | 23695000 | 18225602 |
| Tullow Oil PLC 10.25% 5/15/2026 (e) |  | 12400000 | 10540000 |
| TOTAL GHANA |  |  | 34304166 |
| GUATEMALA - 0.7%  |  |  |  |
| Communication Services - 0.4% |  |  |  |
| Wireless Telecommunication Services - 0.4% |  |  |  |
| CT Trust 5.125% 2/3/2032 (e) |  | 9920000 | 9489075 |
| Millicom International Cellular SA 4.5% 4/27/2031 (e) |  | 9095000 | 8569400 |
| Millicom International Cellular SA 7.375% 4/2/2032 (e) |  | 5070000 | 5286743 |
|  |  |  | 23345218 |
| Utilities - 0.3% |  |  |  |
| Electric Utilities - 0.2% |  |  |  |
| Energuate Trust 2 0 6.35% 9/15/2035 (e) |  | 7285000 | 7339216 |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |  |
| Investment Energy Resources Ltd 6.25% 4/26/2029 (e) |  | 6260000 | 6211485 |
| TOTAL UTILITIES |  |  | 13550701 |
| TOTAL GUATEMALA |  |  | 36895919 |
| HUNGARY - 0.2%  |  |  |  |
| Financials - 0.1% |  |  |  |
| Banks - 0.1% |  |  |  |
| Magyar Export-Import Bank Zrt 6.125% 12/4/2027 (e) |  | 4230000 | 4372763 |
| Utilities - 0.1% |  |  |  |
| Electric Utilities - 0.1% |  |  |  |
| MVM Energetika Zrt 6.5% 3/13/2031 (d) |  | 4210000 | 4462600 |
| MVM Energetika Zrt 7.5% 6/9/2028 (d) |  | 1070000 | 1131653 |
|  |  |  | 5594253 |
| TOTAL HUNGARY |  |  | 9967016 |
| INDIA - 0.2%  |  |  |  |
| Information Technology - 0.2% |  |  |  |
| IT Services - 0.2% |  |  |  |
| CA Magnum Holdings 5.375% 10/31/2026 (e) |  | 8295000 | 8254562 |
| INDONESIA - 1.0%  |  |  |  |
| Energy - 0.3% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.3% |  |  |  |
| Medco Laurel Tree Pte Ltd 6.95% 11/12/2028 (e) |  | 17175000 | 17338163 |
| Materials - 0.7% |  |  |  |
| Metals & Mining - 0.7% |  |  |  |
| Freeport Indonesia PT 4.763% 4/14/2027 (e) |  | 5520000 | 5531040 |
| Freeport Indonesia PT 5.315% 4/14/2032 (e) |  | 8260000 | 8367380 |
| Freeport Indonesia PT 6.2% 4/14/2052 (e) |  | 6385000 | 6531855 |
| Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT 5.45% 5/15/2030 (e) |  | 15185000 | 15655735 |
|  |  |  | 36086010 |
| TOTAL INDONESIA |  |  | 53424173 |
| ISRAEL - 0.3%  |  |  |  |
| Energy - 0.3% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.3% |  |  |  |
| Leviathan Bond Ltd 6.5% 6/30/2027 (d)(e) |  | 9445000 | 9466251 |
| Leviathan Bond Ltd 6.75% 6/30/2030 (d)(e) |  | 5290000 | 5303225 |
| TOTAL ISRAEL |  |  | 14769476 |
| JAMAICA - 0.1%  |  |  |  |
| Industrials - 0.1% |  |  |  |
| Transportation Infrastructure - 0.1% |  |  |  |
| Kingston Airport Revenue Finance Ltd 6.75% 12/15/2036 (e) |  | 2375000 | 2448625 |
| Montego Bay Airport Revenue Finance Ltd 6.6% 6/15/2035 (e) |  | 3485000 | 3563413 |
| TOTAL JAMAICA |  |  | 6012038 |
| KAZAKHSTAN - 0.4%  |  |  |  |
| Energy - 0.4% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.4% |  |  |  |
| KazMunayGas National Co JSC 3.5% 4/14/2033 (e) |  | 11795000 | 10622931 |
| KazMunayGas National Co JSC 5.75% 4/19/2047 (e) |  | 5940000 | 5535011 |
| Tengizchevroil Finance Co International Ltd 3.25% 8/15/2030 (e) |  | 5372000 | 4922095 |
| TOTAL KAZAKHSTAN |  |  | 21080037 |
| MALAYSIA - 0.9%  |  |  |  |
| Consumer Discretionary - 0.2% |  |  |  |
| Hotels, Restaurants & Leisure - 0.2% |  |  |  |
| GENM Capital Labuan Ltd 3.882% 4/19/2031 (e) |  | 10840000 | 9984256 |
| Energy - 0.4% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.4% |  |  |  |
| Petronas Capital Ltd 3.404% 4/28/2061 (e) |  | 14910000 | 10268368 |
| Petronas Capital Ltd 3.5% 4/21/2030 (e) |  | 10240000 | 9959526 |
| Petronas Capital Ltd 4.8% 4/21/2060 (e) |  | 3500000 | 3178000 |
|  |  |  | 23405894 |
| Industrials - 0.3% |  |  |  |
| Marine Transportation - 0.3% |  |  |  |
| MISC Capital Two Labuan Ltd 3.75% 4/6/2027 (e) |  | 13415000 | 13277899 |
| TOTAL MALAYSIA |  |  | 46668049 |
| MAURITIUS - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |  |
| Axian Telecom Holding & Management PLC 7.25% 7/11/2030 (e) |  | 5705000 | 5840494 |
| MEXICO - 4.5%  |  |  |  |
| Communication Services - 0.2% |  |  |  |
| Media - 0.2% |  |  |  |
| TV Azteca SAB de CV 8.25% (d)(h) |  | 27098000 | 9542561 |
| Consumer Staples - 0.2% |  |  |  |
| Food Products - 0.2% |  |  |  |
| Gruma SAB de CV 5.761% 12/9/2054 (e) |  | 9420000 | 9378834 |
| Energy - 3.2% |  |  |  |
| Oil, Gas & Consumable Fuels - 3.2% |  |  |  |
| Petroleos Mexicanos 6.5% 3/13/2027  |  | 9810000 | 9925268 |
| Petroleos Mexicanos 6.5% 6/2/2041  |  | 11163000 | 9727995 |
| Petroleos Mexicanos 6.625% 6/15/2035  |  | 62164000 | 59311916 |
| Petroleos Mexicanos 6.7% 2/16/2032  |  | 14394000 | 14268053 |
| Petroleos Mexicanos 6.95% 1/28/2060  |  | 29115000 | 24003862 |
| Petroleos Mexicanos 7.69% 1/23/2050  |  | 52575000 | 47814334 |
|  |  |  | 165051428 |
| Financials - 0.2% |  |  |  |
| Capital Markets - 0.2% |  |  |  |
| Eagle Funding Luxco Sarl 5.5% 8/17/2030 (e) |  | 10510000 | 10672905 |
| Materials - 0.3% |  |  |  |
| Chemicals - 0.3% |  |  |  |
| Braskem Idesa SAPI 7.45% 11/15/2029 (e) |  | 5690000 | 3470900 |
| Orbia Advance Corp SAB de CV 6.8% 5/13/2030 (e) |  | 12800000 | 13308864 |
|  |  |  | 16779764 |
| Utilities - 0.4% |  |  |  |
| Independent Power and Renewable Electricity Producers - 0.4% |  |  |  |
| Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy 7.875% 2/15/2039 (e) |  | 7307622 | 7875789 |
| Saavi Energia Sarl 8.875% 2/10/2035 (e) |  | 14515000 | 15657331 |
|  |  |  | 23533120 |
| TOTAL MEXICO |  |  | 234958612 |
| MOROCCO - 0.8%  |  |  |  |
| Materials - 0.8% |  |  |  |
| Chemicals - 0.8% |  |  |  |
| OCP SA 3.75% 6/23/2031 (e) |  | 10060000 | 9443825 |
| OCP SA 5.125% 6/23/2051 (e) |  | 4000000 | 3328520 |
| OCP SA 6.1% 4/30/2030 (e) |  | 7860000 | 8233350 |
| OCP SA 6.875% 4/25/2044 (e) |  | 5295000 | 5528192 |
| OCP SA 7.5% 5/2/2054 (e) |  | 11660000 | 12938985 |
| TOTAL MOROCCO |  |  | 39472872 |
| NIGERIA - 0.4%  |  |  |  |
| Communication Services - 0.3% |  |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |  |
| IHS Holding Ltd 5.625% 11/29/2026 (e) |  | 2332000 | 2302850 |
| IHS Holding Ltd 7.875% 5/29/2030 (e) |  | 9330000 | 9639103 |
|  |  |  | 11941953 |
| Energy - 0.1% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |  |
| SEPLAT Energy PLC 9.125% 3/21/2030 (e) |  | 5385000 | 5526356 |
| Information Technology - 0.0% |  |  |  |
| Communications Equipment - 0.0% |  |  |  |
| IHS Netherlands Holdco BV 8% 9/18/2027 (e) |  | 2268668 | 2274340 |
| TOTAL NIGERIA |  |  | 19742649 |
| PANAMA - 0.7%  |  |  |  |
| Communication Services - 0.6% |  |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |  |
| Sable International Finance Ltd 7.125% 10/15/2032 (e) |  | 10945000 | 11087559 |
| Media - 0.2% |  |  |  |
| Telecomunicaciones Digitales SA 4.5% 1/30/2030 (e) |  | 12710000 | 12133602 |
| Wireless Telecommunication Services - 0.2% |  |  |  |
| C&W Senior Finance Ltd 9% 1/15/2033 (e) |  | 9245000 | 9668060 |
| TOTAL COMMUNICATION SERVICES |  |  | 32889221 |
| Industrials - 0.1% |  |  |  |
| Air Freight & Logistics - 0.1% |  |  |  |
| Aeropuerto Internacional de Tocumen SA 5.125% 8/11/2061 (e) |  | 5720000 | 4542037 |
| TOTAL PANAMA |  |  | 37431258 |
| PARAGUAY - 0.0%  |  |  |  |
| Communication Services - 0.0% |  |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |  |
| Telefonica Celular del Paraguay SA 5.875% 4/15/2027 (e) |  | 1820000 | 1812719 |
| PERU - 0.5%  |  |  |  |
| Consumer Staples - 0.1% |  |  |  |
| Food Products - 0.1% |  |  |  |
| Camposol SA 6% 2/3/2027 (e) |  | 5035000 | 4956328 |
| Materials - 0.2% |  |  |  |
| Metals & Mining - 0.2% |  |  |  |
| Cia de Minas Buenaventura SAA 6.8% 2/4/2032 (e) |  | 7175000 | 7414645 |
| Volcan Cia Minera SAA 8.75% 1/24/2030 (e) |  | 5060000 | 5248738 |
|  |  |  | 12663383 |
| Utilities - 0.2% |  |  |  |
| Electric Utilities - 0.1% |  |  |  |
| Kallpa Generacion SA 5.5% 9/11/2035 (e) |  | 5075000 | 5120168 |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |  |
| Niagara Energy SAC 5.746% 10/3/2034 (e) |  | 5625000 | 5764950 |
| TOTAL UTILITIES |  |  | 10885118 |
| TOTAL PERU |  |  | 28504829 |
| POLAND - 0.2%  |  |  |  |
| Energy - 0.2% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |  |
| ORLEN SA 6% 1/30/2035 (e) |  | 9255000 | 9676900 |
| QATAR - 0.8%  |  |  |  |
| Energy - 0.8% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.8% |  |  |  |
| QatarEnergy 2.25% 7/12/2031 (e) |  | 14440000 | 12968275 |
| QatarEnergy 3.125% 7/12/2041 (e) |  | 11965000 | 9200247 |
| QatarEnergy 3.3% 7/12/2051 (e) |  | 31000000 | 21866626 |
| TOTAL QATAR |  |  | 44035148 |
| SAUDI ARABIA - 3.1%  |  |  |  |
| Energy - 2.3% |  |  |  |
| Oil, Gas & Consumable Fuels - 2.3% |  |  |  |
| EIG Pearl Holdings Sarl 3.545% 8/31/2036 (e) |  | 26031948 | 24018377 |
| Saudi Arabian Oil Co 2.25% 11/24/2030 (e) |  | 18280000 | 16532066 |
| Saudi Arabian Oil Co 3.25% 11/24/2050 (e) |  | 20230000 | 13826396 |
| Saudi Arabian Oil Co 3.5% 4/16/2029 (e) |  | 23676000 | 23113695 |
| Saudi Arabian Oil Co 4.25% 4/16/2039 (e) |  | 22055000 | 19994732 |
| Saudi Arabian Oil Co 4.375% 4/16/2049 (e) |  | 19984000 | 16787359 |
| Saudi Arabian Oil Co 5.875% 7/17/2064 (e) |  | 2505000 | 2461789 |
| Saudi Arabian Oil Co 6.375% 6/2/2055 (d) |  | 4815000 | 5137605 |
|  |  |  | 121872019 |
| Industrials - 0.7% |  |  |  |
| Construction & Engineering - 0.7% |  |  |  |
| Greensaif Pipelines Bidco Sarl 5.8528% 2/23/2036 (e) |  | 3800000 | 3986276 |
| Greensaif Pipelines Bidco Sarl 6.1027% 8/23/2042 (e) |  | 8695000 | 9134619 |
| Greensaif Pipelines Bidco Sarl 6.129% 2/23/2038 (e) |  | 7665000 | 8209215 |
| Greensaif Pipelines Bidco Sarl 6.51% 2/23/2042 (e) |  | 6145000 | 6648153 |
| TMS Issuer Sarl 5.78% 8/23/2032 (e) |  | 6660000 | 6982594 |
|  |  |  | 34960857 |
| Materials - 0.1% |  |  |  |
| Chemicals - 0.1% |  |  |  |
| Ma'aden Sukuk Ltd 5.25% 2/13/2030 (e) |  | 6605000 | 6819794 |
| TOTAL SAUDI ARABIA |  |  | 163652670 |
| SERBIA - 0.2%  |  |  |  |
| Consumer Discretionary - 0.2% |  |  |  |
| Distributors - 0.2% |  |  |  |
| Telecommunications co Telekom Srbija AD Belgrade 7% 10/28/2029 (e) |  | 9330000 | 9463556 |
| SOUTH AFRICA - 1.3%  |  |  |  |
| Communication Services - 0.2% |  |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |  |
| Liquid Telecommunications Financing Plc 5.5% 9/4/2026 (e) |  | 13580000 | 11784724 |
| Industrials - 0.1% |  |  |  |
| Ground Transportation - 0.1% |  |  |  |
| Transnet/South Africa 8.25% 2/6/2028 (e) |  | 7305000 | 7700346 |
| Materials - 0.4% |  |  |  |
| Chemicals - 0.4% |  |  |  |
| Sasol Financing USA LLC 4.375% 9/18/2026  |  | 16460000 | 16369470 |
| Sasol Financing USA LLC 8.75% 5/3/2029 (e) |  | 5105000 | 5295677 |
|  |  |  | 21665147 |
| Utilities - 0.6% |  |  |  |
| Electric Utilities - 0.6% |  |  |  |
| Eskom Holdings 6.35% 8/10/2028 (e) |  | 15665000 | 16112079 |
| Eskom Holdings 8.45% 8/10/2028 (e) |  | 10415000 | 11147279 |
|  |  |  | 27259358 |
| TOTAL SOUTH AFRICA |  |  | 68409575 |
| TURKEY - 0.3%  |  |  |  |
| Financials - 0.3% |  |  |  |
| Banks - 0.3% |  |  |  |
| Turkiye Ihracat Kredi Bankasi AS 6.875% 7/3/2028 (e) |  | 7330000 | 7476600 |
| Turkiye Ihracat Kredi Bankasi AS 9% 1/28/2027 (e) |  | 6585000 | 6910167 |
| TOTAL TURKEY |  |  | 14386767 |
| UKRAINE - 0.1%  |  |  |  |
| Energy - 0.1% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |  |
| NAK Naftogaz Ukraine via Kondor Finance PLC loan participation 7.625% 11/8/2028 pay-in-kind (e) |  | 8237135 | 6445559 |
| UNITED ARAB EMIRATES - 2.3%  |  |  |  |
| Energy - 0.7% |  |  |  |
| Oil, Gas & Consumable Fuels - 0.7% |  |  |  |
| Adnoc Murban Rsc Ltd 5.125% 9/11/2054 (e) |  | 12360000 | 11711100 |
| Galaxy Pipeline Assets Bidco Ltd 2.16% 3/31/2034 (e) |  | 7407918 | 6734168 |
| Galaxy Pipeline Assets Bidco Ltd 2.625% 3/31/2036 (e) |  | 19645000 | 17263044 |
|  |  |  | 35708312 |
| Financials - 0.8% |  |  |  |
| Financial Services - 0.8% |  |  |  |
| Abu Dhabi Developmental Holding Co PJSC 5.25% 10/2/2054 (e) |  | 9540000 | 9346243 |
| Abu Dhabi Developmental Holding Co PJSC 5.5% 5/8/2034 (e) |  | 4920000 | 5212346 |
| MDGH GMTN RSC Ltd 2.875% 11/7/2029 (e) |  | 6805000 | 6479653 |
| MDGH GMTN RSC Ltd 4.375% 11/22/2033 (e) |  | 5905000 | 5831187 |
| MDGH GMTN RSC Ltd 5.084% 5/22/2053 (e) |  | 7385000 | 6928090 |
| MDGH GMTN RSC Ltd Series 1, 5.5% 4/28/2033 (e) |  | 5925000 | 6309533 |
|  |  |  | 40107052 |
| Real Estate - 0.5% |  |  |  |
| Real Estate Management & Development - 0.5% |  |  |  |
| Aldar Properties PJSC 6.6227% 4/15/2055 (b)(d) |  | 11535000 | 12082913 |
| Alpha Star Holding IX Ltd 7% 8/26/2028 (d) |  | 8955000 | 9174398 |
| Alpha Star Holding VIII Ltd 8.375% 4/12/2027 (d) |  | 3600000 | 3736124 |
|  |  |  | 24993435 |
| Utilities - 0.3% |  |  |  |
| Multi-Utilities - 0.3% |  |  |  |
| Abu Dhabi National Energy Co PJSC 4% 10/3/2049 (e) |  | 3435000 | 2774836 |
| Abu Dhabi National Energy Co PJSC 4.375% 1/24/2029 (e) |  | 6105000 | 6149719 |
| Abu Dhabi National Energy Co PJSC 4.75% 3/9/2037 (e) |  | 9565000 | 9443046 |
|  |  |  | 18367601 |
| TOTAL UNITED ARAB EMIRATES |  |  | 119176400 |
| UZBEKISTAN - 0.6%  |  |  |  |
| Materials - 0.6% |  |  |  |
| Metals & Mining - 0.6% |  |  |  |
| Navoi Mining & Metallurgical Combinat 6.7% 10/17/2028 (e) |  | 5355000 | 5566523 |
| Navoi Mining & Metallurgical Combinat 6.75% 5/14/2030 (e) |  | 13985000 | 14684250 |
| Navoi Mining & Metallurgical Combinat 6.95% 10/17/2031 (e) |  | 4745000 | 5066663 |
| Navoiyuran State Enterprise 6.7% 7/2/2030 (e) |  | 7380000 | 7435350 |
| TOTAL UZBEKISTAN |  |  | 32752786 |
| VENEZUELA - 1.5%  |  |  |  |
| Energy - 1.5% |  |  |  |
| Oil, Gas & Consumable Fuels - 1.5% |  |  |  |
| Petroleos de Venezuela SA 5.375% (d)(h) |  | 152515000 | 24402400 |
| Petroleos de Venezuela SA 5.5% (d)(h) |  | 184250000 | 29461575 |
| Petroleos de Venezuela SA 8.5% (d)(h) |  | 20540000 | 20172129 |
| Petroleos de Venezuela SA 9.75% (e)(h) |  | 37000000 | 6641500 |
| TOTAL VENEZUELA |  |  | 80677604 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $1,718,046,997) |  |  | <br> **1590771839** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 1.4%** | &nbsp;&nbsp;**Preferred Securities - 1.4%** | &nbsp;&nbsp;**Preferred Securities - 1.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CHILE - 0.3%  |  |  |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| Banco de Credito e Inversiones SA 7.5% (b)(e)(i) | 5950000 | 6273153 |
| Banco de Credito e Inversiones SA 8.75% (b)(e)(i) | 6350000 | 6955407 |
| TOTAL CHILE |  | 13228560 |
| MEXICO - 0.8%  |  |  |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| Banco Mercantil del Norte SA/Grand Cayman 7.625% (b)(e)(i) | 11515000 | 12022408 |
| Banco Mercantil del Norte SA/Grand Cayman 8.375% (b)(e)(i) | 4015000 | 4272194 |
|  |  | 16294602 |
| Materials - 0.5% |  |  |
| Construction Materials - 0.5% |  |  |
| Cemex SAB de CV 5.125% (b)(e)(i) | 19110000 | 19105344 |
| Cemex SAB de CV 7.2% (b)(e)(i) | 8950000 | 9322112 |
|  |  | 28427456 |
| TOTAL MEXICO |  | 44722058 |
| RUSSIA - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Banks - 0.0% |  |  |
| Tinkoff Bank JSC Via TCS Finance Ltd loan participation 6% (b)(e)(h)(i)(j) | 6660000 | 333000 |
| UNITED ARAB EMIRATES - 0.3%  |  |  |
| Industrials - 0.3% |  |  |
| Marine Transportation - 0.3% |  |  |
| DP World Salaam 6% (b)(d)(i) | 15805000 | 16044920 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $80,023,897) |  | <br> **74328538** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 2.5%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 2.5%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 2.5%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 2.5%** |
|  | Yield (%) (k) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bonds 2.875% 5/15/2052 (l) | 3.12 to 5.02 | 42697000 | 30468312 |
| US Treasury Bonds 3.625% 2/15/2053 (m) | 3.96 to 5.06 | 5628000 | 4652993 |
| US Treasury Notes 4.125% 3/31/2031  | 3.81 | 10180000 | 10344630 |
| US Treasury Notes 4.125% 5/31/2032  | 3.94 to 4.20 | 51183000 | 51834288 |
| US Treasury Notes 4.25% 5/15/2035  | 4.38 to 4.46 | 32046000 | 32341424 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $134,164,638) |  |  | **129641647** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 9.2%** | &nbsp;&nbsp;**Money Market Funds - 9.2%** | &nbsp;&nbsp;**Money Market Funds - 9.2%** | &nbsp;&nbsp;**Money Market Funds - 9.2%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (n) | 4.21 | 437519203 | 437606707 |
| Fidelity Securities Lending Cash Central Fund (n)(o) | 4.19 | 47795765 | 47800545 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $485,407,252) |  |  | **485407252** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.2%**<br> (Cost $5,451,484,746)<br>| <br>**5272321724** |
| **NET OTHER ASSETS (LIABILITIES) - (0.2)%**  | **(10882340)** |
| **NET ASSETS - 100.0%** | **5261439384** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| CBOT 10Y US Treasury Notes Contracts (United States) | 1722 | 12/19/2025 | 193698094 | 1040372 | 1040372 |
| The notional amount of futures purchased as a percentage of Net Assets is 3.7% | The notional amount of futures purchased as a percentage of Net Assets is 3.7% | The notional amount of futures purchased as a percentage of Net Assets is 3.7% | The notional amount of futures purchased as a percentage of Net Assets is 3.7% | The notional amount of futures purchased as a percentage of Net Assets is 3.7% | The notional amount of futures purchased as a percentage of Net Assets is 3.7% |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** | **Credit Default Swaps** |
| Underlying Reference | Maturity <br> Date | Clearinghouse / <br> Counterparty(2) | Fixed<br> Payment<br> Received/<br> (Paid) | Payment<br> Frequency | Notional<br> Amount(1) | Value ($) | Upfront<br> Premium<br> Received/<br> (Paid) ($)(3) | Unrealized <br> Appreciation/<br> (Depreciation) ($) |
| Buy Protection |  |  |  |  |  |  |  |  |
| 5Y CDX EMIG CDSI Series 44 Index | 12/20/2030 | ICE | (1%) | Quarterly | 50700000 | 706 | 0 | 706 |

