# EDGAR Filing Document

**Accession Number:** 0001498498
**File Stem:** 0002066578-25-001876
**Filing Date:** 2025-12
**Character Count:** 162955
**Document Hash:** 7180888f40ddc5574ea55da3d2297286
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-25-001876.hdr.sgml**: 20251216

**ACCESSION NUMBER**: 0002066578-25-001876

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251216

**DATE AS OF CHANGE**: 20251216

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22468
- **FILM NUMBER:** 251574149

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 61 Aldwych

  - **City:** London

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

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $77440106.96

**Total Liabilities:** $1096986.76

**Net Assets:** $76343120.20

**Cash Not Reported:** $117056.48

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 20.738537314159 | **1-Year:** 331.014012352352 | **5-Year:** 2336.950163336575 | **10-Year:** 5217.425181575297 | **30-Year:** 6276.419459058441

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

- **3-Month:** 1.319122620214 | **1-Year:** 446.427062619807 | **5-Year:** 2288.313629806170 | **10-Year:** 4681.058021656271 | **30-Year:** 4322.185431170573

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000093386 | 2.21%                | 1.41%                | 1.50%                |
| Class ID C000098150 | 2.36%                | 1.15%                | 1.44%                |
| Class ID C000098151 | 2.42%                | 1.20%                | 1.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $50182.37                | $1159101.30                                |
| Month 2  | $-7902778.25             | $8600150.77                                |
| Month 3  | $-363437.06              | $1394934.98                                |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                     | Title                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ukraine (Republic of)                                    | UKRAIN 0 02/01/36 REGS                          | CUSIP: X5S0055Y3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       45030 | PA      | $22852.73     | 0.03%             | 2036-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                    | ROMANI 7.5 02/10/37 REGS                        | CUSIP: X7360WDJ8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      148000 | PA      | $162199.12    | 0.21%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                    | URUGUA 5.25 09/10/60                            | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      181639 | PA      | $174100.98    | 0.23%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                    | UKRAIN 4.5 02/01/34 REGS                        | CUSIP: X5S0055W7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      425612 | PA      | $238768.33    | 0.31%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                    | UKRAIN 4.5 02/01/35 REGS                        | CUSIP: X5S0055X5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      278322 | PA      | $154468.71    | 0.20%             | 2035-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Philippines (Republic Of)                                | RPGB 6.375 07/27/30 0770                        | CUSIP: Y6972FE89<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    24850000 | PA      | $433981.03    | 0.57%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                       | PERUGB 6.85 08/12/35                            | CUSIP: P6S32DFK4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1196000 | PA      | $375026.73    | 0.49%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                     | TURKEY 7.25 05/29/32                            | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      209000 | PA      | $218714.32    | 0.29%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                              | EXIMBK 5.5 01/18/33 REGS                        | CUSIP: 30216KAG7<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |      272000 | PA      | $285578.24    | 0.37%             | 2033-01-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                           | MEX 6.338 05/04/53                              | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      274000 | PA      | $272082.00    | 0.36%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                               | SOAF 7.1 11/19/36 REGS                          | CUSIP: YT1891530<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      200000 | PA      | $214950.00    | 0.28%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Poland (Republic of)                                     | POLAND 4.875 10/04/33 10Y                       | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       88000 | PA      | $89381.60     | 0.12%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Malaysia (Government Of)                                 | MGS 3.519 04/20/28 0223                         | CUSIP: Y2R35QFA4<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3881000 | PA      | $935637.93    | 1.23%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co Ltd.                          | FTHDGR 12.25 10/18/22                           | CUSIP: G3311PAG0<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |     1189000 | PA      | $17835.00     | 0.02%             | 2022-10-18      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Morocco (Kingdom of)                                     | MOROC 6.5 09/08/33 REGS                         | CUSIP: V5311VAK6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      250000 | PA      | $274375.00    | 0.36%             | 2033-09-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                    | ROMGB 7.35 04/28/31 8Y                          | CUSIP: X5S007KS5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1145000 | PA      | $263914.74    | 0.35%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                   | COLTES 13.25 02/09/33 B                         | CUSIP: P6S32JW71<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1521800000 | PA      | $422552.79    | 0.55%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                             | BRAZIL 6.625 03/15/35                           | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      200000 | PA      | $208400.00    | 0.27%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                       | PERU 5.625 11/18/50                             | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      104000 | PA      | $103584.00    | 0.14%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                             | BRAZIL 6 10/20/33                               | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      200000 | PA      | $204300.00    | 0.27%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                        | YUZHOU 4 06/30/28 .                             | CUSIP: YL7124701<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |      481750 | PA      | $14442.87     | 0.02%             | 2028-06-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| China SCE Group Holdings Ltd.                            | CHINSC 5.95 09/29/24                            | CUSIP: G21190AJ5<br>LEI: 549300Q8UEI2ERAP6P49 | Long             | DBT              | CORP              | KY        |     1180000 | PA      | $50150.00     | 0.07%             | 2024-09-29      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                        | YUZHOU 4.5 06/30/29 .                           | CUSIP: YL7122382<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |      838879 | PA      | $18866.39     | 0.02%             | 2029-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Colombia (Republic Of)                                   | COLOM 5.625 02/26/44                            | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      250000 | PA      | $208500.00    | 0.27%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Malaysia (Government Of)                                 | MGS 4.504 04/30/29 0322                         | CUSIP: Y2R35QDM0<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3012000 | PA      | $749328.50    | 0.98%             | 2029-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                  | INDOGB 7.125 06/15/38 FR98                      | CUSIP: Y6S86ZXC8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  3649000000 | PA      | $233834.50    | 0.31%             | 2038-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Panama (Republic of)                                     | PANAMA 4.3 04/29/53                             | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      357000 | PA      | $273462.00    | 0.36%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                  | INDOGB 8.375 03/15/34 FR68                      | CUSIP: Y39814JF9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  2536000000 | PA      | $174982.17    | 0.23%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu SA                        | PETRPE 5.625 06/19/47 REGS                      | CUSIP: P7808BAB3<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |      400000 | PA      | $289500.00    | 0.38%             | 2047-06-19      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| China SCE Group Holdings Ltd.                            | CHINSC 6 02/04/26                               | CUSIP: G21190AH9<br>LEI: 549300Q8UEI2ERAP6P49 | Long             | DBT              | CORP              | KY        |      727000 | PA      | $30897.50     | 0.04%             | 2026-02-04      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                              | BGOSK 5.375 05/22/33 REGS                       | CUSIP: X0645ACD2<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $208318.00    | 0.27%             | 2033-05-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Paraguay (Republic of)                                   | PARGUY 5.85 08/21/33 REGS                       | CUSIP: P75744AM7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      329000 | PA      | $347506.25    | 0.46%             | 2033-08-21      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Turkey (Republic of)                                     | TURKGB 26.2 10/05/33 10Y                        | CUSIP: M8T85T8U9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2213259 | PA      | $47458.18     | 0.06%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                  | INDOGB 6.875 04/15/29 101                       | CUSIP: Y6S86ZA58<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  1603000000 | PA      | $101199.93    | 0.13%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                | SUNAC 7.25 09/30/30 144A                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      340689 | PA      | $51076.09     | 0.07%             | 2030-09-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                | SUNAC 6.5 09/30/27 144A                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      243156 | PA      | $36186.48     | 0.05%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Kazakhstan (Republic Of)                                 | KAZAKS 6.5 07/21/45 REGS                        | CUSIP: Y7276LDF2<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      290000 | PA      | $325072.60    | 0.43%             | 2045-07-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Indonesia (Republic of)                                  | INDON 5.95 01/08/46 REGS                        | CUSIP: Y20721BP3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      213000 | PA      | $229667.25    | 0.30%             | 2046-01-08      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Southern Gas Corridor                                    | SGCAZE 6.875 03/24/26 REGS                      | CUSIP: Y8T6JPAA4<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |      396000 | PA      | $399045.24    | 0.52%             | 2026-03-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                             | PEMEX 6.75 09/21/47                             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       74000 | PA      | $61190.60     | 0.08%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Perusahaan Listrik Negara PT                             | PLNIJ 4.875 07/17/49 REGS                       | CUSIP: 71568QAK3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      344000 | PA      | $300570.00    | 0.39%             | 2049-07-17      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Panama (Republic of)                                     | PANAMA 6.4 02/14/35                             | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      200000 | PA      | $210700.00    | 0.28%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Central China Real Estate Ltd.                           | CENCHI 7.65 08/27/25                            | CUSIP: G20769AM0<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |     1667000 | PA      | $46676.00     | 0.06%             | 2025-08-27      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                | SUNAC 7 09/30/29 144A                           | CUSIP: G8569ABP0<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      175771 | PA      | $26133.63     | 0.03%             | 2029-09-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                 | EGYGB 23.44 07/01/28 3Y                         | CUSIP: M5R189XG6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     9291000 | PA      | $196892.89    | 0.26%             | 2028-07-01      | Fixed         | 23.44%                | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                             | CGB 2.15 08/25/55 INBK                          | CUSIP: Y6S39CCJ5<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1280000 | PA      | $179547.00    | 0.24%             | 2055-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                             | PEMEX 6.7 02/16/32                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      419000 | PA      | $418581.00    | 0.55%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| China SCE Group Holdings Ltd.                            | CHINSC 7 05/02/25                               | CUSIP: G21190AG1<br>LEI: 549300Q8UEI2ERAP6P49 | Long             | DBT              | CORP              | KY        |     1330000 | PA      | $56525.00     | 0.07%             | 2025-05-02      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Chile (Republic Of)                                      | CHILE 4.95 01/05/36                             | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      410637 | PA      | $415564.64    | 0.54%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit Surat Berharga Syariah Indonesia III | INDOIS 4.55 03/29/26 REGS                       | CUSIP: 71567RAF3<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |      261000 | PA      | $261815.63    | 0.34%             | 2026-03-29      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| DP World Crescent LTD                                    | DPWDU 5.5 09/13/33                              | CUSIP: G28288AE1<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |      304000 | PA      | $317015.00    | 0.42%             | 2033-09-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Inter-American Development Bank                          | IADB 7.35 10/06/30 GMTN                         | CUSIP: U4582NMK7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    14000000 | PA      | $162034.67    | 0.21%             | 2030-10-06      | Fixed         | 7.35%                 | Yes           |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                | SUNAC 6 09/30/25 144A                           | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      242011 | PA      | $36301.65     | 0.05%             | 2025-09-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| South Africa (Republic of)                               | SOAF 4.3 10/12/28 12Y                           | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      380000 | PA      | $377186.10    | 0.49%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                 | EGYPT 8.5 01/31/47 REGS                         | CUSIP: M1487WBS3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      399000 | PA      | $367953.81    | 0.48%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| China (People's Republic Of)                             | CGB 1.83 08/25/35 INBK                          | CUSIP: Y6S39CCG1<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     4880000 | PA      | $688140.37    | 0.90%             | 2035-08-25      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                             | BRAZIL 7.25 01/12/56                            | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      465000 | PA      | $470891.04    | 0.62%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KSA Ijarah Sukuk Ltd.                                    | KSA 4.875 09/09/35 144A                         | CUSIP: 50116FAB8<br>LEI: 558600OCHJOSSXHWLV71 | Long             | DBT              | NUSS              | KY        |      203000 | PA      | $205537.50    | 0.27%             | 2035-09-09      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                | PDVSA 8.5 10/27/20 REGS                         | CUSIP: P7807HAV7<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |     7533000 | PA      | $7442980.65   | 9.75%             | 2020-10-27      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                      | OMAN 6.5 03/08/47 REGS                          | CUSIP: M75242BA0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      200000 | PA      | $219312.00    | 0.29%             | 2047-03-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Bahrain (Kingdom of)                                     | BHRAIN 7.5 09/20/47 REGS                        | CUSIP: M87012AD8<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      324000 | PA      | $347895.00    | 0.46%             | 2047-09-20      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| South Africa (Republic of)                               | SOAF 5.65 09/27/47 30Y                          | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      346000 | PA      | $291505.00    | 0.38%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Dominican Republic Banco Central                         | DRCBN 13 01/30/26 REGS                          | CUSIP: ZM8036620<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |     3350000 | PA      | $52557.39     | 0.07%             | 2026-01-30      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                           | MEX 5.75 10/12/10 GMTN                          | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      156000 | PA      | $136656.00    | 0.18%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                | PHILIP 6.25 01/14/36                            | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    12000000 | PA      | $202890.74    | 0.27%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                    | URUGUA 5.442 02/14/37                           | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      203000 | PA      | $212864.79    | 0.28%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                    | URUGUA 4.125 11/20/45                           | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      114498 | PA      | $102475.71    | 0.13%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                     | TURKEY 4.875 04/16/43 30Y                       | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      336000 | PA      | $255444.00    | 0.33%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                  | INDOGB 8.25 05/15/29 FR78                       | CUSIP: Y6S86ZKJ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  4633000000 | PA      | $305301.13    | 0.40%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                  | ARGENT 0.75 07/09/30                            | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1143844 | PA      | $936236.31    | 1.23%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                    | HGB 7 10/24/35 35/A                             | CUSIP: X51627P88<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     7820000 | PA      | $23529.07     | 0.03%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Central Bank of Nigeria                                  | NGOMOB 0 03/24/26 329D                          | CUSIP: V67353PC6<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   570328000 | PA      | $367875.15    | 0.48%             | 2026-03-24      | Fixed         | 22.69%                | No            |                  2 | On Loan: No      |
| Thailand (Kingdom Of)                                    | THAIGB 3.39 06/17/37                            | CUSIP: Y6065BRA7<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |      946000 | PA      | $33889.68     | 0.04%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| India (Republic of)                                      | IGB 7.18 07/24/37                               | CUSIP: Y2R3MBYE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    64860000 | PA      | $749637.85    | 0.98%             | 2037-07-24      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                     | TURKGB 31.08 11/08/28 5Y                        | CUSIP: M8T85VCB1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     6971650 | PA      | $155997.59    | 0.20%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                      | OMAN 6.75 01/17/48 REGS                         | CUSIP: M75242BH5<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      215000 | PA      | $240866.65    | 0.32%             | 2048-01-17      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| El Salvador (Republic of)                                | ELSALV 7.65 06/15/35 REGS                       | CUSIP: P01012AN6<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |       27000 | PA      | $28030.73     | 0.04%             | 2035-06-15      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Philippines (Republic Of)                                | PHILIP 7.75 01/14/31                            | CUSIP: 718286BB2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      109000 | PA      | $126985.00    | 0.17%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Kenya (Republic of)                                      | KENINT 8.25 02/28/48 REGS                       | CUSIP: V50249AA5<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      200000 | PA      | $183250.00    | 0.24%             | 2048-02-28      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                           | MEX 3.75 04/19/71                               | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      498000 | PA      | $309258.00    | 0.41%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                      | CHILE 3.1 01/22/61                              | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      354000 | PA      | $224878.50    | 0.29%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                      | CZGB 1.95 07/30/37 142                          | CUSIP: 999OCT302<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     6300000 | PA      | $225873.97    | 0.30%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Zambia (Republic Of)                                     | ZAMBIN 0.5 12/31/53 REGS                        | CUSIP: V7179UMK2<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      160015 | PA      | $111278.83    | 0.15%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Zambia (Republic Of)                                     | ZAMBIN 5.75 06/30/33 REGS                       | CUSIP: V7179UML0<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      142473 | PA      | $136759.41    | 0.18%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                           | MBONO 8.5 05/31/29 M                            | CUSIP: P9767G6N6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     6140000 | PA      | $336166.53    | 0.44%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                | PDVSA 12.75 02/17/22 REGS                       | CUSIP: P7807HAM7<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |      224000 | PA      | $58576.00     | 0.08%             | 2022-02-17      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Venezuela (Republic Of)                                  | VENZ 11.95 08/05/31                             | CUSIP: P17625AD9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      992200 | PA      | $290218.50    | 0.38%             | 2031-08-05      | Fixed         | 11.95%                | Yes           |                  2 | On Loan: No      |
| Hungary (Republic Of)                                    | HGB 6.75 07/23/31 31/B                          | CUSIP: X516274F5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    30980000 | PA      | $93741.89     | 0.12%             | 2031-07-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                     | PANAMA 9.375 04/01/29                           | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      194000 | PA      | $221342.36    | 0.29%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                    | URUGUA 7.875 01/15/33                           | CUSIP: 917288BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      176794 | PA      | $212197.00    | 0.28%             | 2033-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                | KSA 4.625 10/04/47 REGS                         | CUSIP: M6320UAF6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      249000 | PA      | $221298.75    | 0.29%             | 2047-10-04      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                 | EGYPT 7.903 02/21/48 REGS                       | CUSIP: M1487WCP8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      350000 | PA      | $303861.25    | 0.40%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Peru (Republic Of)                                       | PERU 8.75 11/21/33                              | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      213000 | PA      | $269445.00    | 0.35%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Angola (Republic of)                                     | ANGOL 9.875 10/15/35 144A                       | CUSIP: 035198AJ9<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      200000 | PA      | $193562.00    | 0.25%             | 2035-10-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                    | URUGUA 8 10/29/35                               | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     7603835 | PA      | $191535.01    | 0.25%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Central Bank of Nigeria                                  | NGOMOB 0 04/21/26 196D                          | CUSIP: YK8452269<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |    81533000 | PA      | $51877.00     | 0.07%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                           | MUDI 2.75 11/27/31 S                            | CUSIP: P4R07XL95<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      320000 | PA      | $134533.54    | 0.18%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Zhenro Properties Group Limited                          | ZHPRHK 7.1 09/10/24                             | CUSIP: G9897EBA6<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     4406000 | PA      | $11015.00     | 0.01%             | 2024-09-10      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Poland (Republic of)                                     | POLGB 6 10/25/33 1033                           | CUSIP: X8T024CH6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      246000 | PA      | $70400.10     | 0.09%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                           | MEX 6.4 05/07/54                                | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      228000 | PA      | $227772.00    | 0.30%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                           | MBONO 7.75 11/13/42 M                           | CUSIP: P4R0C9EK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3860000 | PA      | $179002.73    | 0.23%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                     | POLGB 2.75 04/25/28 0428                        | CUSIP: X8T024JZ9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1315000 | PA      | $344648.93    | 0.45%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Thailand (Kingdom Of)                                    | THAIGB 3.6 06/17/67                             | CUSIP: Y6065BHP5<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     1802000 | PA      | $72254.15     | 0.09%             | 2067-06-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                       | PERU 3.3 03/11/41                               | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      100000 | PA      | $77925.00     | 0.10%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                    | REPHUN 2.125 09/22/31 REGS                      | CUSIP: X93622FZ0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      322000 | PA      | $276707.61    | 0.36%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Zhenro Properties Group Limited                          | ZHPRHK 8 03/06/23                               | CUSIP: G9897EBF5<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     1532000 | PA      | $3830.00      | 0.01%             | 2023-03-06      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GACI First Investment Co.                                | PIFKSA 5.25 10/13/32                            | CUSIP: G3705QAC1<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |      358000 | PA      | $370853.56    | 0.49%             | 2032-10-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Zhenro Properties Group Limited                          | ZHPRHK 6.63 01/07/26                            | CUSIP: G9897EAX7<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     2065000 | PA      | $5162.50      | 0.01%             | 2026-01-07      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                       | DOMREP 5.3 01/21/41 REGS                        | CUSIP: P3579ECJ4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      294000 | PA      | $268128.00    | 0.35%             | 2041-01-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                           | MBONO 7.75 05/29/31 M                           | CUSIP: P9767HEK1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     6200000 | PA      | $325480.39    | 0.43%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                     | POLGB 7.5 07/25/28 0728                         | CUSIP: X8T024BU8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1020000 | PA      | $298738.75    | 0.39%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                     | POLGB 5 10/25/34 1034                           | CUSIP: X8T02EDK6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      732000 | PA      | $194966.11    | 0.26%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                     | TURKEY 6.5 01/03/35                             | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      265000 | PA      | $261687.50    | 0.34%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                             | UZBEK 6.9474 05/25/32 REGS                      | CUSIP: Y000WRAR9<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      200000 | PA      | $216769.00    | 0.28%             | 2032-05-25      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| India (Republic of)                                      | IGB 7.54 05/23/36                               | CUSIP: Y2R35K8V9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    38740000 | PA      | $460546.26    | 0.60%             | 2036-05-23      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                    | ECUA 6.9 07/31/35 REGS                          | CUSIP: P8054QBC6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      275000 | PA      | $210324.24    | 0.28%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Central Bank of Nigeria                                  | NGOMOB 0 02/10/26 362D                          | CUSIP: V67353NL8<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   228850000 | PA      | $151017.26    | 0.20%             | 2026-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co Ltd.                          | FTHDGR 10.875 01/09/23                          | CUSIP: G3311PAH8<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |     1975000 | PA      | $29625.00     | 0.04%             | 2023-01-09      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                             | PEMEX 8.75 06/02/29                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      151745 | PA      | $163869.43    | 0.21%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                      | CZGB 4.9 04/14/34 151                           | CUSIP: ZK1433224<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     1710000 | PA      | $83590.37     | 0.11%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| India (Republic of)                                      | IGB 7.3 06/19/53                                | CUSIP: Y2R3MBUY9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    33410000 | PA      | $379548.59    | 0.50%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                | SUNAC 7 09/30/29 REGS                           | CUSIP: G8569ABR6<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      378646 | PA      | $56297.09     | 0.07%             | 2029-09-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ghana (Republic of)                                      | GHANA 5 07/03/29 REGS                           | CUSIP: V3R60FEL4<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      279351 | PA      | $272367.23    | 0.36%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Serbia (Republic Of)                                     | SERBIA 6 06/12/34 REGS                          | CUSIP: X77765DG1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      230000 | PA      | $241500.00    | 0.32%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Turkey (Republic of)                                     | TURKEY 7.125 07/17/32                           | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      242000 | PA      | $252164.00    | 0.33%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                    | ROMANI 5.75 03/24/35 REGS                       | CUSIP: X7360WDA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      146000 | PA      | $142715.00    | 0.19%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                           | MBONO 7.75 11/23/34 M                           | CUSIP: P4R07XEY8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    24990000 | PA      | $1267386.51   | 1.66%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                | IVYCST 6.125 06/15/33 REGS                      | CUSIP: V73789AW5<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      200000 | PA      | $193850.00    | 0.25%             | 2033-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| South Africa (Republic of)                               | SAGB 8 01/31/30 2030                            | CUSIP: S69124VP7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    18498195 | PA      | $1076503.51   | 1.41%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                               | SAGB 9 01/31/40 2040                            | CUSIP: S69124WH4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1488840 | PA      | $80650.74     | 0.11%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                | KAISAG 6.75 12/28/30 144A                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      601507 | PA      | $12330.89     | 0.02%             | 2030-12-28      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                | KAISAG 0 12/31/30 .                             | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      501256 | PA      | $8525.61      | 0.01%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bahrain (Kingdom of)                                     | BHRAIN 6.625 10/06/37 144A                      | CUSIP: 056909AA2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      202000 | PA      | $204575.50    | 0.27%             | 2037-10-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Venezuela (Republic Of)                                  | VENZ 9.25 09/15/27                              | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1584000 | PA      | $491040.00    | 0.64%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                    | URUGUA 4.975 04/20/55                           | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      247026 | PA      | $230104.72    | 0.30%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                       | DOMREP 6 07/19/28 REGS                          | CUSIP: P3579ECB1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      198000 | PA      | $203742.00    | 0.27%             | 2028-07-19      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hungary (Republic Of)                                    | REPHUN 3.125 09/21/51 REGS                      | CUSIP: X93622FY3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      394000 | PA      | $254918.00    | 0.33%             | 2051-09-21      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| South Africa (Republic of)                               | SOAF 5.875 04/20/32 10Y                         | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      215000 | PA      | $221665.00    | 0.29%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                     | POLGB 1.25 10/25/30 1030                        | CUSIP: X8T024V85<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      946000 | PA      | $217334.09    | 0.28%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                      | CHILE 3.1 05/07/41                              | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      360000 | PA      | $278910.00    | 0.37%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Thailand (Kingdom Of)                                    | THAIGB 2.65 06/17/28                            | CUSIP: Y6065BQT7<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     4139000 | PA      | $131965.43    | 0.17%             | 2028-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                     | POLAND 5.5 11/16/27 5Y                          | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       64000 | PA      | $66111.36     | 0.09%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                    | ROMANI 6.625 02/17/28 REGS                      | CUSIP: X7360WCN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      172000 | PA      | $178957.40    | 0.23%             | 2028-02-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                              | BGOSK 5.75 07/09/34 REGS                        | CUSIP: X0645ADB5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $211472.00    | 0.28%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                    | ROMANI 7.125 01/17/33 REGS                      | CUSIP: X7360WCQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       88000 | PA      | $94875.44     | 0.12%             | 2033-01-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                 | EGYPT 8.75 09/30/51 REGS                        | CUSIP: M1487WDN2<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $185687.50    | 0.24%             | 2051-09-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Poland (Republic of)                                     | POLAND 5.5 03/18/54 30Y                         | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      137000 | PA      | $134705.25    | 0.18%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Secretaria Do Tesouro Nacional                           | BLTN 0 01/01/29 LTN                             | CUSIP: P8T60NKN0<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     1222900 | PA      | $1542597.51   | 2.02%             | 2029-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                      | GHANA 5 07/03/35 REGS                           | CUSIP: V3R60FEN0<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      513369 | PA      | $439572.21    | 0.58%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ghana (Republic of)                                      | GHANA 0 01/03/30 REGS                           | CUSIP: V3R60FEP5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       90736 | PA      | $78259.66     | 0.10%             | 2030-01-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Panama (Republic of)                                     | PANAMA 6.7 01/26/36                             | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       54000 | PA      | $58077.00     | 0.08%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                 | EGYGB 23.381 08/26/28 3Y                        | CUSIP: YL4890627<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     8593000 | PA      | $183347.04    | 0.24%             | 2028-08-26      | Fixed         | 23.38%                | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                | PHILIP 9.5 02/02/30                             | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      145000 | PA      | $174679.69    | 0.23%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                  | INDON 6.625 02/17/37 REGS                       | CUSIP: Y20721AJ8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      100000 | PA      | $114250.00    | 0.15%             | 2037-02-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Indonesia (Republic of)                                  | INDOGB 7.125 08/15/45 107                       | CUSIP: Y6S8PTAC6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  2300000000 | PA      | $148099.84    | 0.19%             | 2045-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Co.                         | NAVOIM 6.75 05/14/30 REGS                       | CUSIP: Y6S30MAC9<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |      200000 | PA      | $210000.00    | 0.28%             | 2030-05-14      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| China SCE Group Holdings Ltd.                            | CHINSC 7.375 04/09/24                           | CUSIP: G21190AB2<br>LEI: 549300Q8UEI2ERAP6P49 | Long             | DBT              | CORP              | KY        |     1800000 | PA      | $76500.00     | 0.10%             | 2024-04-09      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Pakistan (Islamic Republic of)                           | PKSTAN 8.875 04/08/51 REGS                      | CUSIP: Y2835JAJ7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      400000 | PA      | $381008.00    | 0.50%             | 2051-04-08      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                | SUNAC 6.25 09/30/26 144A                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      242599 | PA      | $36106.01     | 0.05%             | 2026-09-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                    | UKRAIN 0 02/01/30 REGS                          | CUSIP: X5S0055Z0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       17110 | PA      | $9025.53      | 0.01%             | 2030-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Hungary (Republic Of)                                    | REPHUN 5.375 09/26/30 REGS                      | CUSIP: X93622GY2<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      250000 | PA      | $256880.73    | 0.34%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                  | CDEL 5.625 10/18/43 REGS                        | CUSIP: P3143NAS3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      243000 | PA      | $235178.44    | 0.31%             | 2043-10-18      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| South Africa (Republic of)                               | SAGB 8.25 03/31/32 2032                         | CUSIP: S69124UU7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     8115222 | PA      | $466146.73    | 0.61%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                            | NGERIA 7.625 11/28/47 REGS                      | CUSIP: V342A3BW3<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      543000 | PA      | $481912.50    | 0.63%             | 2047-11-28      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Central China Real Estate Ltd.                           | CENCHI 7.25 08/13/24                            | CUSIP: G20769AH1<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |     3666000 | PA      | $109980.00    | 0.14%             | 2024-08-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                           | MUDI 4.5 11/22/35 S                             | CUSIP: P6625CAN8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      160000 | PA      | $73815.97     | 0.10%             | 2035-11-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fantasia Holdings Group Co Ltd.                          | FTHDGR 15 12/18/21                              | CUSIP: G3311LAW4<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |     4515000 | PA      | $67725.00     | 0.09%             | 2021-12-18      | Fixed         | 15.00%                | Yes           |                  2 | On Loan: No      |
| Indonesia (Republic of)                                  | INDON 7.75 01/17/38 REGS                        | CUSIP: Y20721AL3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      170000 | PA      | $212500.00    | 0.28%             | 2038-01-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Venezuela (Republic Of)                                  | VENZ 11.75 10/21/26                             | CUSIP: P17625AE7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1653300 | PA      | $495990.00    | 0.65%             | 2026-10-21      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| India (Republic of)                                      | IGB 7.18 08/14/33                               | CUSIP: Y2R3MBYQ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    32860000 | PA      | $383529.92    | 0.50%             | 2033-08-14      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Malaysia (Government Of)                                 | MGS 4.054 04/18/39 0124                         | CUSIP: Y2R35QGD7<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2072000 | PA      | $510541.69    | 0.67%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                              | BGOSK 6.25 07/09/54 REGS                        | CUSIP: X0645ADC3<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $210620.00    | 0.28%             | 2054-07-09      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                    | UKRAIN 0 02/01/34 REGS                          | CUSIP: X5S0056A4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       63943 | PA      | $26632.26     | 0.03%             | 2034-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Hungary (Republic Of)                                    | HGB 3 10/27/38 38/A                             | CUSIP: X51627BW0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    71560000 | PA      | $141518.76    | 0.19%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Zhenro Properties Group Limited                          | ZHPRHK 6.7 08/04/26                             | CUSIP: G9897EAY5<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     5713000 | PA      | $14282.50     | 0.02%             | 2026-08-04      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                 | EGYPT 8.7002 03/01/49 REGS                      | CUSIP: M1487WCX1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      279000 | PA      | $260081.01    | 0.34%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                      | OMAN 6.75 10/28/27 REGS                         | CUSIP: M75242BN2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      267000 | PA      | $278310.12    | 0.36%             | 2027-10-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Jordan (Kingdom Of)                                      | JORDAN 7.5 01/13/29 REGS                        | CUSIP: M5269UAP9<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      200000 | PA      | $211250.00    | 0.28%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development      | IBRD 6.5 04/17/30 EMTN                          | CUSIP: U7230SLF7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    14700000 | PA      | $164393.60    | 0.22%             | 2030-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                       | DOMREP 4.875 09/23/32 REGS                      | CUSIP: P3579ECH8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      490000 | PA      | $469342.43    | 0.61%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS Capital Ltd.                                    | PETMK 3.404 04/28/61 REGS                       | CUSIP: Y6886MAC4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      379000 | PA      | $264026.56    | 0.35%             | 2061-04-28      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Secretaria Do Tesouro Nacional                           | BLTN 0 01/01/30 LTN                             | CUSIP: P8T60NQJ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    20146000 | PA      | $2234103.57   | 2.93%             | 2030-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                             | UZBEK 15.5 02/25/28 REGS                        | CUSIP: Y000WRAP3<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  2500000000 | PA      | $216616.45    | 0.28%             | 2028-02-25      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| South Africa (Republic of)                               | SAGB 8.5 01/31/37 2037                          | CUSIP: S69124TY1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     4147491 | PA      | $225253.58    | 0.30%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Thailand (Kingdom Of)                                    | THAIGB 3.3 06/17/38                             | CUSIP: Y6065BKV8<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     6314000 | PA      | $224158.23    | 0.29%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                             | UZBEK 5.375 02/20/29 REGS                       | CUSIP: Y000WRAB4<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      200000 | PA      | $201025.00    | 0.26%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                            | NGERIA 7.375 09/28/33 REGS                      | CUSIP: V342A3CE2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      319000 | PA      | $307736.11    | 0.40%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Angola (Republic of)                                     | ANGOL 8.75 04/14/32 REGS                        | CUSIP: V5S1ASAE0<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      200000 | PA      | $187562.00    | 0.25%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                    | URUGUA 5.75 10/28/34                            | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      184978 | PA      | $199036.33    | 0.26%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PETRONAS Capital Ltd.                                    | PETMK 2.48 01/28/32 REGS                        | CUSIP: Y6886MAE0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      204000 | PA      | $183240.96    | 0.24%             | 2032-01-28      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| Colombia (Republic Of)                                   | COLTES 7 03/26/31 B                             | CUSIP: P6S32JV64<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2867800000 | PA      | $613784.06    | 0.80%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                | SUNAC 7.25 09/30/30 REGS                        | CUSIP: G8569ABT2<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     1105495 | PA      | $165735.81    | 0.22%             | 2030-09-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                    | ROMANI 5.875 01/30/29 REGS                      | CUSIP: X7360WCU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      180000 | PA      | $185169.60    | 0.24%             | 2029-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                    | UKRAIN 4.5 02/01/36 REGS                        | CUSIP: X5S0056C0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       90320 | PA      | $49540.52     | 0.06%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fantasia Holdings Group Co Ltd.                          | FTHDGR 7.95 07/05/22                            | CUSIP: G3311LAJ3<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |     5635000 | PA      | $84525.00     | 0.11%             | 2022-07-05      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Mongolia (Government of)                                 | MONGOL 4.45 07/07/31 REGS                       | CUSIP: Y6142NAE8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      257000 | PA      | $235155.00    | 0.31%             | 2031-07-07      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Czech (Republic of)                                      | CZGB 5 09/30/30 150                             | CUSIP: BY3335613<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     6890000 | PA      | $339859.72    | 0.45%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                    | ROMGB 4.75 10/11/34 15Y                         | CUSIP: X5S007FC6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      750000 | PA      | $145897.08    | 0.19%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                     | POLGB 3.75 05/25/27 0527                        | CUSIP: X8T0247Q2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2305000 | PA      | $622337.52    | 0.82%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                    | ROMANI 3.625 03/27/32 REGS                      | CUSIP: X7360WCA8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       44000 | PA      | $39600.00     | 0.05%             | 2032-03-27      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                | IVYCST 8.25 01/30/37 REGS                       | CUSIP: V73789BK0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      510000 | PA      | $541334.40    | 0.71%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Kazakhstan (Republic Of)                                 | KAZAKS 4.714 04/09/35 REGS                      | CUSIP: Y7276LDX3<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      290000 | PA      | $286005.25    | 0.37%             | 2035-04-09      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Benin (The Republic of)                                  | BENIN 8.375 01/23/41 REGS                       | CUSIP: 08205QAE8<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      200000 | PA      | $213020.00    | 0.28%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                | KSA 4.75 01/18/28 REGS                          | CUSIP: M6320UBZ1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      348000 | PA      | $352569.24    | 0.46%             | 2028-01-18      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                | SUNAC 6.75 09/30/28 144A                        | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      390696 | PA      | $58627.84     | 0.08%             | 2028-09-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Peru (Republic Of)                                       | PERU 5.375 02/08/35                             | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      520000 | PA      | $533520.00    | 0.70%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bulgaria (Republic Of)                                   | BGARIA 5 03/05/37 13Y                           | CUSIP: X0R483BD3<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       24000 | PA      | $24003.12     | 0.03%             | 2037-03-05      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Secretaria Do Tesouro Nacional                           | BLTN 0 01/01/32 LTN                             | CUSIP: P8T60NTR2<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |      500000 | PA      | $424572.15    | 0.56%             | 2032-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                               | SAGB 8.875 02/28/35 2035                        | CUSIP: S69124WF8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     7355749 | PA      | $424548.42    | 0.56%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ministerio de Hacienda y Credito Publico                 | COLTES 6.25 07/09/36 B                          | CUSIP: P6S32JV23<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   373400000 | PA      | $65659.37     | 0.09%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Malaysia (Government Of)                                 | MGS 3.582 07/15/32 0122                         | CUSIP: Y2R35QDR9<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1205000 | PA      | $289677.63    | 0.38%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                    | ROMANI 6 05/25/34 REGS                          | CUSIP: X7360WCG5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       24000 | PA      | $24090.00     | 0.03%             | 2034-05-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Perusahaan Penerbit Surat Berharga Syariah Indonesia III | INDOIS 4.7 06/06/32 REGS                        | CUSIP: 71567RAV8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $202100.00    | 0.26%             | 2032-06-06      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Ministerio de Hacienda y Credito Publico                 | COLTES 11.5 07/25/46 B                          | CUSIP: P6S335Q44<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   606300000 | PA      | $150015.08    | 0.20%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                         | CFELEC 6.45 01/24/35 REGS                       | CUSIP: P30179CR7<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $204300.00    | 0.27%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bills                             | B 0 12/11/25                                    | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1539200 | PA      | $1532908.37   | 2.01%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco Central del Uruguay                                | UTB 0 05/08/26 0001                             | CUSIP: P08097ME7<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |    12565000 | PA      | $302929.46    | 0.40%             | 2026-05-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                    | HGB 6.75 10/22/28 28/A                          | CUSIP: X9379QRH5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    93410000 | PA      | $280316.22    | 0.37%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                      | CZGB 1.75 06/23/32 138                          | CUSIP: 999APR302<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     4310000 | PA      | $175180.71    | 0.23%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Malaysia (Government Of)                                 | MGS 4.696 10/15/42 0222                         | CUSIP: Y2R35QDL2<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      161000 | PA      | $42418.19     | 0.06%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| India (Republic of)                                      | IGB 7.36 09/12/52                               | CUSIP: Y2R3MBCG8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    33430000 | PA      | $382260.36    | 0.50%             | 2052-09-12      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                    | UKRAIN 0 02/01/35 REGS                          | CUSIP: X5S0056B2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       54036 | PA      | $27477.31     | 0.04%             | 2035-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ghana (Republic of)                                      | GHANA 0 07/03/26 REGS                           | CUSIP: V3R60FEK6<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       32688 | PA      | $31789.08     | 0.04%             | 2026-07-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Philippines (Republic Of)                                | PHILIP 6.375 10/23/34                           | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      102000 | PA      | $115100.63    | 0.15%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                | KSA 4.5 04/22/60 REGS                           | CUSIP: M6320UBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      297000 | PA      | $248182.11    | 0.33%             | 2060-04-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Philippines (Republic Of)                                | RPGB 6 08/20/30 R519                            | CUSIP: Y6972F4V9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     6655000 | PA      | $114521.21    | 0.15%             | 2030-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                       | DOMREP 6.5 02/15/48 REGS                        | CUSIP: P3579EBY2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      222000 | PA      | $225108.00    | 