---

(1)Notional amount is stated in U.S. Dollars unless otherwise noted.

(2)Swaps with Intercontinental Exchange (ICE) are centrally cleared swaps.

(3)Any premiums for centrally cleared swaps are recorded periodically throughout the term of the swap to variation margin and included in unrealized appreciation (depreciation).

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** |
| Payment Received | Payment<br> Frequency | Payment Paid | Payment<br> Frequency | Clearinghouse /<br> Counterparty(1) | Maturity<br> Date | Notional<br> Amount(4) | Notional<br> Amount(4) | Value ($)<br>| Upfront<br> Premium<br> Received/<br> (Paid) ($)(2) | Unrealized <br> Appreciation/<br> (Depreciation) ($)<br>|
| 7.45% | Monthly | 28D TIIE(3) | Monthly | CME | 8/8/2026 | MXN | 95000000 | 15228 | 0 | 15228 |

---

(1)Swaps with CME Group (CME) are centrally cleared swaps.

(2)Any premiums for centrally cleared swaps are recorded periodically throughout the term of the swap to variation margin and included in unrealized appreciation (depreciation).

(3)Represents floating rate.

(4)Notional amount is stated in U.S. Dollars unless otherwise noted.

**Currency Abbreviations**

---

| | | |
|:---|:---|:---|
| EGP | - | Egyptian Pound |
| EUR | - | European Monetary Unit (Euro) |
| HUF | - | Hungarian Forint |
| NGN | - | Nigerian Naira |
| RON | - | Romanian Leu |
| TRY | - | New Turkish Lira |

---

**Security Type Abbreviations**

ETF - EXCHANGE-TRADED FUND

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(c) Security or a portion of the security is on loan at period end.

(d) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $253,559,528 or 4.8% of net assets.

(e) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $3,104,349,190 or 59.0% of net assets.

(f) Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.

(g) Zero coupon bond which is issued at a discount.

(h) Non-income producing - Security is in default.

(i) Security is perpetual in nature with no stated maturity date.

(j) Level 3 security.

(k) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(l) Security or a portion of the security was pledged to cover margin requirements for centrally cleared swaps. At period end, the value of securities pledged amounted to $999,031.

(m) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $3,546,791.

(n) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(o) Investment made with cash collateral received from securities on loan.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 113538622 | 1579597333 | 1255528640 | 9264478 | (608) | - | 437606707 | 437519203 | 0.8% |
| Fidelity Securities Lending Cash Central Fund | - | 312752241 | 264951696 | 87176 | - | - | 47800545 | 47795765 | 0.2% |
| Total | 113538622 | 1892349574 | 1520480336 | 9351654 | (608) | - | 485407252 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium income received for lending certain types of securities.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations, Foreign Government and Government Agency Obligations, Non-Convertible Corporate Bonds and Preferred Securities are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. For foreign debt securities, when significant market or security specific events arise, valuations may be determined in good faith in accordance with procedures adopted by the Board. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Swaps are marked-to-market daily based on valuations from third party pricing services, registered derivatives clearing organizations (clearinghouses) or broker-supplied valuations. These pricing sources may utilize inputs such as interest rate curves, credit spread curves, default possibilities and recovery rates. When independent prices are unavailable or unreliable, swaps may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Swaps are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

The Fund invests a significant portion of its assets in below investment grade securities. The value of these securities can be more volatile due to changes in the credit quality of the issuer and is sensitive to changes in economic, market and regulatory conditions.

Exchange-Traded Funds (ETFs) and Exchange-Traded Notes (ETNs) are valued at their last sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day but the exchange reports a closing bid level, ETFs and ETNs are valued at the closing bid and would be categorized as Level 1 in the hierarchy. In the event there was no closing bid, ETFs and ETNs may be valued by another method that the Board believes reflects fair value in accordance with the Board's fair value pricing policies and may be categorized as Level 2 in the hierarchy.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Credit Risk - Credit risk relates to the ability of the issuer of a financial instrument to make further principal or interest payments on an obligation or commitment that it has to the Fund.

Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

Swaps: A swap is a contract between two parties to exchange future cash flows at periodic intervals based on a notional principal amount.

A centrally cleared swap is a transaction executed between a fund and a dealer counterparty, then cleared by a futures commission merchant (FCM) through a clearinghouse. Once cleared, the clearinghouse serves as a central counterparty, with whom a fund exchanges cash flows for the life of the transaction, similar to transactions in futures contracts.

Credit Default Swaps: Credit default swaps enable the Fund to buy or sell protection against specified credit events on a single-name issuer or a traded credit index. Under the terms of a credit default swap the buyer of protection (buyer) receives credit protection in exchange for making periodic payments to the seller of protection (seller) based on a fixed percentage applied to a notional principal amount. In return for these payments, the seller will be required to make a payment upon the occurrence of one or more specified credit events. The Fund enters into credit default swaps as a seller to gain credit exposure to an issuer and/or as a buyer to obtain a measure of protection against defaults of an issuer. Periodic payments are made over the life of the contract by the buyer provided that no credit event occurs. For credit default swaps on most corporate and sovereign issuers, credit events include bankruptcy, failure to pay or repudiation/moratorium. For credit default swaps on corporate or sovereign issuers, the obligation that may be put to the seller is not limited to the specific reference obligation described in the Schedule of Investments. For credit default swaps on asset-backed securities, a credit event may be triggered by events such as failure to pay principal, maturity extension, rating downgrade or write-down. For credit default swaps on asset-backed securities, the reference obligation described represents the security that may be put to the seller. For credit default swaps on a traded credit index, a specified credit event may affect all or individual underlying securities included in the index. Typically, the value of each credit default swap and credit rating disclosed for each reference obligation in the Schedule of Investments, where the Fund is the seller, can be used as measures of the current payment/performance risk of the swap. As the value of the swap changes as a positive or negative percentage of the total notional amount, the payment/performance risk may decrease or increase, respectively. In addition to these measures, FMR monitors a variety of factors including cash flow assumptions, market activity and market sentiment as part of its ongoing process of assessing payment/ performance risk.