0.29%             | 2048-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Indonesia (Republic of)                                  | INDOGB 8.375 04/15/39 FR79                      | CUSIP: Y6S86ZKT5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  1774000000 | PA      | $125129.40    | 0.16%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| El Salvador (Republic of)                                | ELSALV 7.1246 01/20/50 REGS                     | CUSIP: P01012CA2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      150000 | PA      | $135176.25    | 0.18%             | 2050-01-20      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi (Emirate of)                                   | ADGB 3.125 09/30/49 REGS                        | CUSIP: M0152WAD3<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      369000 | PA      | $272951.15    | 0.36%             | 2049-09-30      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                    | ROMANI 6.125 01/22/44 REGS                      | CUSIP: 77586TAE6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       56000 | PA      | $53775.40     | 0.07%             | 2044-01-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Costa Rica (Republic Of)                                 | COSTAR 6.125 02/19/31 REGS                      | CUSIP: P3699PGK7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      201000 | PA      | $209944.50    | 0.28%             | 2031-02-19      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| KWG Group Holdings Limited                               | KWGPRO 6 01/14/24                               | CUSIP: G53224BL7<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |      150000 | PA      | $9375.00      | 0.01%             | 2024-01-14      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                | PDVSA 9.75 05/17/35 REGS                        | CUSIP: P7807HAQ8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |      265270 | PA      | $64460.61     | 0.08%             | 2035-05-17      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Indonesia (Republic of)                                  | INDOGB 7.5 06/15/35 FR80                        | CUSIP: Y6S86ZMF3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  4016000000 | PA      | $265882.46    | 0.35%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Malaysia (Government Of)                                 | MGS 3.828 07/05/34 0419                         | CUSIP: Y2R35QCD1<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      337000 | PA      | $82164.27     | 0.11%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Zhenro Properties Group Limited                          | ZHPRHK 8.7 08/03/22                             | CUSIP: G9897EBH1<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     1110000 | PA      | $2775.00      | 0.00%             | 2022-08-03      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Angola (Republic of)                                     | ANGOL 9.125 11/26/49 REGS                       | CUSIP: V5S1ASAA8<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      208000 | PA      | $174720.00    | 0.23%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Zhenro Properties Group Limited                          | ZHPRHK 7.875 04/14/24                           | CUSIP: G9897EAQ2<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     3591000 | PA      | $8977.50      | 0.01%             | 2024-04-14      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Central China Real Estate Ltd.                           | CENCHI 7.65 08/27/23                            | CUSIP: G20769AG3<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |     1900000 | PA      | $53200.00     | 0.07%             | 2023-08-27      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                           | MEX 3.771 05/24/61                              | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      296000 | PA      | $191364.00    | 0.25%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Costa Rica (Republic Of)                                 | COSTAR 7 04/04/44 REGS                          | CUSIP: P3699PGH4<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      200000 | PA      | $216800.00    | 0.28%             | 2044-04-04      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Indonesia (Republic of)                                  | INDOGB 8.25 05/15/36 FR72                       | CUSIP: Y6S86ZCS6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  1350000000 | PA      | $94181.49     | 0.12%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Malaysia (Government Of)                                 | MGS 4.254 05/31/35 0415                         | CUSIP: Y55745VM5<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      669000 | PA      | $168783.52    | 0.22%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Zhenro Properties Group Limited                          | ZHPRHK 9.15 05/06/23                            | CUSIP: G9897EAN9<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $1000.00      | 0.00%             | 2023-05-06      | Fixed         | 9.15%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS Capital Ltd.                                    | PETMK 4.55 04/21/50 REGS                        | CUSIP: Y68856AV8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      570000 | PA      | $508126.50    | 0.67%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                    | URUGUA 5.1 06/18/50                             | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      109805 | PA      | $106016.73    | 0.14%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Guatemala (Republic of)                                  | GUATEM 6.125 06/01/50 REGS                      | CUSIP: P5015VAJ5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      251000 | PA      | $246466.94    | 0.32%             | 2050-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| DP World Crescent LTD                                    | DPWDU 3.875 07/18/29 EMTN                       | CUSIP: G28288AC5<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |      218000 | PA      | $213398.02    | 0.28%             | 2029-07-18      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Turkey (Republic of)                                     | TURKEY 5.25 03/13/30 10Y                        | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      356000 | PA      | $351461.00    | 0.46%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New World Resources NV                                   | NWRLN 8 04/07/20 REGS                           | CUSIP: N6342WAF5<br>LEI: 6354007MKEEGGVUMXO83 | Long             | DBT              | CORP              | NL        |     1938518 | PA      | $2.24         | 0.00%             | 2020-04-07      | Fixed         | 8.00%                 | Yes           |                  3 | On Loan: No      |
| Dominican Republic                                       | DOMREP 6.4 06/05/49 REGS                        | CUSIP: P3579ECE5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      156000 | PA      | $155847.24    | 0.20%             | 2049-06-05      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Panama (Republic of)                                     | PANAMA 3.16 01/23/30                            | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      274000 | PA      | $256536.61    | 0.34%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                  | INDOGB 7 09/15/30 FR82                          | CUSIP: Y6S86ZMP1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  3011000000 | PA      | $192147.57    | 0.25%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Central China Real Estate Ltd.                           | CENCHI 7.9 11/07/23                             | CUSIP: G20769AE8<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |     1910000 | PA      | $53480.00     | 0.07%             | 2023-11-07      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Argentina (Republic Of)                                  | ARGENT 4.125 07/09/35                           | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      232000 | PA      | $162632.00    | 0.21%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| New World Resources NV                                   | NWRLN 4 10/07/20 REGS                           | CUSIP: N6342WAD0<br>LEI: 6354007MKEEGGVUMXO83 | Long             | DBT              | CORP              | NL        |      669526 | PA      | $0.77         | 0.00%             | 2020-10-07      | Fixed         | 4.00%                 | Yes           |                  3 | On Loan: No      |
| Ministerio de Hacienda y Credito Publico                 | COLTES 7.75 09/18/30 B                          | CUSIP: P6S32JH78<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   601600000 | PA      | $136073.91    | 0.18%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                      | OMAN 6 08/01/29 REGS                            | CUSIP: M75242BK8<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      380000 | PA      | $399760.00    | 0.52%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bahrain (Kingdom of)                                     | BHRAIN 5.625 09/30/31 REGS                      | CUSIP: M63633BW6<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      260000 | PA      | $260780.00    | 0.34%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Peru (Republic Of)                                       | PERU 2.78 12/01/60                              | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      146000 | PA      | $82782.00     | 0.11%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                    | URUGUA 7.625 03/21/36                           | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      126487 | PA      | $154462.98    | 0.20%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Zhenro Properties Group Limited                          | ZHPRHK 17.254 PERP                              | CUSIP: G9897EAL3<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     1360000 | PA      | $3808.00      | 0.00%             | 2049-12-31      | Floating      |  | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                    | ROMGB 4.15 01/26/28 8Y                          | CUSIP: X5S007FG7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1500000 | PA      | $321593.23    | 0.42%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Zhenro Properties Group Limited                          | ZHPRHK 8.3 09/15/23                             | CUSIP: G9897EAT6<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     3158000 | PA      | $7895.00      | 0.01%             | 2023-09-15      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| Argentina (Republic Of)                                  | ARGENT 1 07/09/29                               | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      180717 | PA      | $153970.71    | 0.20%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                        | YUZHOU 1 06/30/34 .                             | CUSIP: YL7132365<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |      533130 | PA      | $639.76       | 0.00%             | 2034-06-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Colombia (Republic Of)                                   | COLOM 5 06/15/45                                | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      344000 | PA      | $262644.00    | 0.34%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                  | INDOGB 7.5 05/15/38 FR75                        | CUSIP: Y6S86ZGS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   576000000 | PA      | $38049.81     | 0.05%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                       | DOMREP 5.875 01/30/60 REGS                      | CUSIP: P3579ECG0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      300000 | PA      | $272532.00    | 0.36%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Zhenro Properties Group Limited                          | ZHPRHK 8.35 03/10/24                            | CUSIP: G9897EAS8<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |      387000 | PA      | $967.50       | 0.00%             | 2024-03-10      | Fixed         | 8.35%                 | Yes           |                  2 | On Loan: No      |