Interest Rate Swaps: Interest rate swaps are agreements between counterparties to exchange cash flows, one based on a fixed rate, and the other on a floating rate. The Fund entered into interest rate swaps to manage its exposure to interest rate changes. Changes in interest rates can have an effect on both the value of bond holdings as well as the amount of interest income earned. In general, the value of bonds can fall when interest rates rise and can rise when interest rates fall.

Open swaps at period end are included in the Schedule of Investments under the caption Credit Default Swaps, Interest Rate Swaps and/or Total Return Swaps, as applicable.

**Credit Risk**

The Fund's relatively large investment in countries with limited or developing capital markets may involve greater risks than investments in more developed markets and the prices of such investments may be volatile. The yields of emerging market debt obligations reflect, among other things, perceived credit risk. The consequences of political, social or economic changes in these markets may have disruptive effects on the market prices of the Fund's investments and the income they generate, as well as the Fund's ability to repatriate such amounts.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Summer Street Trust

- **b. Investment Company Act file number:** 811-02737

- **c. CIK number of Registrant:** 0000225322

- **d. LEI of Registrant:** P1TJ3M056NR1SYX5LY49

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity New Markets Income Fund

- **b. EDGAR series identifier (if any):** S000017692

- **c. LEI of Series:** EHI16Z8Y2IEY0EEVD190

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5328500407.30

**Total Liabilities:** $75769899.25

**Net Assets:** $5252730508.05

**Cash Not Reported:** $4503135.98

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 71519.33956795 | **1-Year:** 255633.19819075 | **5-Year:** 511782.78020880 | **10-Year:** 705101.10722542 | **30-Year:** 348232.81776763

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

- **3-Month:** 43850.67945524 | **1-Year:** 209048.79154540 | **5-Year:** 425373.46035278 | **10-Year:** 457988.96338777 | **30-Year:** 192989.12691871

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000206231 | 1.51%                | 1.73%                | 1.76%                |
| Class ID C000206232 | 1.48%                | 1.70%                | 1.73%                |
| Class ID C000206228 | 1.40%                | 1.70%                | 1.73%                |
| Class ID C000206230 | 1.50%                | 1.72%                | 1.75%                |
| Class ID C000048888 | 1.50%                | 1.72%                | 1.75%                |
| Class ID C000206229 | 1.34%                | 1.71%                | 1.66%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5871573.31             | $58868171.13                               |
| Month 2  | $-8357266.61             | $68053730.63                               |
| Month 3  | $-10511648.04            | $76800140.27                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NIGERIA REPUBLIC OF                                                   | NIGERIA REPUBLIC 7.625% 11/21/2025 144A                                                     | CUSIP: 65412JAJ2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    15862000 | PA      | $15870406.86  | 0.30%             | 2025-11-21      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                             | EGYPT (ARAB) REPUBLIC OF 8.7002% 03/01/2049 144A                                            | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    15240000 | PA      | $13544550.00  | 0.26%             | 2049-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                   | HUNGARY REPUBLIC OF 6.75% 09/25/2052 144A                                                   | CUSIP: 445545AT3<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    12980000 | PA      | $13992440.00  | 0.27%             | 2052-09-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                                              | PAKISTAN ISLAMIC REP OF 6% 04/08/2026 144A                                                  | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    24660000 | PA      | $24536700.00  | 0.47%             | 2026-04-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                    | DOMINICAN REPUBLIC 7.15% 02/24/2055 144A                                                    | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     7380000 | PA      | $7878150.00   | 0.15%             | 2055-02-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                             | SAUDI ARABIAN OIL COMPANY 5.875% 07/17/2064 144A                                            | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     2505000 | PA      | $2461788.75   | 0.05%             | 2064-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                              | NAVOI MINING METALLURGIC 6.75% 05/14/2030 144A                                              | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    13985000 | PA      | $14684250.00  | 0.28%             | 2030-05-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                    | TURKEY REPUBLIC OF 5.125% 02/17/2028                                                        | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     5545000 | PA      | $5534603.13   | 0.11%             | 2028-02-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                 | ARGENTINA REPUBLIC OF STEP 07/09/2030                                                       | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    52438778 | PA      | $35422394.81  | 0.67%             | 2030-07-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                | SABLE INTL FIN LTD 7.125% 10/15/2032 144A                                                   | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    10945000 | PA      | $11087558.63  | 0.21%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                    | TURKEY REPUBLIC OF 4.875% 04/16/2043                                                        | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    23220000 | PA      | $17240850.00  | 0.33%             | 2043-04-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                  | COLOMBIA REPUBLIC OF 7.375% 09/18/2037                                                      | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     3680000 | PA      | $3793012.80   | 0.07%             | 2037-09-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MONTEGO BAY AIRPORT REVENUE FINANCE LTD                               | MONTEGO BAY AIRPORT REVENUE FINANCE LTD 6.6% 06/15/2035 144A                                | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |     3485000 | PA      | $3563412.50   | 0.07%             | 2035-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORPORATION SAB DE CV                                   | ORBIA ADVANCE CORPORATION SAB DE CV 6.8% 05/13/2030 144A                                    | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    12800000 | PA      | $13308864.00  | 0.25%             | 2030-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                        | OMAN SULTANATE 6.75% 01/17/2048 144A                                                        | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    27440000 | PA      | $30164781.02  | 0.57%             | 2048-01-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                                   | LEBANON REPUBLIC OF 5.8% 12/31/2049 REGS                                                    | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     8540000 | PA      | $1887340.00   | 0.04%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                                                  | EMIRATE OF ABU DHABI 3.125% 09/30/2049 144A                                                 | CUSIP: 29135LAF7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    38863000 | PA      | $28116797.56  | 0.54%             | 2049-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                                                | VENEZUELA REPUBLIC OF 9.25% 05/07/2028 REGS                                                 | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |    70265000 | PA      | $15739360.00  | 0.30%             | 2028-05-07      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                               | CORPORACION NACIONAL DEL COBRE DE CHILE 5.95% 01/08/2034 144A                               | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     4795000 | PA      | $5019166.25   | 0.10%             | 2034-01-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                                     | GHANA REPUBLIC OF 0% 07/03/2026 144A                                                        | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      999150 | PA      | $964180.14    | 0.02%             | 2026-07-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                 | FREEPORT INDONESIA PT 6.2% 04/14/2052 144A                                                  | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     6385000 | PA      | $6531855.00   | 0.12%             | 2052-04-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                               | SRI LANKA GOVT DEMOC SOCIA REP 4% 04/15/2028 144A                                           | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |     9243152 | PA      | $8854939.58   | 0.17%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                     | CHILE REPUBLIC OF 3.5% 01/31/2034                                                           | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     7100000 | PA      | $6510700.00   | 0.12%             | 2034-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAP LTD                                                      | PETRONAS CAP LTD 3.404% 04/28/2061 144A                                                     | CUSIP: 71675CAE8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    14910000 | PA      | $10268367.90  | 0.20%             | 2061-04-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                               | SAUDI ARABIA KINGDOM OF 3.45% 02/02/2061 144A                                               | CUSIP: 80413TAW9<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |     9925000 | PA      | $6488468.75   | 0.12%             | 2061-02-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HOLDING IX LTD                                             | ALPHA STAR HOLDING IX LTD 7% 08/26/2028 REGS                                                | CUSIP: N/A<br>LEI: 254900IL2SBV9ANGBE89       | Long             | DBT              | CORP              | AE        |     8955000 | PA      | $9174397.50   | 0.17%             | 2028-08-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                     | CHILE REPUBLIC OF 4.34% 03/07/2042                                                          | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     5555000 | PA      | $4916175.00   | 0.09%             | 2042-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                          | MEXICO UNITED MEXICAN STATES 6.05% 01/11/2040                                               | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    35198000 | PA      | $35484159.74  | 0.68%             | 2040-01-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                               | CORPORACION NACIONAL DEL COBRE DE CHILE 4.5% 08/01/2047 144A                                | CUSIP: 21987BAX6<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     6855000 | PA      | $5559405.00   | 0.11%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                | US 10YR NOTE FUT (CBT)DEC25 TYZ5                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        1722 | NC      | $1040372.13   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OCP SA                                                                | OCP SA 7.5% 05/02/2054 144A                                                                 | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    11660000 | PA      | $12938985.40  | 0.25%             | 2054-05-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                   | PETROLEOS MEXICANOS 6.625% 06/15/2035                                                       | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    62164000 | PA      | $59311915.68  | 1.13%             | 2035-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BANK                                             | MAGYAR EXPORT-IMPORT BANK 6.125% 12/04/2027 144A                                            | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | CORP              | HU        |     4230000 | PA      | $4372762.50   | 0.08%             | 2027-12-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                              | AZUL SECURED FINANCE LLP 11.93% 08/28/2028                                                  | CUSIP: 05501WAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11015024 | PA      | $3362886.83   | 0.06%             | 2028-08-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                        | GREENSAIF PIPELINES BIDCO SARL 5.8528% 02/23/2036 144A                                      | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     3800000 | PA      | $3986276.00   | 0.08%             | 2036-02-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                          | MEXICO UNITED MEXICAN STATES 6.875% 05/13/2037                                              | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4855000 | PA      | $5240972.50   | 0.10%             | 2037-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                   | HUNGARY REPUBLIC OF 2.125% 09/22/2031 144A                                                  | CUSIP: 445545AM8<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    13890000 | PA      | $11923130.16  | 0.23%             | 2031-09-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SILK ROAD GROUP HOLDING LLC                                           | SILK ROAD GROUP HOLDING LLC 7.5% 09/15/2030 144A                                            | CUSIP: 82710NAA6<br>LEI: 254900J9KTY8FE4C8227 | Long             | DBT              | CORP              | GE        |     6645000 | PA      | $6674071.88   | 0.13%             | 2030-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                             | ICE CDX CXPEI544 12/20/30                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   -50700000 | NC      | $705.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                       | IHS HOLDING LTD 5.625% 11/29/2026 144A                                                      | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     2332000 | PA      | $2302850.00   | 0.04%             | 2026-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                                                | VENEZUELA REPUBLIC OF 11.95% 08/05/2031 REGS                                                | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |    65250000 | PA      | $15333750.00  | 0.29%             | 2031-08-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                     | CHILE ELECTRICITY LUX MPC II SARL 5.58% 10/20/2035 144A                                     | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     3709631 | PA      | $3802372.27   | 0.07%             | 2035-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                             | PETROLEOS DE VENEZUELA SA 9.75% 05/17/2035 144A                                             | CUSIP: 716558AE1<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    37000000 | PA      | $6641500.00   | 0.13%             | 2035-05-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                    | UKRAINE GOVERNMENT VAR 08/01/2041 144A                                                      | CUSIP: 903724AW2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     8905000 | PA      | $7070570.00   | 0.13%             | 2041-08-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                   | NIGERIA REPUBLIC 0% 10/07/2025                                                              | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        | 11518630000 | PA      | $7739324.54   | 0.15%             | 2025-10-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                               | ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A                                              | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |    14455000 | PA      | $13443150.00  | 0.26%             | 2030-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                        | BRAZIL FEDERATIVE REPUBLIC OF 12.25% 03/06/2030                                             | CUSIP: 105756AL4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    13317000 | PA      | $17289061.59  | 0.33%             | 2030-03-06      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                   | PETROLEOS MEXICANOS 6.5% 06/02/2041                                                         | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    11163000 | PA      | $9727996.35   | 0.19%             | 2041-06-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                           | UNITED STATES TREASURY BOND 3.625% 02/15/2053                                               | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5628000 | PA      | $4652992.95   | 0.09%             | 2053-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                             | SAUDI ARABIAN OIL COMPANY 4.375% 04/16/2049 144A                                            | CUSIP: 80414L2F1<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    19984000 | PA      | $16787359.36  | 0.32%             | 2049-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                    | PANAMA REPUBLIC OF 4.5% 04/16/2050                                                          | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    10770000 | PA      | $8124753.38   | 0.15%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                                   | NBM US HOLDINGS INC 6.625% 08/06/2029 144A                                                  | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |     5930000 | PA      | $5999499.60   | 0.11%             | 2029-08-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                  | COLOMBIA REPUBLIC OF 7.5% 02/02/2034                                                        | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     4055000 | PA      | $4278025.00   | 0.08%             | 2034-02-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                     | KOSMOS ENERGY LTD 7.5% 03/01/2028 144A                                                      | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     6305000 | PA      | $5538564.20   | 0.11%             | 2028-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                              | AZUL SECURED FINANCE LLP 11.5% 08/28/2029                                                   | CUSIP: 05501WAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12000714 | PA      | $120007.14    | 0.00%             | 2029-08-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                  | PARAGUAY REPUBLIC OF 5.6% 03/13/2048 144A                                                   | CUSIP: 699149AF7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     3335000 | PA      | $3159078.75   | 0.06%             | 2048-03-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                                                  | EMIRATE OF ABU DHABI 5.5% 04/30/2054 144A                                                   | CUSIP: 29135LAU4<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     7330000 | PA      | $7647938.75   | 0.15%             | 2054-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                                                | VENEZUELA REPUBLIC OF 9.25% 09/15/2027                                                      | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    62675000 | PA      | $15104675.00  | 0.29%             | 2027-09-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTION BV                                         | YINSON BERGENIA PRODUCTION BV 8.498% 01/31/2045 144A                                        | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |     3485000 | PA      | $3736791.25   | 0.07%             | 2045-01-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                     | KENYA REPUBLIC OF 8% 05/22/2032 144A                                                        | CUSIP: 491798AK0<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     4815000 | PA      | $4778261.55   | 0.09%             | 2032-05-22      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                     | PERU REPUBLIC OF 3% 01/15/2034                                                              | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    21165000 | PA      | $18360637.50  | 0.35%             | 2034-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                    | PANAMA REPUBLIC OF 4.3% 04/29/2053                                                          | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     7000000 | PA      | $5140625.00   | 0.10%             | 2053-04-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                  | ROMANIA REPUBLIC OF 4% 02/14/2051 144A                                                      | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    17480000 | PA      | $11643777.60  | 0.22%             | 2051-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                                   | REPUBLIC OF ALBANIA 4.75% 02/14/2035 REGS                                                   | CUSIP: N/A<br>LEI: 254900EDM43U3SGRND29       | Long             | DBT              | NUSS              | AL        |     4855000 | PA      | $5739664.90   | 0.11%             | 2035-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEORGIA REPUBLIC OF                                                   | GEORGIA REPUBLIC OF 2.75% 04/22/2026 144A                                                   | CUSIP: 37311PAB6<br>LEI: 254900MHQHBC58M2GR84 | Long             | DBT              | NUSS              | GE        |     9785000 | PA      | $9541308.49   | 0.18%             | 2026-04-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                       | ANTOFAGASTA PLC 2.375% 10/14/2030 144A                                                      | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    12195000 | PA      | $11006719.20  | 0.21%             | 2030-10-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                       | QATAR PETROLEUM 3.125% 07/12/2041 144A                                                      | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    11965000 | PA      | $9200247.45   | 0.18%             | 2041-07-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                               | PHILIPPINES REPUBLIC OF 5.5% 01/17/2048                                                     | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     3675000 | PA      | $3755390.63   | 0.07%             | 2048-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR CJSC                                            | SOUTHERN GAS CORRIDOR CJSC 6.875% 03/24/2026 144A                                           | CUSIP: 84302LAA0<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |    17939000 | PA      | $18092916.62  | 0.34%             | 2026-03-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO E INVERSIONES                                        | BANCO DE CREDITO E INVERSIONES 7.5%/VAR PERP 144A                                           | CUSIP: 05956NAF9<br>LEI: 549300E9E5Y3PKW24142 | Long             | EP               | CORP              | CL        |     5950000 | PA      | $6249731.25   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                                                | VENEZUELA REPUBLIC OF 9.375% 01/13/2034                                                     | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    37005000 | PA      | $9898837.50   | 0.19%             | 2034-01-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TINKOFF CREDIT SYSTEMS VIA TCS FINANCE LTD                            | TINKOFF CREDIT SYSTEMS VIA TCS FINANCE LTD 6%/VAR PERP 144A                                 | CUSIP: 87251LAA4<br>LEI: 213800VIPIONINOCLD68 | Long             | EP               | CORP              | IE        |     6660000 | PA      | $333000.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| GHANA REPUBLIC OF                                                     | GHANA REPUBLIC OF 0% 01/03/2030 144A                                                        | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     2015018 | PA      | $1717803.18   | 0.03%             | 2030-01-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                    | TURKEY REPUBLIC OF 9.375% 03/14/2029                                                        | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    16665000 | PA      | $18575558.93  | 0.35%             | 2029-03-14      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                                   | ECUADOR REPUBLIC OF STEP 07/31/2035 144A                                                    | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    48400000 | PA      | $36070138.72  | 0.69%             | 2035-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                                   | ECUADOR REPUBLIC OF STEP 07/31/2030 144A                                                    | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    38567847 | PA      | $34191954.51  | 0.65%             | 2030-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                        | URUGUAY REPUBLICA ORIENTAL DL 5.75% 10/28/2034                                              | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     5850000 | PA      | $6274125.00   | 0.12%             | 2034-10-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GEORGIAN RAILWAY JSC                                                  | GEORGIAN RAILWAY JSC 4% 06/17/2028 144A                                                     | CUSIP: 37363BAB4<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |     7705000 | PA      | $7204175.00   | 0.14%             | 2028-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                    | DOMINICAN REPUBLIC 7.45% 04/30/2044 144A                                                    | CUSIP: 25714PCF3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    20824000 | PA      | $22916812.00  | 0.44%             | 2044-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                    | UKRAINE GOVERNMENT STEP 02/01/2029 144A                                                     | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    19719669 | PA      | $13409374.92  | 0.26%             | 2029-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH                    | BANCO MERCANTIL DEL NORTE CAYMAN ISLAND BRH 7.625%/VAR PERP 144A                            | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |    11515000 | PA      | $11817268.75  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                                              | KINGSTON AIRPORT REV FIN 6.75% 12/15/2036 144A                                              | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |     2375000 | PA      | $2448625.00   | 0.05%             | 2036-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                       | CEMEX SAB DE CV T5Y+NA PERP 144A                                                            | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | EP               | CORP              | MX        |     8950000 | PA      | $9284730.00   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS CAP LTD                                                      | PETRONAS CAP LTD 4.8% 04/21/2060 144A                                                       | CUSIP: 716743AS8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     3500000 | PA      | $3178000.00   | 0.06%             | 2060-04-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                   | NIGERIA REPUBLIC 7.696% 02/23/2038 144A                                                     | CUSIP: 65412JAH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     3500000 | PA      | $3241875.00   | 0.06%             | 2038-02-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                               | PHILIPPINES REPUBLIC OF 5.6% 05/14/2049                                                     | CUSIP: 718286DB0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     6620000 | PA      | $6784672.50   | 0.13%             | 2049-05-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                   | NIGERIA REPUBLIC 7.143% 02/23/2030 144A                                                     | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    11415000 | PA      | $11290689.51  | 0.21%             | 2030-02-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                                    | NIAGARA ENERGY SAC 5.746% 10/03/2034 144A                                                   | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     5625000 | PA      | $5764950.00   | 0.11%             | 2034-10-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                    | UKRAINE GOVERNMENT STEP 02/01/2030 144A                                                     | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     4009433 | PA      | $2098938.18   | 0.04%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN REPUBLIC OF                                                | UZBEKISTAN REPUBLIC OF 3.9% 10/19/2031 144A                                                 | CUSIP: 91822Q2E6<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    12475000 | PA      | $11445812.50  | 0.22%             | 2031-10-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                             | PETROLEOS DE VENEZUELA SA 5.5% 04/12/2037 