| Indonesia (Republic of)                                  | INDOGB 6.5 02/15/31 FR87                        | CUSIP: Y6S86ZPZ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  1132000000 | PA      | $70799.06     | 0.09%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pt Mineral Industri Indonesia (Persero)                  | IDASAL 5.45 05/15/30 REGS                       | CUSIP: Y7140WAF5<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |      255000 | PA      | $263631.75    | 0.35%             | 2030-05-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Argentina (Republic Of)                                  | ARGENT 4.125 07/09/35                           | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      467973 | PA      | $328049.07    | 0.43%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                  | ARGENT 3.5 07/09/41                             | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      246468 | PA      | $160450.67    | 0.21%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                             | PEMEX 7.69 01/23/50                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      347000 | PA      | $314746.35    | 0.41%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                | KAISAG 6.5 12/28/29 144A                        | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      501256 | PA      | $10777.00     | 0.01%             | 2029-12-28      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                | KAISAG 0 12/31/25 144a                          | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      150388 | PA      | $4096.21      | 0.01%             | 2025-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                | KAISAG 0 12/31/29 144A                          | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      401005 | PA      | $9022.61      | 0.01%             | 2029-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro S.A.            | BMETR 4.7 05/07/50 REGS                         | CUSIP: P37466AS1<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |      283000 | PA      | $252996.34    | 0.33%             | 2050-05-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Turkey (Republic of)                                     | TURKEY 7.125 02/12/32 7Y                        | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      200000 | PA      | $207800.00    | 0.27%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                            | NGERIA 6.5 11/28/27 REGS                        | CUSIP: V342A3BX1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      287000 | PA      | $288165.22    | 0.38%             | 2027-11-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Indonesia (Republic of)                                  | INDOGB 7.75 04/15/31 FR85                       | CUSIP: Y6S86ZPE3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  2344000000 | PA      | $154588.42    | 0.20%             | 2031-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                 | EGYPT 7.625 05/29/32 REGS                       | CUSIP: M1487WDG7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      239000 | PA      | $242824.00    | 0.32%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Malaysia (Government Of)                                 | MGS 4.065 06/15/50 0120                         | CUSIP: Y2R35QCH2<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      460000 | PA      | $110608.14    | 0.14%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Zhenro Properties Group Limited                          | ZHPRHK 7.35 02/05/25                            | CUSIP: G9897EAV1<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     8407000 | PA      | $21017.50     | 0.03%             | 2025-02-05      | Fixed         | 7.35%                 | Yes           |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                        | YUZHOU 7 06/30/27 .                             | CUSIP: YL7134841<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |      568204 | PA      | $66786.70     | 0.09%             | 2027-06-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                | KAISAG 0 12/31/26 144A                          | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      200502 | PA      | $2677.92      | 0.00%             | 2026-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                | Kaisa Group Holdings Ltd. HKD0.10               | CUSIP: G52132100<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | HK        |      647023 | NS      | $9991.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                    | ROMANI 4 02/14/51 REGS                          | CUSIP: X7360WBN1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      172000 | PA      | $118680.00    | 0.16%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                    | ROMANI 3 02/14/31 REGS                          | CUSIP: X7360WBP6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       60000 | PA      | $53820.00     | 0.07%             | 2031-02-14      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Sunac Services Holdings Ltd.                             | Sunac Services Holdings Ltd. HKD0.01            | CUSIP: G8569B104<br>LEI: 549300K4OFRSVPWF2W77 | Long             | EC               | CORP              | KY        |      206826 | NS      | $41145.28     | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Morocco (Kingdom of)                                     | MOROC 4 12/15/50 REGS                           | CUSIP: V5311VAH3<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      200000 | PA      | $149250.00    | 0.20%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Central Bank of Nigeria                                  | NGOMOB 0 02/24/26 355D                          | CUSIP: V67353NT1<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   128355000 | PA      | $84018.19     | 0.11%             | 2026-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                | KAISAG 5 11/30/27 144A                          | CUSIP: YK3664892<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       39484 | PA      | $3107.79      | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Malaysia (Government Of)                                 | MGS 4.762 04/07/37 0317                         | CUSIP: Y2R35QBY6<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      206000 | PA      | $54132.30     | 0.07%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                             | BRAZIL 4.625 01/13/28                           | CUSIP: 105756BZ2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      240000 | PA      | $240840.00    | 0.32%             | 2028-01-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                  | ARGENT 5 01/09/38                               | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      272108 | PA      | $199727.27    | 0.26%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                | KAISAG 7.721 12/28/27 144A                      | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      200502 | PA      | $5012.55      | 0.01%             | 2027-12-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                | KAISAG 7 12/28/31 144A                          | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      902262 | PA      | $18045.24     | 0.02%             | 2031-12-28      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                | KAISAG 0 12/31/27 144A                          | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      250639 | PA      | $2569.05      | 0.00%             | 2027-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                | KAISAG 0 12/31/31 144A                          | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      501256 | PA      | $6265.70      | 0.01%             | 2031-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Sinopec Group Overseas Development (2018) Limited        | SINOPE 2.7 05/13/30 REGS                        | CUSIP: G82016AP4<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |      282000 | PA      | $268509.12    | 0.35%             | 2030-05-13      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Peru (Republic Of)                                       | PERU 3.23 07/28/21                              | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       66000 | PA      | $37554.00     | 0.05%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Armenia (Republic of)                                    | ARMEN 6.75 03/12/35 REGS                        | CUSIP: Y5S01WAE0<br>LEI: 2549008QLWTFS81EUF38 | Long             | DBT              | NUSS              | AM        |      200000 | PA      | $208100.00    | 0.27%             | 2035-03-12      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                        | YUZHOU 5 06/30/30 .                             | CUSIP: YL7114843<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     1119693 | PA      | $22405.06     | 0.03%             | 2030-06-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                 | EGYPT 8.875 05/29/50 REGS                       | CUSIP: M1487WDF9<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $188812.00    | 0.25%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                    | ECUA 5 07/31/40 REGS                            | CUSIP: P8054QBE2<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      197684 | PA      | $134388.71    | 0.18%             | 2040-07-31      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                        | YUZHOU 5.5 06/30/31 .                           | CUSIP: YL7128363<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |     1570668 | PA      | $11795.72     | 0.02%             | 2031-06-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                | KAISAG 6.25 12/28/28 144A                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      300753 | PA      | $5789.50      | 0.01%             | 2028-12-28      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                | KAISAG 7.25 12/28/32 144A                       | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      845397 | PA      | $13737.70     | 0.02%             | 2032-12-28      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                | KAISAG 0 12/31/28 144A                          | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      401005 | PA      | $2506.28      | 0.00%             | 2028-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                | KAISAG 0 12/31/32 144A                          | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      945649 | PA      | $11677.82     | 0.02%             | 2032-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                        | Yuzhou Group Holdings Company Ltd HKD1          | CUSIP: G9884A102<br>LEI: 213800MP59KHGJSPHE82 | Long             | EC               | CORP              | KY        |      544593 | NS      | $11095.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                  | CURRENCY CONTRACT - CLP                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -603753 | NC      | $1091.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                  | CURRENCY CONTRACT - CLP                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -395000 | NC      | $-2651.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                  | CURRENCY CONTRACT - CNH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -400000 | NC      | $-1447.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                  | CURRENCY CONTRACT - CNH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -391000 | NC      | $-1449.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                  | CURRENCY CONTRACT - CNH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2111107 | NC      | $-5258.