REGS                                              | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |   184250000 | PA      | $29461575.00  | 0.56%             | 2037-04-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                    | POLAND REPUBLIC OF 5.5% 03/18/2054                                                          | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2075000 | PA      | $2005072.50   | 0.04%             | 2054-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                    | UKRAINE GOVERNMENT STEP 02/01/2036 144A                                                     | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    10401782 | PA      | $5627364.06   | 0.11%             | 2036-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                  | COLOMBIA REPUBLIC OF 8% 04/20/2033                                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     4165000 | PA      | $4539850.00   | 0.09%             | 2033-04-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                             | EGYPT (ARAB) REPUBLIC OF 6.375% 04/11/2031 144A                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     6575000 | PA      | $7382968.23   | 0.14%             | 2031-04-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                     | MDGH GMTN RSC LTD 2.875% 11/07/2029 144A                                                    | CUSIP: 55276VAJ1<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |     6805000 | PA      | $6479652.95   | 0.12%             | 2029-11-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER LTD                                             | TERMOCANDELARIA POWER LTD 7.75% 09/17/2031 144A                                             | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |     5242000 | PA      | $5477890.00   | 0.10%             | 2031-09-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                  | COLOMBIA REPUBLIC OF 3.125% 04/15/2031                                                      | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    24300000 | PA      | $21141000.00  | 0.40%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                           | BANK GOSPODARSTWA KRAJOWEGO 6.25% 10/31/2028 144A                                           | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     3985000 | PA      | $4222665.40   | 0.08%             | 2028-10-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| USIMINAS INTERNATIONAL SARL                                           | USIMINAS INTERNATIONAL SARL 7.5% 01/27/2032 144A                                            | CUSIP: 91734JAB6<br>LEI: 529900KLYX6QPXVIVP43 | Long             | DBT              | CORP              | LU        |     6775000 | PA      | $6961523.68   | 0.13%             | 2032-01-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                     | KENYA REPUBLIC OF 9.5% 03/05/2036 144A                                                      | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1600000 | PA      | $1637680.00   | 0.03%             | 2036-03-05      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                             | MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A                                              | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     9095000 | PA      | $8569399.95   | 0.16%             | 2031-04-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                 | INDONESIA REPUBLIC OF 5.125% 01/15/2045 144A                                                | CUSIP: 455780BU9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    12522000 | PA      | $12346692.00  | 0.24%             | 2045-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                                                         | CABLE ONDA SA 4.5% 01/30/2030 144A                                                          | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |    12710000 | PA      | $12133601.50  | 0.23%             | 2030-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                        | GREENSAIF PIPELINES BIDCO SARL 6.129% 02/23/2038 144A                                       | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     7665000 | PA      | $8209215.00   | 0.16%             | 2038-02-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                               | EL SALVADOR REPUBLIC OF 9.65% 11/21/2054 144A                                               | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     3465000 | PA      | $3728340.00   | 0.07%             | 2054-11-21      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                                   | LEBANON REPUBLIC OF 6.2% 12/31/2049 REGS                                                    | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     5669000 | PA      | $1252849.00   | 0.02%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                    | PANAMA REPUBLIC OF 2.252% 09/29/2032                                                        | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    18445000 | PA      | $14955206.00  | 0.28%             | 2032-09-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                                              | PAKISTAN ISLAMIC REP OF 7.375% 04/08/2031 144A                                              | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     7180000 | PA      | $7036400.00   | 0.13%             | 2031-04-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN REPUBLIC OF                                                | UZBEKISTAN REPUBLIC OF 5.375% 02/20/2029 144A                                               | CUSIP: 91822Q2A4<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     4950000 | PA      | $4965468.75   | 0.09%             | 2029-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAP LTD                                                      | PETRONAS CAP LTD 3.5% 04/21/2030 144A                                                       | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    10240000 | PA      | $9959526.40   | 0.19%             | 2030-04-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                    | TURKEY REPUBLIC OF 9.125% 07/13/2030                                                        | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     8800000 | PA      | $9948400.00   | 0.19%             | 2030-07-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                          | MEXICO UNITED MEXICAN STATES 7.375% 05/13/2055                                              | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     8925000 | PA      | $9821962.50   | 0.19%             | 2055-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS                       | EMIRATE OF DUBAI GOVT INTL BONDS 3.9% 09/09/2050 REGS                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AE        |    17255000 | PA      | $13054442.80  | 0.25%             | 2050-09-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                 | BERMUDA GOVERNMENT OF 5% 07/15/2032 144A                                                    | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     3830000 | PA      | $3928162.90   | 0.07%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                 | ARGENTINA REPUBLIC OF STEP 07/09/2035                                                       | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    78135665 | PA      | $40943088.46  | 0.78%             | 2035-07-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                               | CORPORACION NACIONAL DEL COBRE DE CHILE 3.15% 01/15/2051 144A                               | CUSIP: 21987BBD9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     8130000 | PA      | $5237102.10   | 0.10%             | 2051-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                  | PARAGUAY REPUBLIC OF 2.739% 01/29/2033 144A                                                 | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     5873000 | PA      | $5191732.00   | 0.10%             | 2033-01-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                           | IVORY COAST (COTE D'IVOIRE) 7.625% 01/30/2033 144A                                          | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    12005000 | PA      | $12485200.00  | 0.24%             | 2033-01-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                       | ESKOM HLDGS LTD 6.35% 08/10/2028 144A                                                       | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    15665000 | PA      | $16112079.10  | 0.31%             | 2028-08-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                                   | LEBANON REPUBLIC OF 6% 12/31/2049 REGS                                                      | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     5256000 | PA      | $1161576.00   | 0.02%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                      | GALAXY PIPELINE ASSETS BIDCO LTD 2.16% 03/31/2034 144A                                      | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     7407918 | PA      | $6734167.90   | 0.13%             | 2034-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KAZMUAIGAZ NATIONAL CO JSC                                            | KAZMUNAYGAS NATIONAL CO JSC 5.75% 04/19/2047 144A                                           | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     5940000 | PA      | $5535010.80   | 0.11%             | 2047-04-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                     | MDGH GMTN RSC LTD 5.5% 04/28/2033 144A                                                      | CUSIP: 55285GAB0<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |     5925000 | PA      | $6309532.50   | 0.12%             | 2033-04-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                             | UST NOTES 4.125% 03/31/2031                                                                 | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10180000 | PA      | $10344629.74  | 0.20%             | 2031-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                                     | MA'ADEN SUKUK LTD 5.25% 02/13/2030 144A                                                     | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |     6605000 | PA      | $6819794.60   | 0.13%             | 2030-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                | COSTA RICA REPUBLIC OF 6.125% 02/19/2031 144A                                               | CUSIP: 221597CP0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    19190000 | PA      | $19995980.00  | 0.38%             | 2031-02-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                               | VALE SA VAR PFD PERP                                                                        | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EP               | CORP              | BR        |     1125500 | NS      | $7549504.44   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF BENIN                                                     | REPUBLIC OF BENIN 8.375% 01/23/2041 144A                                                    | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     3550000 | PA      | $3709750.00   | 0.07%             | 2041-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                               | CORPORACION NACIONAL DEL COBRE DE CHILE 3.7% 01/30/2050 144A                                | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    16785000 | PA      | $11850210.00  | 0.23%             | 2050-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                                   | REPUBLIC OF ARMENIA 6.75% 03/12/2035 144A                                                   | CUSIP: 042207AE0<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |     9085000 | PA      | $9272378.13   | 0.18%             | 2035-03-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP AS                                                 | CZECHOSLOVAK GROUP AS 5.25% 01/10/2031 144A                                                 | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |     2255000 | PA      | $2753382.06   | 0.05%             | 2031-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                     | JORDAN KINGDOM OF 7.375% 10/10/2047 144A                                                    | CUSIP: 418097AJ0<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    11275000 | PA      | $10803564.06  | 0.21%             | 2047-10-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                       | ANGOLA REPUBLIC 8.75% 04/14/2032 144A                                                       | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    11505000 | PA      | $10980141.90  | 0.21%             | 2032-04-14      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                   | PETROLEOS MEXICANOS 6.95% 01/28/2060                                                        | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    29115000 | PA      | $24003861.75  | 0.46%             | 2060-01-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                          | MEXICO UNITED MEXICAN STATES 6.338% 05/04/2053                                              | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5935000 | PA      | $5772440.35   | 0.11%             | 2053-05-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF                   | iShares JP Morgan USD Em Mkts Bd ETF                                                        | CUSIP: 464288281<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |      525100 | NS      | $49984269.00  | 0.95%             |  |  |  | No            |                  1 | On Loan: —       |
| BERMUDA GOVERNMENT OF                                                 | BERMUDA GOVERNMENT OF 2.375% 08/20/2030 144A                                                | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     5325000 | PA      | $4831106.25   | 0.09%             | 2030-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                    | UKRAINE GOVERNMENT STEP 02/01/2034 144A                                                     | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    24279212 | PA      | $13535660.69  | 0.26%             | 2034-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                               | EL SALVADOR REPUBLIC OF 9.25% 04/17/2030 144A                                               | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     5455000 | PA      | $5940495.00   | 0.11%             | 2030-04-17      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| COSAN LUXEMBOURG SA                                                   | COSAN LUXEMBOURG SA 7.25% 06/27/2031 144A                                                   | CUSIP: 22112EAE8<br>LEI: 222100ZY943WERK7RZ38 | Long             | DBT              | CORP              | LU        |     9590000 | PA      | $9953461.00   | 0.19%             | 2031-06-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                       | ANGOLA REPUBLIC 9.125% 11/26/2049 144A                                                      | CUSIP: 035198AE0<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     7695000 | PA      | $6440715.00   | 0.12%             | 2049-11-26      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| KAZMUAIGAZ NATIONAL CO JSC                                            | KAZMUNAYGAS NATIONAL CO JSC 3.5% 04/14/2033 144A                                            | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    11795000 | PA      | $10622930.85  | 0.20%             | 2033-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                     | KENYA REPUBLIC OF 6.3% 01/23/2034 144A                                                      | CUSIP: 491798AL8<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    15455000 | PA      | $13581081.25  | 0.26%             | 2034-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                     | KOSMOS ENERGY LTD 8.75% 10/01/2031 144A                                                     | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    23695000 | PA      | $18225601.63  | 0.35%             | 2031-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                 | INDONESIA REPUBLIC OF 6.625% 02/17/2037 144A                                                | CUSIP: 455780AX4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    18536000 | PA      | $21024458.00  | 0.40%             | 2037-02-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                 | ARGENTINA REPUBLIC OF STEP 01/09/2038                                                       | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    46294088 | PA      | $25994130.41  | 0.49%             | 2038-01-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                  | COLOMBIA REPUBLIC OF 4.125% 05/15/2051                                                      | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     6805000 | PA      | $4424951.25   | 0.08%             | 2051-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                             | MILLICOM INTL CELLULAR SA 7.375% 04/02/2032 144A                                            | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     5070000 | PA      | $5286742.50   | 0.10%             | 2032-04-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                           | IVORY COAST (COTE D'IVOIRE) 6.125% 06/15/2033 144A                                          | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    12360000 | PA      | $11837790.00  | 0.23%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                          | ECOPETROL SA 8.375% 01/19/2036                                                              | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     8940000 | PA      | $9230550.00   | 0.18%             | 2036-01-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                        | OMAN SULTANATE 7% 01/25/2051 144A                                                           | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     2880000 | PA      | $3250800.00   | 0.06%             | 2051-01-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                    | SASOL FING USA LLC 8.75% 05/03/2029 144A                                                    | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     5105000 | PA      | $5295676.86   | 0.10%             | 2029-05-03      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                    | BRASKEM IDESA SAPI 7.45% 11/15/2029 144A                                                    | CUSIP: 10554NAA6<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     5690000 | PA      | $3470900.00   | 0.07%             | 2029-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                    | TURKEY REPUBLIC OF 6.625% 02/17/2045                                                        | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      530000 | PA      | $474948.00    | 0.01%             | 2045-02-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                        | OMAN SULTANATE 6.5% 03/08/2047 144A                                                         | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    17700000 | PA      | $19123080.00  | 0.36%             | 2047-03-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                                                | VENEZUELA REPUBLIC OF 11.75% 10/21/2026 REGS                                                | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |    65000000 | PA      | $15437500.00  | 0.29%             | 2026-10-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GABONESE REPUBLIC                                                     | GABONESE REPUBLIC 7% 11/24/2031 144A                                                        | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    13095000 | PA      | $10471940.55  | 0.20%             | 2031-11-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                    | MVM ENERGETIKA ZRT 7.5% 06/09/2028 REGS                                                     | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | CORP              | HU        |     1070000 | PA      | $1131653.40   | 0.02%             | 2028-06-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                               | CORPORACION NACIONAL DEL COBRE DE CHILE 6.78% 01/13/2055 144A                               | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     6340000 | PA      | $6786336.00   | 0.13%             | 2055-01-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                             | EGYPT (ARAB) REPUBLIC OF 7.903% 02/21/2048 144A                                             | CUSIP: 03846JW55<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    17090000 | PA      | $14163337.50  | 0.27%             | 2048-02-21      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MEDCO LAUREL TREE PTE LTD                                             | MEDCO LAUREL TREE PTE LTD 6.95% 11/12/2028 144A                                             | CUSIP: 58406RAA6<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |    17175000 | PA      | $17338162.50  | 0.33%             | 2028-11-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                    | TURKEY REPUBLIC OF 6% 01/14/2041                                                            | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    21698000 | PA      | $18938285.63  | 0.36%             | 2041-01-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                       | ESKOM HLDGS LTD 8.45% 08/10/2028 144A                                                       | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    10415000 | PA      | $11147278.65  | 0.21%             | 2028-08-10      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| STATE OIL COMPANY OF THE AZERBAIJAN REPUBLIC                          | STATE OIL CO OF THE AZER 6.95% 03/18/2030 REGS                                              | CUSIP: N/A<br>LEI: 2549002HARR1VE257O76       | Long             | DBT              | CORP              | AZ        |    12240000 | PA      | $13074033.60  | 0.25%             | 2030-03-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                     | KENYA REPUBLIC OF 7.25% 02/28/2028 144A                                                     | CUSIP: 491798AG9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     4015000 | PA      | $4123894.43   | 0.08%             | 2028-02-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIQUID TELECOMMUNICATIONS FINANCING PLC                               | LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A                                | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |    13580000 | PA      | $11784724.00  | 0.22%             | 2026-09-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAMPOSOL SA RGS                                                       | CAMPOSOL SA 6% 02/03/2027 144A                                                              | CUSIP: 134638AE5<br>LEI: 5493008B0STMH3JFSW17 | Long             | DBT              | CORP              | PE        |     5035000 | PA      | $4956328.13   | 0.09%             | 2027-02-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                                     | GHANA REPUBLIC OF STEP 07/03/2029 144A                                                      | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    17822155 | PA      | $17332045.74  | 0.33%             | 2029-07-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                    | PANAMA REPUBLIC OF 3.16% 01/23/2030                                                         | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    13515000 | PA      | $12582465.00  | 0.24%             | 2030-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                               | CORPORACION NACIONAL DEL COBRE DE CHILE 3.15% 01/14/2030 144A                               | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     9240000 | PA      | $8768760.00   | 0.17%             | 2030-01-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MONGOLIA GOVERNMENT OF                                                | MONGOLIA GOVERNMENT OF 7.875% 06/05/2029 144A                                               | CUSIP: 60937LAH8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     1970000 | PA      | $2090662.50   | 0.04%             | 2029-06-05      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                   | HUNGARY REPUBLIC OF 7.625% 03/29/2041                                                       | CUSIP: 445545AF3<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |     5500000 | PA      | $6520250.00   | 0.12%             | 2041-03-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                                | REPUBLIC OF MONTENEGRO 7.25% 03/12/2031 144A                                                | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    18750000 | PA      | $19918500.00  | 0.38%             | 2031-03-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                          | ECOPETROL SA 8.875% 01/13/2033                                                              | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    14190000 | PA      | $15394021.50  | 0.29%             | 2033-01-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                                   | REPUBLIC OF ARMENIA 3.6% 02/02/2031 144A                                                    | CUSIP: 042207AD2<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    14165000 | PA      | $12741417.50  | 0.24%             | 2031-02-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                  | SAMARCO MINERACAO SA PIK VAR 06/30/2031 144A                                                | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    18768657 | PA      | $18862500.29  | 0.36%             | 2031-06-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                     | GUATEMALA REP OF 4.9% 06/01/2030 144A                                                       | CUSIP: 401494AQ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     2500000 | PA      | $2487500.00   | 0.05%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                     | PERU REPUBLIC OF 3.3% 03/11/2041                                                            | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    30340000 | PA      | $23574180.00  | 0.45%             | 2041-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                    | DOMINICAN REPUBLIC 5.875% 01/30/2060 144A                                                   | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    22430000 | PA      | $19982326.25  | 0.38%             | 2060-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                   | NIGERIA REPUBLIC 6.125% 09/28/2028 144A                                                     | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    13115000 | PA      | $12879152.96  | 0.25%             | 2028-09-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                               | EL SALVADOR REPUBLIC OF 7.1246% 01/20/2050 144A                                             | CUSIP: 283875BZ4<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     8578000 | PA      | $7394236.00   | 0.14%             | 2050-01-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TELEFONICA CELULAR DEL PARAGUAY SA                                    | TELEFONICA CELULAR PARAGUAY SA 5.875% 04/15/2027 144A                                       | CUSIP: 87936VAB3<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |     1820000 | PA      | $1812720.00   | 0.03%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT | INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT 5.45% 05/15/2030 144A | CUSIP: 74445PAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    15185000 | PA      | $15655735.00  | 0.30%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCE LTD                                            | C and W SENIOR FINANCE LTD 9% 01/15/2033 144A                                               | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |     9245000 | PA      | $9668060.45   | 0.18%             | 2033-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                        | BRAZIL FEDERATIVE REPUBLIC OF 4.75% 01/14/2050                                              | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     9500000 | PA      | $7096500.00   | 0.14%             | 2050-01-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                  | ROMANIA REPUBLIC OF 5.75% 09/16/2030 144A                                                   | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     7670000 | PA      | $7813812.50   | 0.15%             | 2030-09-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                    | TURKEY REPUBLIC OF 32.6% 02/10/2027                                                         | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |   204395000 | PA      | $4712014.56   | 0.09%             | 2027-02-10      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                      | GALAXY PIPELINE ASSETS BIDCO LTD 2.625% 03/31/2036 144A                                     | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    19645000 | PA      | $17263043.75  | 0.33%             | 2036-03-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING CO PJSC                               | ABU DHABI DEVELOPMENTAL HOLDING CO PJSC 5.25% 10/02/2054 144A                               | CUSIP: 00402D2D6<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     9540000 | PA      | $9346242.60   | 0.18%             | 2054-10-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                             | PETROLEOS DE VENEZUELA SA 5.375% 04/12/2027 REGS                                            | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |   152515000 | PA      | $24402400.00  | 0.46%             | 2027-04-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                 | FREEPORT INDONESIA PT 5.315% 04/14/2032 144A                                                | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     8260000 | PA      | $8367380.00   | 0.16%             | 2032-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                   | NIGERIA REPUBLIC 7.625% 11/28/2047 144A                                                     | CUSIP: 65412JAB9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    23015000 | PA      | $19744568.50  | 0.38%             | 2047-11-28      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                          | MEXICO UNITED MEXICAN STATES 5.75% 10/12/2110                                               | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     8780000 | PA      | $7524460.00   | 0.14%             | 2110-10-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 5.125% 08/11/2061 144A                               | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     5720000 | PA      | $4542037.50   | 0.09%             | 2061-08-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO Y CONSTITUCION SA                                     | CELULOSA ARAUCO Y CONSTITUCION SA 6.18% 05/05/2032 144A                                     | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     4280000 | PA      | $4452805.00   | 0.08%             | 2032-05-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                        | TULLOW OIL PLC 10.25% 05/15/2026 144A                                                       | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    12400000 | PA      | $10540000.00  | 0.20%             | 2026-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                    | UKRAINE GOVERNMENT STEP 02/01/2035 144A                                                     | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    15258656 | PA      | $8369372.82   | 0.16%             | 2035-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                    | UKRAINE GOVERNMENT STEP 02/01/2034 144A                                                     | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    14982632 | PA      | $6180335.70   | 0.12%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                        | GREENSAIF PIPELINES BIDCO SARL 6.51% 02/23/2042 144A                                        | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     6145000 | PA      | $6648152.60   | 0.13%             | 2042-02-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                        | URUGUAY REPUBLICA ORIENTAL DL 5.1% 06/18/2050                                               | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    27510000 | PA      | $26065725.00  | 0.50%             | 2050-06-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HOLDING VIII LTD                                           | ALPHA STAR HOLDING VIII LTD 8.375% 04/12/2027 REGS                                          | CUSIP: N/A<br>LEI: 254900TMRVHA9YMIFC14       | Long             | DBT              | CORP              | AE        |     3600000 | PA      | $3736125.00   | 0.07%             | 2027-04-12      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                | COSTA RICA REPUBLIC OF 6.55% 04/03/2034 144A                                                | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    10190000 | PA      | $10964440.00  | 0.21%             | 2034-04-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                    | PANAMA REPUBLIC OF 3.298% 01/19/2033                                                        | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    16210000 | PA      | $13973020.00  | 0.27%             | 2033-01-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                   | NIGERIA REPUBLIC 6.5% 11/28/2027 144A                                                       | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    25043000 | PA      | $25136911.25  | 0.48%             | 2027-11-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                  | ROMANIA REPUBLIC OF 6.85% 07/29/2030                                                        | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    21805000 | PA      | $4932804.08   | 0.09%             | 2030-07-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                              | CT TRUST 5.125% 02/03/2032 144A                                                             | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |     9920000 | PA      | $9489075.20   | 0.18%             | 2032-02-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                               | PHILIPPINES REPUBLIC OF 5.609% 04/13/2033                                                   | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     6190000 | PA      | $6632956.40   | 0.13%             | 2033-04-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ZAMBIA REPUBLIC                                                       | ZAMBIA REPUBLIC STEP 06/30/2033 144A                                                        | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     7161218 | PA      | $6834809.23   | 0.13%             | 2033-06-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                     | GUATEMALA REP OF 6.25% 08/15/2036 144A                                                      | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    13465000 | PA      | $13909345.00  | 0.26%             | 2036-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                   | PETROLEOS MEXICANOS 7.69% 01/23/2050                                                        | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    52575000 | PA      | $47814333.75  | 0.91%             | 2050-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LD CELULOSE INTERNATIONA                                              | LD CELULOSE INTERNATIONA 7.95% 01/26/2032 144A                                              | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |     5575000 | PA      | $5887200.00   | 0.11%             | 2032-01-26      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                              | ORLEN SA 6% 01/30/2035 144A                                                                 | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     9255000 | PA      | $9676899.91   | 0.18%             | 2035-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                 | ARGENTINA REPUBLIC OF 1% 07/09/2029                                                         | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    13949598 | PA      | $10099508.66  | 0.19%             | 2029-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                           | BANK GOSPODARSTWA KRAJOWEGO 6.25% 07/09/2054 144A                                           | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    15875000 | PA      | $16501903.75  | 0.31%             | 2054-07-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                   | HUNGARY REPUBLIC OF 5.25% 06/16/2029 144A                                                   | CUSIP: 445545AP1<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |     6100000 | PA      | $6226575.00   | 0.12%             | 2029-06-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                             | SAUDI ARABIAN OIL COMPANY 4.25% 04/16/2039 144A                                             | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    22055000 | PA      | $19994732.18  | 0.38%             | 2039-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                           | IVORY COAST (COTE D'IVOIRE) 8.25% 01/30/2037 144A                                           | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     7215000 | PA      | $7509588.45   | 0.14%             | 2037-01-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                 | INDONESIA REPUBLIC OF 7.75% 01/17/2038 144A                                                 | CUSIP: 455780AZ9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    21772000 | PA      | $26866648.00  | 0.51%             | 2038-01-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                | COSTA RICA REPUBLIC OF 5.625% 04/30/2043 144A                                               | CUSIP: 221597BT3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    15058000 | PA      | $14042714.35  | 0.27%             | 2043-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                    | SAAVI ENERGIA SARL 8.875% 02/10/2035 144A                                                   | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |    14515000 | PA      | $15657330.50  | 0.30%             | 2035-02-10      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN LTD                                               | GENM CAPITAL LABUAN LTD 3.882% 04/19/2031 144A                                              | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |    10840000 | PA      | $9984255.71   | 0.19%             | 2031-04-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                   | NIGERIA REPUBLIC 7.875% 02/16/2032 144A                                                     | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    15065000 | PA      | $14936457.89  | 0.28%             | 2032-02-16      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                               | MEITUAN 4.625% 10/02/2029 144A                                                              | CUSIP: 58533EAF0<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |     5655000 | PA      | $5665757.05   | 0.11%             | 2029-10-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                    | MVM ENERGETIKA ZRT 6.5% 03/13/2031 REGS                                                     | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | CORP              | HU        |     4210000 | PA      | $4462600.00   | 0.08%             | 2031-03-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                               | SAUDI ARABIA KINGDOM OF 2.25% 02/02/2033 144A                                               | CUSIP: 80413TAV1<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    16070000 | PA      | $13765963.75  | 0.26%             | 2033-02-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                                                | VTR COMUNICACIONES SPA 5.125% 01/15/2028 144A                                               | CUSIP: 918367AA1<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |    16142000 | PA      | $15651283.20  | 0.30%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                           | IVORY COAST (COTE D'IVOIRE) 6.375% 03/03/2028 144A                                          | CUSIP: 221625AM8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     8149000 | PA      | $8266345.60   | 0.16%             | 2028-03-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                  | COLOMBIA REPUBLIC OF 5.625% 02/26/2044                                                      | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    11500000 | PA      | $9441500.00   | 0.18%             | 2044-02-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                              | EAGLE FUNDING LUXCO SARL 5.5% 08/17/2030 144A                                               | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    10510000 | PA      | $10672905.00  | 0.20%             | 2030-08-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                                   | ECUADOR REPUBLIC OF STEP 07/31/2040 144A                                                    | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    12750000 | PA      | $8415000.00   | 0.16%             | 2040-07-31      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COLOMBIA TELECOMUNICACIONES S A ESP                                   | COLOMBIA TELECOMUNICACINES SA 4.95% 07/17/2030 144A                                         | CUSIP: 19533PAC4<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | CO        |     4315000 | PA      | $3972647.90   | 0.08%             | 2030-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                     | JORDAN KINGDOM OF 7.75% 01/15/2028 144A                                                     | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     7605000 | PA      | $7944867.45   | 0.15%             | 2028-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                       | QATAR PETROLEUM 3.3% 07/12/2051 144A                                                        | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    31000000 | PA      | $21866625.00  | 0.42%             | 2051-07-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                  | COLOMBIA REPUBLIC OF 8% 11/14/2035                                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     5970000 | PA      | $6413272.50   | 0.12%             | 2035-11-14      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                  | ROMANIA REPUBLIC OF 7.625% 01/17/2053 144A                                                  | CUSIP: 77586RAS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4154000 | PA      | $4423719.22   | 0.08%             | 2053-01-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                       | CEMEX SAB DE CV T5Y+NA PERP 144A                                                            | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | EP               | CORP              | MX        |    19110000 | PA      | $19043115.00  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| SENEGAL REPUBLIC OF                                                   | SENEGAL REPUBLIC OF 6.75% 03/13/2048 144A                                                   | CUSIP: 81720TAD7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    13475000 | PA      | $8359890.00   | 0.16%             | 2048-03-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                       | ANTOFAGASTA PLC 5.625% 09/09/2035 144A                                                      | CUSIP: 03718NAD8<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     5200000 | PA      | $5308420.00   | 0.10%             | 2035-09-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                    | SERBIA REPUBLIC OF 6.25% 05/26/2028 144A                                                    | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     3140000 | PA      | $3267170.00   | 0.06%             | 2028-05-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                              | NAVOI MINING METALLURGIC 6.7% 10/17/2028 144A                                               | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     5355000 | PA      | $5566522.50   | 0.11%             | 2028-10-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                       | ANGOLA REPUBLIC 8.25% 05/09/2028 144A                                                       | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    26255000 | PA      | $26306197.25  | 0.50%             | 2028-05-09      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                        | BRAZIL FEDERATIVE REPUBLIC OF 5.625% 02/21/2047                                             | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1900000 | PA      | $1626875.00   | 0.03%             | 2047-02-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                    | LEVIATHAN BOND LTD 6.75% 06/30/2030 144A REGS                                               | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |     5290000 | PA      | $5303225.00   | 0.10%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GABONESE REPUBLIC                                                     | GABONESE REPUBLIC 6.625% 02/06/2031 144A                                                    | CUSIP: 362420AD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     6715000 | PA      | $5414976.00   | 0.10%             | 2031-02-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                   | HUNGARY REPUBLIC OF 3.125% 09/21/2051 144A                                                  | CUSIP: 445545AN6<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    19355000 | PA      | $12211069.50  | 0.23%             | 2051-09-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAHRAIN KINGDOM                                                       | BAHRAIN KINGDOM 5.625% 05/18/2034 144A                                                      | CUSIP: 05675M2J2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    10220000 | PA      | $9908290.00   | 0.19%             | 2034-05-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                                   | LEBANON REPUBLIC OF 8.25% 05/17/2034 REGS                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    15320000 | PA      | $3408700.00   | 0.06%             | 2034-05-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                    | SERBIA REPUBLIC OF 6% 06/12/2034 144A                                                       | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     7170000 | PA      | $7467555.00   | 0.14%             | 2034-06-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                             | PROSUS NV 3.832% 02/08/2051 144A                                                            | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     7355000 | PA      | $4969221.88   | 0.09%             | 2051-02-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                     | CHILE REPUBLIC OF 2.45% 01/31/2031                                                          | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    30240000 | PA      | $27397440.00  | 0.52%             | 2031-01-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                    | SASOL FING USA LLC 4.375% 09/18/2026                                                        | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    16460000 | PA      | $16369470.00  | 0.31%             | 2026-09-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                              | SOUTH AFRICA REPUBLIC OF 5.65% 09/27/2047                                                   | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    22135000 | PA      | $17763337.50  | 0.34%             | 2047-09-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                    | TURKEY REPUBLIC OF 6% 03/25/2027                                                            | CUSIP: 900123CL2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     8850000 | PA      | $8989387.50   | 0.17%             | 2027-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                               | PHILIPPINES REPUBLIC OF 4.75% 03/05/2035                                                    | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1880000 | PA      | $1896920.00   | 0.04%             | 2035-03-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                             | PETROLEOS DE VENEZUELA SA 8.5% 12/31/2049 REGS                                              | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |    20540000 | PA      | $20172128.60  | 0.38%             | 2049-12-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                     | CHILE REPUBLIC OF 4% 01/31/2052                                                             | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     3960000 | PA      | $3121470.00   | 0.06%             | 2052-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                        | BRAZIL FEDERATIVE REPUBLIC OF 5% 01/27/2045                                                 | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    23550000 | PA      | $19146150.00  | 0.36%             | 2045-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                | OCP SA 6.875% 04/25/2044 144A                                                               | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     5295000 | PA      | $5528191.80   | 0.11%             | 2044-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                                   | LEBANON REPUBLIC OF 6.65% 11/03/2028 REGS                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     3000000 | PA      | $663000.00    | 0.01%             | 2028-11-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                    | PANAMA REPUBLIC OF 7.875% 03/01/2057                                                        | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     5480000 | PA      | $6180755.00   | 0.12%             | 2057-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                  | COLOMBIA REPUBLIC OF 8.5% 04/25/2035                                                        | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     7630000 | PA      | $8434965.00   | 0.16%             | 2035-04-25      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                           | UNITED STATES TREASURY BOND 2.875% 05/15/2052                                               | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42697000 | PA      | $30468312.34  | 0.58%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                             | EGYPT (ARAB) REPUBLIC OF 0% 11/25/2025                                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   259675000 | PA      | $5217351.03   | 0.10%             | 2025-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                               | SRI LANKA GOVT DEMOC SOCIA REP STEP 01/15/2030 144A                                         | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |    10613325 | PA      | $9955298.85   | 0.19%             | 2030-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                     | GUATEMALA REP OF 6.125% 06/01/2050 144A                                                     | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    14765000 | PA      | $14307285.00  | 0.27%             | 2050-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAPCO ENERGIES BSC                                                    | BAPCO ENERGIES BSC 8.375% 11/07/2028 144A                                                   | CUSIP: 67778M2D1<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |     4370000 | PA      | $4713525.70   | 0.09%             | 2028-11-07      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                               | PHILIPPINES REPUBLIC OF 5% 07/17/2033                                                       | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     4990000 | PA      | $5147185.00   | 0.10%             | 2033-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                       | ANGOLA REPUBLIC 9.375% 05/08/2048 144A                                                      | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    21145000 | PA      | $18073688.75  | 0.34%             | 2048-05-08      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP AS                                                 | CZECHOSLOVAK GROUP AS 6.5% 01/10/2031 144A                                                  | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |     8760000 | PA      | $9027180.00   | 0.17%             | 2031-01-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                     | CHILE REPUBLIC OF 3.1% 01/22/2061                                                           | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    23465000 | PA      | $14552523.70  | 0.28%             | 2061-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                               | SRI LANKA GOVT DEMOC SOCIA REP STEP 06/15/2035 144A                                         | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |     6626834 | PA      | $4834275.40   | 0.09%             | 2035-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                           | GEOPARK LTD 8.75% 01/31/2030 144A                                                           | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |     9350000 | PA      | $8531875.00   | 0.16%             | 2030-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                         | ABU DHABI NATL ENERGY CO PJSC 4.75% 03/09/2037 144A                                         | CUSIP: 00388WAP6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     9565000 | PA      | $9443046.25   | 0.18%             | 2037-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                               | SAUDI ARABIA KINGDOM OF 4.5% 10/26/2046 144A                                                | CUSIP: 80413TAC3<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    17219000 | PA      | $14937482.50  | 0.28%             | 2046-10-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                        | BRAZIL FEDERATIVE REPUBLIC OF 8.25% 01/20/2034                                              | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    11336000 | PA      | $13251784.00  | 0.25%             | 2034-01-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                     | MDGH GMTN RSC LTD 5.084% 05/22/2053 144A                                                    | CUSIP: 55285GAC8<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |     7385000 | PA      | $6928090.05   | 0.13%             | 2053-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALDAR PROPERTIES PJSC                                                 | ALDAR PROPERTIES PJSC T5Y+NA 04/15/2055 REGS                                                | CUSIP: N/A<br>LEI: 98450048CD8AEF13B480       | Long             | DBT              | CORP              | AE        |    11535000 | PA      | $12082912.50  | 0.23%             | 2055-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                    | LEVIATHAN BOND LTD 6.5% 06/30/2027 144A REGS                                                | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |     9445000 | PA      | $9466251.25   | 0.18%             | 2027-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEPLAT ENERGY PLC                                                     | SEPLAT ENERGY PLC 9.125% 03/21/2030 144A                                                    | CUSIP: 81733MAA3<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |     5385000 | PA      | $5526356.25   | 0.11%             | 2030-03-21      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                           | IVORY COAST (COTE D'IVOIRE) 8.075% 04/01/2036 144A                                          | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     5550000 | PA      | $5738700.00   | 0.11%             | 2036-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                               | EL SALVADOR REPUBLIC OF 0.25% 04/17/2030 144A                                               | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     5455000 | PA      | $117282.50    | 0.00%             | 2030-04-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                     | PERU REPUBLIC OF 2.783% 01/23/2031                                                          | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    13915000 | PA      | $12833108.75  | 0.24%             | 2031-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                  | ADNOC MURBAN RSC LTD 5.125% 09/11/2054 144A                                                 | CUSIP: 00723L2C2<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |    12360000 | PA      | $11711100.00  | 0.22%             | 2054-09-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                     | KENYA REPUBLIC OF 9.75% 02/16/2031 144A                                                     | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    10905000 | PA      | $11638906.50  | 0.22%             | 2031-02-16      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                        | BRAZIL FEDERATIVE REPUBLIC OF 7.25% 01/12/2056                                              | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     7350000 | PA      | $7436362.50   | 0.14%             | 2056-01-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                    | DOMINICAN REPUBLIC 6.6% 06/01/2036 144A                                                     | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     4104000 | PA      | $4300992.00   | 0.08%             | 2036-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                                              | QATAR ST 5.103% 04/23/2048 144A                                                             | CUSIP: 74727PAY7<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    17315000 | PA      | $17174748.50  | 0.33%             | 2048-04-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                               | SAUDI ARABIA KINGDOM OF 4.5% 04/22/2060 144A                                                | CUSIP: 80413TAU3<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |     8810000 | PA      | $7246225.00   | 0.14%             | 2060-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MONGOLIA GOVERNMENT OF                                                | MONGOLIA GOVERNMENT OF 3.5% 07/07/2027 144A                                                 | CUSIP: 60937LAF2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     2675000 | PA      | $2572012.50   | 0.05%             | 2027-07-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                     | GUATEMALA REP OF 6.55% 02/06/2037 144A                                                      | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     6200000 | PA      | $6539078.00   | 0.12%             | 2037-02-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                        | BRAZIL FEDERATIVE REPUBLIC OF 7.125% 01/20/2037                                             | CUSIP: 105756BK5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    10860000 | PA      | $11943285.00  | 0.23%             | 2037-01-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                       | ANTOFAGASTA PLC 5.625% 05/13/2032 144A                                                      | CUSIP: 03718NAB2<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     6195000 | PA      | $6411825.00   | 0.12%             | 2032-05-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                             | EGYPT (ARAB) REPUBLIC OF 8.5% 01/31/2047 144A                                               | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    34441000 | PA      | $30265028.75  | 0.58%             | 2047-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                               | CORPORACION NACIONAL DEL COBRE DE CHILE 6.3% 09/08/2053 144A                                | CUSIP: 21987BBH0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     5575000 | PA      | $5708800.00   | 0.11%             | 2053-09-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                | OCP SA 6.1% 04/30/2030 144A                                                                 | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     7860000 | PA      | $8233350.00   | 0.16%             | 2030-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENDEAVOUR MINING PLC                                                  | ENDEAVOUR MINING PLC 7% 05/28/2030 144A                                                     | CUSIP: 29261HAB1<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |     8755000 | PA      | $9023165.65   | 0.17%             | 2030-05-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                     | GUATEMALA REP OF 6.875% 08/15/2055 144A                                                     | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     5795000 | PA      | $6071711.25   | 0.12%             | 2055-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                  | PARAGUAY REPUBLIC OF 6.65% 03/04/2055 144A                                                  | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     3430000 | PA      | $3653807.50   | 0.07%             | 2055-03-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                             | EGYPT (ARAB) REPUBLIC OF 7.3% 09/30/2033 144A                                               | CUSIP: 03846JAE0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     7750000 | PA      | $7343125.00   | 0.14%             | 2033-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                | OCP SA 3.75% 06/23/2031 144A                                                                | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    10060000 | PA      | $9443825.00   | 0.18%             | 2031-06-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IHS NETHERLANDS HOLDCO BV                                             | IHS NETHERLANDS HOLDCO BV 8% 09/18/2027 144A                                                | CUSIP: 44963LAC0<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |     2268668 | PA      | $2274339.87   | 0.04%             | 2027-09-18      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                    | PANAMA REPUBLIC OF 3.87% 07/23/2060                                                         | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    21270000 | PA      | $13782960.00  | 0.26%             | 2060-07-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                 | FREEPORT INDONESIA PT 4.763% 04/14/2027 144A                                                | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     5520000 | PA      | $5531040.00   | 0.11%             | 2027-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                              | SOUTH AFRICA REPUBLIC OF 7.1% 11/19/2036 144A                                               | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     9520000 | PA      | $9929360.00   | 0.19%             | 2036-11-19      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                               | SRI LANKA GOVT DEMOC SOCIA REP STEP 03/15/2033 144A                                         | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |    23451187 | PA      | $20121118.45  | 0.38%             | 2033-03-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                   | NIGERIA REPUBLIC 8.375% 03/24/2029 144A                                                     | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    17000000 | PA      | $17586500.00  | 0.33%             | 2029-03-24      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                        | OMAN SULTANATE 6.25% 01/25/2031 144A                                                        | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    14685000 | PA      | $15824115.45  | 0.30%             | 2031-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                    | PANAMA REPUBLIC OF 8% 03/01/2038                                                            | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     5795000 | PA      | $6607985.19   | 0.13%             | 2038-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                    | TURKEY REPUBLIC OF 5.75% 05/11/2047                                                         | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    10410000 | PA      | $8255130.00   | 0.16%             | 2047-05-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JAMAICA GOVT OF                                                       | JAMAICA GOVT OF 7.875% 07/28/2045                                                           | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |     7490000 | PA      | $9025450.00   | 0.17%             | 2045-07-28      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MEXICO HOLDINGS                                        | BUFFALO ENERGY MEXICO HOLDINGS 7.875% 02/15/2039 144A                                       | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     7307622 | PA      | $7875789.85   | 0.15%             | 2039-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                               | SRI LANKA GOVT DEMOC SOCIA REP STEP 05/15/2036 144A                                         | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |     8721673 | PA      | $7705598.10   | 0.15%             | 2036-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVOIYURAN STATE ENTERPRISE                                           | NAVOIYURAN STATE ENTERPRISE 6.7% 07/02/2030 144A                                            | CUSIP: 85679AAA6<br>LEI: 254900ACNT2MA4KNLL55 | Long             | DBT              | CORP              | UZ        |     7380000 | PA      | $7435350.00   | 0.14%             | 2030-07-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                    | SERBIA REPUBLIC OF 2.125% 12/01/2030 144A                                                   | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    15845000 | PA      | $13834744.85  | 0.26%             | 2030-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                    | DOMINICAN REPUBLIC 6% 07/19/2028 144A                                                       | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    17451000 | PA      | $18044334.00  | 0.34%             | 2028-07-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTURA SAA                                         | CIA DE MINAS BUENAVENTURA SAA 6.8% 02/04/2032 144A                                          | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |     7175000 | PA      | $7414645.00   | 0.14%             | 2032-02-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                          | MEXICO UNITED MEXICAN STATES 5.375% 03/22/2033                                              | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     6990000 | PA      | $6983010.00   | 0.13%             | 2033-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZAMBIA REPUBLIC                                                       | ZAMBIA REPUBLIC 0.5% 12/31/2053 144A                                                        | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    18504128 | PA      | $12511011.02  | 0.24%             | 2053-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BAHRAIN KINGDOM                                                       | BAHRAIN KINGDOM 7.5% 02/12/2036 144A                                                        | CUSIP: 05675M2L7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     3705000 | PA      | $4052343.75   | 0.08%             | 2036-02-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                              | NAVOI MINING METALLURGIC 6.95% 10/17/2031 144A                                              | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     4745000 | PA      | $5066663.55   | 0.10%             | 2031-10-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                                   | LEBANON REPUBLIC OF 6.375% 12/31/2049 REGS                                                  | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    35061000 | PA      | $7783542.00   | 0.15%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                | COSTA RICA REPUBLIC OF 7.3% 11/13/2054 144A                                                 | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    10200000 | PA      | $11169000.00  | 0.21%             | 2054-11-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                    | DOMINICAN REPUBLIC 4.5% 01/30/2030 144A                                                     | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    17850000 | PA      | $17475150.00  | 0.33%             | 2030-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF BENIN                                                     | REPUBLIC OF BENIN 7.96% 02/13/2038 144A                                                     | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    10725000 | PA      | $10954622.25  | 0.21%             | 2038-02-13      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                    | UKRAINE GOVERNMENT STEP 02/01/2036 144A                                                     | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    10551148 | PA      | $5080377.76   | 0.10%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                          | RECEIVE MXN 1Y VS 1 D (MXNTIIEON) TIIE 7.45% 08/06/2025-08/08/2026                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    95000000 | NC      | $15227.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                          | Fidelity Cash Central Fund                                                                  | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   424244730 | NS      | $424329578.62 | 8.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JORDAN KINGDOM OF                                                     | JORDAN KINGDOM OF 7.5% 01/13/2029 144A                                                      | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     6610000 | PA      | $6882398.10   | 0.13%             | 2029-01-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                     | GUATEMALA REP OF 3.7% 10/07/2033 144A                                                       | CUSIP: 401494AT6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     2500000 | PA      | $2220000.00   | 0.04%             | 2033-10-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                | COSTA RICA REPUBLIC OF 7% 04/04/2044 144A                                                   | CUSIP: 221602AC9<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     4575000 | PA      | $4873518.75   | 0.09%             | 2044-04-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                                              | PAKISTAN ISLAMIC REP OF 7.875% 03/31/2036 144A                                              | CUSIP: 695847AB9<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     1293000 | PA      | $1221885.00   | 0.02%             | 2036-03-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP                               | SRI LANKA GOVT DEMOC SOCIA REP STEP 02/15/2038 144A                                         | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |    17450677 | PA      | $15504926.51  | 0.30%             | 2038-02-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                    | POLAND REPUBLIC OF 5.5% 04/04/2053                                                          | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    14095000 | PA      | $13609709.15  | 0.26%             | 2053-04-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                               | EIG PEARL HOLDINGS SARL 3.545% 08/31/2036 144A                                              | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    26031948 | PA      | $24018376.79  | 0.46%             | 2036-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                                                 | SUZANO NETHERLANDS BV 5.5% 01/15/2036                                                       | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     9670000 | PA      | $9679670.00   | 0.18%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                             | PROSUS NV 4.193% 01/19/2032 144A                                                            | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    11350000 | PA      | $10900086.00  | 0.21%             | 2032-01-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                      | CSN RESOURCES SA 8.875% 12/05/2030 144A                                                     | CUSIP: 12644VAF5<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    13790000 | PA      | $13927900.00  | 0.27%             | 2030-12-05      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                                     | GHANA REPUBLIC OF STEP 07/03/2035 144A                                                      | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    14506529 | PA      | $12149218.04  | 0.23%             | 2035-07-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                         | ABU DHABI NATL ENERGY CO PJSC 4% 10/03/2049 144A                                            | CUSIP: 00388WAH4<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     3435000 | PA      | $2774835.94   | 0.05%             | 2049-10-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                             | SAUDI ARABIAN OIL COMPANY 6.375% 06/02/2055 REGS                                            | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | CORP              | SA        |     4815000 | PA      | $5137605.00   | 0.10%             | 2055-06-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SENEGAL REPUBLIC OF                                                   | SENEGAL REPUBLIC OF 6.25% 05/23/2033 144A                                                   | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    10895000 | PA      | $7864882.60   | 0.15%             | 2033-05-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                    | PANAMA REPUBLIC OF 4.5% 05/15/2047                                                          | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     4515000 | PA      | $3496359.56   | 0.07%             | 2047-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTION B.V.                                        | YINSON BORONIA PRODUCTION B.V. 8.947% 07/31/2042 144A                                       | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |     8442279 | PA      | $9391762.54   | 0.18%             | 2042-07-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                                                   | ENERGUATE TRUST 2 0 6.35% 09/15/2035 144A                                                   | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |     7285000 | PA      | $7339215.92   | 0.14%             | 2035-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                   | HUNGARY REPUBLIC OF 5.5% 06/16/2034 144A                                                    | CUSIP: 445545AQ9<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |     7895000 | PA      | $8026254.38   | 0.15%             | 2034-06-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                  | COLOMBIA REPUBLIC OF 6.125% 01/18/2041                                                      | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     6410000 | PA      | $5741757.50   | 0.11%             | 2041-01-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                    | TURKEY REPUBLIC OF 26.2% 10/05/2033                                                         | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |   121135000 | PA      | $2686604.14   | 0.05%             | 2033-10-05      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                             | SAUDI ARABIAN OIL COMPANY 3.5% 04/16/2029 144A                                              | CUSIP: 80414L2D6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    23676000 | PA      | $23113695.00  | 0.44%             | 2029-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                    | TURKEY REPUBLIC OF 7.25% 05/29/2032                                                         | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     4255000 | PA      | $4429455.00   | 0.08%             | 2032-05-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                               | CORPORACION NACIONAL DEL COBRE DE CHILE 6.33% 01/13/2035 144A                               | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     3925000 | PA      | $4180789.11   | 0.08%             | 2035-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                    | SERBIA REPUBLIC OF 6.5% 09/26/2033 144A                                                     | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    12130000 | PA      | $13140429.00  | 0.25%             | 2033-09-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                  | COLOMBIA REPUBLIC OF 8.75% 11/14/2053                                                       | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     5645000 | PA      | $6199621.25   | 0.12%             | 2053-11-14      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                             | EGYPT (ARAB) REPUBLIC OF 7.5% 02/16/2061 144A                                               | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    24425000 | PA      | $19124775.00  | 0.36%             | 2061-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                  | PARAGUAY REPUBLIC OF 5.4% 03/30/2050 144A                                                   | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    12025000 | PA      | $11069012.50  | 0.21%             | 2050-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                           | GEOPARK LTD 5.5% 01/17/2027 144A                                                            | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |     2885000 | PA      | $2726325.00   | 0.05%             | 2027-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKIYE IHRACAT KREDI BANKASI AS                                      | TURKIYE IHRACAT KREDI BANKASI AS 6.875% 07/03/2028 144A                                     | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | CORP              | TR        |     7330000 | PA      | $7476600.00   | 0.14%             | 2028-07-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                   | PETROLEOS MEXICANOS 6.7% 02/16/2032                                                         | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    14394000 | PA      | $14268052.50  | 0.27%             | 2032-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                                    | CA MAGNUM HOLDINGS 5.375% 10/31/2026 144A                                                   | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |     8295000 | PA      | $8254561.88   | 0.16%             | 2026-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                    | TURKEY REPUBLIC OF 6.95% 09/16/2035                                                         | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     5380000 | PA      | $5415631.20   | 0.10%             | 2035-09-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                    | DOMINICAN REPUBLIC 6.4% 06/05/2049 144A                                                     | CUSIP: 25714PEB0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     6013000 | PA      | $5948360.25   | 0.11%             | 2049-06-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                    | DOMINICAN REPUBLIC 5.95% 01/25/2027 144A                                                    | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    10954000 | PA      | $11147119.02  | 0.21%             | 2027-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                        | OMAN SULTANATE 6% 08/01/2029 144A                                                           | CUSIP: 68205LAB9<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     4410000 | PA      | $4643730.00   | 0.09%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                  | COLOMBIA REPUBLIC OF 7.375% 04/25/2030                                                      | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     4800000 | PA      | $5131200.00   | 0.10%             | 2030-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                  | ROMANIA REPUBLIC OF 7.5% 02/10/2037 144A                                                    | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    11152000 | PA      | $11988873.96  | 0.23%             | 2037-02-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                                | REPUBLIC OF MONTENEGRO 4.875% 04/01/2032 144A                                               | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |     3765000 | PA      | $4427193.92   | 0.08%             | 2032-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                                  | KALLPA GENERACION SA 5.5% 09/11/2035 144A                                                   | CUSIP: 48344FAC4<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     5075000 | PA      | $5120167.50   | 0.10%             | 2035-09-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                          | MEXICO UNITED MEXICAN STATES 4.75% 04/27/2032                                               | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5375000 | PA      | $5265457.50   | 0.10%             | 2032-04-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                | OCP SA 5.125% 06/23/2051 144A                                                               | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     4000000 | PA      | $3328520.00   | 0.06%             | 2051-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                             | UST NOTES 4.25% 05/15/2035                                                                  | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32046000 | PA      | $32341424.06  | 0.62%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                     | GUATEMALA REP OF 6.6% 06/13/2036 144A                                                       | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    13040000 | PA      | $13809360.00  | 0.26%             | 2036-06-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                     | GUATEMALA REP OF 5.25% 08/10/2029 144A                                                      | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     9000000 | PA      | $9079875.00   | 0.17%             | 2029-08-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                     | MDGH GMTN RSC LTD 4.375% 11/22/2033 144A                                                    | CUSIP: 55285GAD6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |     5905000 | PA      | $5831187.50   | 0.11%             | 