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                  | CURRENCY CONTRACT - CZK                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1625560 | NC      | $-37169.83    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EGP                                  | CURRENCY CONTRACT - EGP                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -116564 | NC      | $22785.02     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EGP                                  | CURRENCY CONTRACT - EGP                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -100436 | NC      | $19422.15     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EGP                                  | CURRENCY CONTRACT - EGP                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -20226 | NC      | $3949.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EGP                                  | CURRENCY CONTRACT - EGP                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -22669 | NC      | $4107.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EGP                                  | CURRENCY CONTRACT - EGP                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -187024 | NC      | $3750.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EGP                                  | CURRENCY CONTRACT - EGP                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -188693 | NC      | $2082.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                  | CURRENCY CONTRACT - HUF                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1560565 | NC      | $-23978.42    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                  | CURRENCY CONTRACT - HUF                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -378000 | NC      | $-849.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                  | CURRENCY CONTRACT - IDR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -681281 | NC      | $339.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ILS                                  | CURRENCY CONTRACT - ILS                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -248245 | NC      | $2661.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                  | CURRENCY CONTRACT - INR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1162731 | NC      | $-9328.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                  | CURRENCY CONTRACT - INR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -153000 | NC      | $-350.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                  | CURRENCY CONTRACT - INR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -20500 | NC      | $-49.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                  | CURRENCY CONTRACT - INR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -76000 | NC      | $38.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                  | CURRENCY CONTRACT - INR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -554000 | NC      | $-4202.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                  | CURRENCY CONTRACT - INR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -395000 | NC      | $-3885.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                  | CURRENCY CONTRACT - KRW                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2700936 | NC      | $-80990.79    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                  | CURRENCY CONTRACT - KRW                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -40100 | NC      | $-1120.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                  | CURRENCY CONTRACT - MXN                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1082849 | NC      | $-10216.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MYR                                  | CURRENCY CONTRACT - MYR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -76600 | NC      | $515.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MYR                                  | CURRENCY CONTRACT - MYR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -606228 | NC      | $4193.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NGN                                  | CURRENCY CONTRACT - NGN                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -166900 | NC      | $7099.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PEN                                  | CURRENCY CONTRACT - PEN                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -240943 | NC      | $2161.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                  | CURRENCY CONTRACT - PHP                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -129030 | NC      | $-3432.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                  | CURRENCY CONTRACT - PLN                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1125958 | NC      | $-19517.61    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                  | CURRENCY CONTRACT - PLN                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -205000 | NC      | $-2429.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                  | CURRENCY CONTRACT - PLN                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -396000 | NC      | $-5262.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - RON                                  | CURRENCY CONTRACT - RON                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -593997 | NC      | $-9793.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                  | CURRENCY CONTRACT - SGD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -497716 | NC      | $-1788.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                  | CURRENCY CONTRACT - THB                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1046628 | NC      | $12019.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                  | CURRENCY CONTRACT - THB                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1044123 | NC      | $12788.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                  | CURRENCY CONTRACT - TRY                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -986454 | NC      | $8188.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                  | CURRENCY CONTRACT - TRY                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -865496 | NC      | $6267.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                  | CURRENCY CONTRACT - TWD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1398101 | NC      | $-26225.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4572205 | NC      | $-16521.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2260278 | NC      | $-8063.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2247216 | NC      | $-7821.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4480973 | NC      | $-15358.47    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1146795 | NC      | $-3948.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3067568 | NC      | $1455.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2893157 | NC      | $1519.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2761266 | NC      | $1200.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2574203 | NC      | $1068.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1318109 | NC      | $661.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1267098 | NC      | $1116.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -75581749 | NC      | $1820.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2041298 | NC      | $119.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -34809606 | NC      | $2074.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -498884672 | NC      | $11305.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5660173 | NC      | $279.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -54569882 | NC      | $1249.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -325196 | NC      | $29.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3072583 | NC      | $-3808.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5212616 | NC      | $3618.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -525546 | NC      | $13.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -528656000 | NC      | $5436.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -246712 | NC      | $-401.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3895063 | NC      | $-49.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -9634543 | NC      | $2587.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -116038615 | NC      | $147.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1100677 | NC      | $620.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -129143760 | NC      | $-573.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -4732995000 | NC      | $594.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4909366 | NC      | $2961.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -8239414 | NC      | $4889.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1567235 | NC      | $-228.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -2606362541 | NC      | $-5944.53     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -523891 | NC      | $262.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -873412 | NC      | $422.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -500067 | NC      | $-27.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -164761611 | NC      | $1362.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                  | CURRENCY CONTRACT - USD                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -8406074 | NC      | $12131.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - UYU                                  | CURRENCY CONTRACT - UYU                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -110000 | NC      | $7280.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                  | CURRENCY CONTRACT - ZAR                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -243176 | NC      | $-1469.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CNY RCV 1.5998% PAY CNRR07D 17-DEC-2030          | IRS_CCP CNY RCV 1.5998% PAY CNRR07D 17-DEC-2030 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     3410000 | OU      | $1027.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP INR RCV 6.024% PAY MIBOR1D 13-DEC-2029           | OIS_CCP INR RCV 6.024% PAY MIBOR1D 13-DEC-2029  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    16154000 | OU      | $3127.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP COP RCV COOVI1D PAY 9.355% 21-JAN-2035           | OIS_CCP COP RCV COOVI1D PAY 9.355% 21-JAN-2035  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |  3199000000 | OU      | $14537.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP COP RCV 8.17% PAY COOVI1D 07-APR-2027            | OIS_CCP COP RCV 8.17% PAY COOVI1D 07-APR-2027   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |  2609650000 | OU      | $-8438.04     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP INR RCV MIBOR1D PAY 5.744% 16-JUN-2030           | OIS_CCP INR RCV MIBOR1D PAY 5.744% 16-JUN-2030  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |   106631000 | OU      | $-6137.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP KRW RCV 2.5355% PAY KWCDC3M 17-DEC-2028          | IRS_CCP KRW RCV 2.5355% PAY KWCDC3M 17-DEC-2028 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |  1882800000 | OU      | $-5417.86     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP KRW RCV 2.387% PAY KWCDC3M 17-DEC-2028           | IRS_CCP KRW RCV 2.387% PAY KWCDC3M 17-DEC-2028  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |  3622705000 | OU      | $-21330.89    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV 13.13% PAY BZDIO1D 02-JAN-2029           | OIS_CCP BRL RCV 13.13% PAY BZDIO1D 02-JAN-2029  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     4158165 | OU      | $1727.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP INR RCV 5.999% PAY MIBOR1D 12-DEC-2029           | OIS_CCP INR RCV 5.999% PAY MIBOR1D 12-DEC-2029  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    20630000 | OU      | $3766.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP COP RCV 8.42% PAY COOVI1D 21-JAN-2027            | OIS_CCP COP RCV 8.42% PAY COOVI1D 21-JAN-2027   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        | 11014000000 | OU      | $-20979.51    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

**Name of Applicant:** Ashmore Funds

**Signature:** Taurai Sigauke

**Name of Signer:** Taurai Sigauke

**Title:** Treasurer