2033-11-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                   | PETROLEOS MEXICANOS 6.5% 03/13/2027                                                         | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     9810000 | PA      | $9925267.50   | 0.19%             | 2027-03-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                        | BRASKEM NETHERLANDS FIN BV 5.875% 01/31/2050 144A                                           | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     5550000 | PA      | $2025750.00   | 0.04%             | 2050-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                             | UST NOTES 4.125% 05/31/2032                                                                 | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    51183000 | PA      | $51834288.32  | 0.99%             | 2032-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                              | LIBERTY COSTA RICA SR SF 10.875% 01/15/2031 144A                                            | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |     4880000 | PA      | $5202080.00   | 0.10%             | 2031-01-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                    | TURKEY REPUBLIC OF 7.625% 05/15/2034                                                        | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    10220000 | PA      | $10829725.20  | 0.21%             | 2034-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GCM MINING CORP                                                       | GCM MINING CORP 8% 10/31/2029 144A                                                          | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    11645000 | PA      | $12107073.60  | 0.23%             | 2029-10-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINE LTD                                                      | IVANHOE MINE LTD 7.875% 01/23/2030 144A                                                     | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     7650000 | PA      | $7901034.75   | 0.15%             | 2030-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                  | COLOMBIA REPUBLIC OF 3.875% 02/15/2061                                                      | CUSIP: 195325DX0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     6730000 | PA      | $4113712.50   | 0.08%             | 2061-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                                       | QATAR PETROLEUM 2.25% 07/12/2031 144A                                                       | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    14440000 | PA      | $12968275.20  | 0.25%             | 2031-07-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                               | SAUDI ARABIA KINGDOM OF 3.75% 01/21/2055 144A                                               | CUSIP: 80413TAR0<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    12720000 | PA      | $9162375.00   | 0.17%             | 2055-01-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC                           | NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC PIK 7.625% 11/08/2028 144A                      | CUSIP: 50050MAB1<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |     8237135 | PA      | $6445558.50   | 0.12%             | 2028-11-08      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TRANSNET LTD                                                          | TRANSNET LTD 8.25% 02/06/2028 144A                                                          | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     7305000 | PA      | $7700346.60   | 0.15%             | 2028-02-06      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                             | SAUDI ARABIAN OIL COMPANY 3.25% 11/24/2050 144A                                             | CUSIP: 80414L2L8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    20230000 | PA      | $13826395.80  | 0.26%             | 2050-11-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                               | PHILIPPINES REPUBLIC OF 2.65% 12/10/2045                                                    | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     9490000 | PA      | $6385583.75   | 0.12%             | 2045-12-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                                                 | BERMUDA GOVERNMENT OF 3.375% 08/20/2050 144A                                                | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     5015000 | PA      | $3523037.50   | 0.07%             | 2050-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TMS ISSUER SARL                                                       | TMS ISSUER SARL 5.78% 08/23/2032 144A                                                       | CUSIP: 87266GAA8<br>LEI: 21380092DY1X4BHPMA32 | Long             | DBT              | CORP              | LU        |     6660000 | PA      | $6982593.75   | 0.13%             | 2032-08-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                              | SOUTH AFRICA REPUBLIC OF 7.3% 04/20/2052                                                    | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     7475000 | PA      | $7177868.75   | 0.14%             | 2052-04-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                               | EL SALVADOR REPUBLIC OF 7.65% 06/15/2035 144A                                               | CUSIP: 283875AN2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    11205000 | PA      | $11385120.38  | 0.22%             | 2035-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TV AZTECA SAB DE CV                                                   | TV AZTECA SAB DE CV 8.25% 12/31/2049 REGS                                                   | CUSIP: N/A<br>LEI: 549300H2ZXE4KL0NUV88       | Long             | DBT              | CORP              | MX        |    27098000 | PA      | $9542560.70   | 0.18%             | 2049-12-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                        | BRASKEM NETHERLANDS FIN BV 8% 10/15/2034 144A                                               | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     4525000 | PA      | $1696875.00   | 0.03%             | 2034-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                    | AEGEA FINANCE SARL 9% 01/20/2031 144A                                                       | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    10770000 | PA      | $11384428.50  | 0.22%             | 2031-01-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BAPCO ENERGIES BSC                                                    | BAPCO ENERGIES BSC 7.5% 10/25/2027 144A                                                     | CUSIP: 67778M2A7<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    24018000 | PA      | $24860551.44  | 0.47%             | 2027-10-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                       | ANGOLA REPUBLIC 8% 11/26/2029 144A                                                          | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    10895000 | PA      | $10586671.50  | 0.20%             | 2029-11-26      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                    | TURKEY REPUBLIC OF 9.375% 01/19/2033                                                        | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2725000 | PA      | $3155904.25   | 0.06%             | 2033-01-19      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH                    | BANCO MERCANTIL DEL NORTE CAYMAN ISLAND BRH 8.375%/VAR PERP 144A                            | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |     4015000 | PA      | $4233817.50   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIAN TELECOM HOLDING and MANAGEMENT LTD                              | AXIAN TELECOM HOLDING and MANAGEMENT LTD 7.25% 07/11/2030 144A                              | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |     5705000 | PA      | $5840493.75   | 0.11%             | 2030-07-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DP WORLD SALAAM                                                       | DP WORLD SALAAM T5Y+NA PERP REGS                                                            | CUSIP: N/A<br>LEI: 549300SUYBT9X88E9435       | Long             | EP               | CORP              | KY        |    15805000 | PA      | $15807844.90  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                          | Fidelity Securities Lending Cash Central Fund                                               | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    47673212 | NS      | $47677979.51  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                             | EGYPT (ARAB) REPUBLIC OF 7.6003% 03/01/2029 144A                                            | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     9839000 | PA      | $10163687.00  | 0.19%             | 2029-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                    | DOMINICAN REPUBLIC 4.875% 09/23/2032 144A                                                   | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    10930000 | PA      | $10470940.00  | 0.20%             | 2032-09-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INVESTMENT ENERGY RESOURCES LTD                                       | INVESTMENT ENERGY RESOURCES LTD 6.25% 04/26/2029 144A                                       | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |     6260000 | PA      | $6211485.00   | 0.12%             | 2029-04-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                  | ROMANIA REPUBLIC OF 3.625% 03/27/2032 144A                                                  | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6989000 | PA      | $6220210.00   | 0.12%             | 2032-03-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                        | BRASKEM NETHERLANDS FIN BV 7.25% 02/13/2033 144A                                            | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     9625000 | PA      | $3753750.00   | 0.07%             | 2033-02-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                                       | ANGOLA REPUBLIC 9.5% 11/12/2025 144A                                                        | CUSIP: 035198AA8<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    16180000 | PA      | $16180000.00  | 0.31%             | 2025-11-12      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TELEKOM SRBIJA AD BELGRADE                      | TELECOMMUNICATIONS CO TELEKOM SRBIJA AD BELGRADE 7% 10/28/2029 144A                         | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |     9330000 | PA      | $9463556.24   | 0.18%             | 2029-10-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                  | COLOMBIA REPUBLIC OF 5.2% 05/15/2049                                                        | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    20620000 | PA      | $15501085.00  | 0.30%             | 2049-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                                   | LEBANON REPUBLIC OF 6.1% 12/31/2049 REGS                                                    | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |    37296000 | PA      | $8242416.00   | 0.16%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING CO PJSC                               | ABU DHABI DEVELOPMENTAL HOLDING CO PJSC 5.5% 05/08/2034 144A                                | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     4920000 | PA      | $5212346.40   | 0.10%             | 2034-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                           | BANK GOSPODARSTWA KRAJOWEGO 5.375% 05/22/2033 144A                                          | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     6800000 | PA      | $7016716.00   | 0.13%             | 2033-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                     | CHILE REPUBLIC OF 5.33% 01/05/2054                                                          | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     9740000 | PA      | $9459975.00   | 0.18%             | 2054-01-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                             | EGYPT (ARAB) REPUBLIC OF 0% 11/18/2025                                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   107000000 | PA      | $2149727.27   | 0.04%             | 2025-11-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                  | COLOMBIA REPUBLIC OF 5% 06/15/2045                                                          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    34505000 | PA      | $25921881.25  | 0.49%             | 2045-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                  | ROMANIA REPUBLIC OF 3% 02/14/2031 144A                                                      | CUSIP: 77586RAH3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    21864000 | PA      | $19413227.07  | 0.37%             | 2031-02-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOROCCO KINGDOM OF                                                    | MOROCCO KINGDOM OF 6.5% 09/08/2033 144A                                                     | CUSIP: 617726AP9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     9915000 | PA      | $10894106.25  | 0.21%             | 2033-09-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                               | PHILIPPINES REPUBLIC OF 5.95% 10/13/2047                                                    | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    11890000 | PA      | $12778034.38  | 0.24%             | 2047-10-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DOWNSTREAM TRADING SARL                                     | MC BRAZIL DOWNSTREAM TRADING SARL 7.25% 06/30/2031 144A                                     | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    13783476 | PA      | $11812438.58  | 0.22%             | 2031-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                    | DOMINICAN REPUBLIC 6.85% 01/27/2045 144A                                                    | CUSIP: 25714PCW6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    19929000 | PA      | $20671355.25  | 0.39%             | 2045-01-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                               | CORPORACION NACIONAL DEL COBRE DE CHILE 5.125% 02/02/2033 144A                              | CUSIP: 21987BBF4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     4740000 | PA      | $4744834.80   | 0.09%             | 2033-02-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                             | EGYPT (ARAB) REPUBLIC OF 7.5% 01/31/2027 144A                                               | CUSIP: 038461AL3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    17344000 | PA      | $17560800.00  | 0.33%             | 2027-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                        | GREENSAIF PIPELINES BIDCO SARL 6.1027% 08/23/2042 144A                                      | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     8695000 | PA      | $9134619.20   | 0.17%             | 2042-08-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                         | ABU DHABI NATL ENERGY CO PJSC 4.375% 01/24/2029 144A                                        | CUSIP: 00388WAL5<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     6105000 | PA      | $6149719.13   | 0.12%             | 2029-01-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                  | ROMANIA REPUBLIC OF 8% 04/29/2030                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    21060000 | PA      | $4975117.47   | 0.09%             | 2030-04-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                             | EGYPT (ARAB) REPUBLIC OF 9.45% 02/04/2033 144A                                              | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2300000 | PA      | $2454537.00   | 0.05%             | 2033-02-04      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                   | INVERSIONES CMPC SA VAR 12/09/2057 144A                                                     | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     3410000 | PA      | $3490066.80   | 0.07%             | 2057-12-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                               | CORPORACION NACIONAL DEL COBRE DE CHILE 6.44% 01/26/2036 144A                               | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     3905000 | PA      | $4221305.00   | 0.08%             | 2036-01-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                    | DOMINICAN REPUBLIC 6.5% 02/15/2048 144A                                                     | CUSIP: 25714PDW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2590000 | PA      | $2585467.50   | 0.05%             | 2048-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                 | INDONESIA REPUBLIC OF 8.5% 10/12/2035 144A                                                  | CUSIP: 455780AT3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    19301000 | PA      | $24630585.13  | 0.47%             | 2035-10-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TURKIYE IHRACAT KREDI BANKASI AS                                      | TURKIYE IHRACAT KREDI BANKASI AS 9% 01/28/2027 144A                                         | CUSIP: 90015LAH0<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | CORP              | TR        |     6585000 | PA      | $6910167.30   | 0.13%             | 2027-01-28      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                             | SAUDI ARABIAN OIL COMPANY 2.25% 11/24/2030 144A                                             | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    18280000 | PA      | $16532066.40  | 0.31%             | 2030-11-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                   | HUNGARY REPUBLIC OF 5.5% 03/26/2036 144A                                                    | CUSIP: 445545AU0<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    10290000 | PA      | $10364088.00  | 0.20%             | 2036-03-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MONGOLIA GOVERNMENT OF                                                | MONGOLIA GOVERNMENT OF 6.625% 02/25/2030 144A                                               | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     7365000 | PA      | $7481919.38   | 0.14%             | 2030-02-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                             | EGYPT (ARAB) REPUBLIC OF 0% 02/17/2026                                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   332900000 | PA      | $6310559.54   | 0.12%             | 2026-02-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                    | DOMINICAN REPUBLIC 5.3% 01/21/2041 144A                                                     | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     6000000 | PA      | $5423250.00   | 0.10%             | 2041-01-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                               | EL SALVADOR REPUBLIC OF 7.625% 02/01/2041 144A                                              | CUSIP: 283875AQ5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    11695000 | PA      | $11176092.85  | 0.21%             | 2041-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                  | ROMANIA REPUBLIC OF 7.125% 01/17/2033 144A                                                  | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    10140000 | PA      | $10814310.00  | 0.21%             | 2033-01-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PETROLEO                                         | EMPRESA NACIONAL DEL PETROLEO 5.95% 07/30/2034 144A                                         | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     4165000 | PA      | $4364128.65   | 0.08%             | 2034-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN LIMITED                                       | MISC CAPITAL TWO LABUAN LIMITED 3.75% 04/06/2027 144A                                       | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    13415000 | PA      | $13277898.70  | 0.25%             | 2027-04-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                          | MEXICO UNITED MEXICAN STATES 6.35% 02/09/2035                                               | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     9065000 | PA      | $9586237.50   | 0.18%             | 2035-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                    | POLAND REPUBLIC OF 5.375% 02/12/2035                                                        | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     9155000 | PA      | $9486472.34   | 0.18%             | 2035-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                     | GUATEMALA REP OF 5.375% 04/24/2032 144A                                                     | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     5270000 | PA      | $5301620.00   | 0.10%             | 2032-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                               | PHILIPPINES REPUBLIC OF 2.95% 05/05/2045                                                    | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     3200000 | PA      | $2291200.00   | 0.04%             | 2045-05-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                           | TENGIZCHEVROIL FIN CO IN 3.25% 08/15/2030 144A                                              | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     5372000 | PA      | $4922095.00   | 0.09%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                  | COLOMBIA REPUBLIC OF 3% 01/30/2030                                                          | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    24145000 | PA      | $21841567.00  | 0.42%             | 2030-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA                                                 | VOLCAN CIA MINERA SAA 8.75% 01/24/2030 144A                                                 | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     5060000 | PA      | $5248738.00   | 0.10%             | 2030-01-24      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO E INVERSIONES                                        | BANCO DE CREDITO E INVERSIONES 8.75%/VAR PERP 144A                                          | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | EP               | CORP              | CL        |     6350000 | PA      | $6873875.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                                                       | GRUMA SAB DE CV 5.761% 12/09/2054 144A                                                      | CUSIP: 400131AJ7<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |     9420000 | PA      | $9378834.60   | 0.18%             | 2054-12-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                  | PARAGUAY REPUBLIC OF 4.95% 04/28/2031 144A                                                  | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    15930000 | PA      | $16089300.00  | 0.31%             | 2031-04-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                       | MARB BONDCO PLC 3.95% 01/29/2031 144A                                                       | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |     7060000 | PA      | $6466112.80   | 0.12%             | 2031-01-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                                              | PAKISTAN ISLAMIC REP OF 6.875% 12/05/2027 144A                                              | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    29055000 | PA      | $28996890.00  | 0.55%             | 2027-12-05      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                              | SOUTH AFRICA REPUBLIC OF 5.75% 09/30/2049                                                   | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    32720000 | PA      | $26207411.20  | 0.50%             | 2049-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                    | PANAMA REPUBLIC OF 6.4% 02/14/2035                                                          | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     9790000 | PA      | $10147335.00  | 0.19%             | 2035-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                        | BRAZIL FEDERATIVE REPUBLIC OF 3.875% 06/12/2030                                             | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     4830000 | PA      | $4627140.00   | 0.09%             | 2030-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                          | MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030                                               | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    23060000 | PA      | $21768640.00  | 0.41%             | 2030-04-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                          | MEXICO UNITED MEXICAN STATES 4.35% 01/15/2047                                               | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5360000 | PA      | $4143280.00   | 0.08%             | 2047-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                  | PARAGUAY REPUBLIC OF 6% 02/09/2036 144A                                                     | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     4280000 | PA      | $4545360.00   | 0.09%             | 2036-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                                   | LEBANON REPUBLIC OF 6.75% 11/29/2027 REGS                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     3000000 | PA      | $663000.00    | 0.01%             | 2027-11-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                    | UKRAINE GOVERNMENT STEP 02/01/2035 144A                                                     | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    14106378 | PA      | $6806327.39   | 0.13%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                             | EGYPT (ARAB) REPUBLIC OF 7.0529% 01/15/2032 144A                                            | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     7990000 | PA      | $7697885.60   | 0.15%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                   | HUNGARY REPUBLIC OF 7% 10/24/2035                                                           | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |  2016570000 | PA      | $6130203.79   | 0.12%             | 2035-10-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                    | DOMINICAN REPUBLIC 7.05% 02/03/2031 144A                                                    | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    12605000 | PA      | $13594492.50  | 0.26%             | 2031-02-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                    | TURKEY REPUBLIC OF 6.5% 01/03/2035                                                          | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    17175000 | PA      | $16837339.50  | 0.32%             | 2035-01-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                       | IHS HOLDING LTD 7.875% 05/29/2030 144A                                                      | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     9330000 | PA      | $9639102.90   | 0.18%             | 2030-05-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| RWANDA REPUBLIC OF                                                    | RWANDA REPUBLIC OF 5.5% 08/09/2031 144A                                                     | CUSIP: 78347YAL7<br>LEI: 213800AKFASSQE52AZ88 | Long             | DBT              | NUSS              | RW        |    13625000 | PA      | $12232661.25  | 0.23%             | 2031-08-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

**Name of Applicant:** Stacie M. Smith

**Signature:** Stacie M. Smith

**Name of Signer:** Stacie M. Smith

**Title:** President and Treasurer