# EDGAR Filing Document

**Accession Number:** 0001034106
**File Stem:** 0001193125-25-329802
**Filing Date:** 2025-12
**Character Count:** 203286
**Document Hash:** fdb1a10937eb20e3a6f5cf4e8847a311
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-329802.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0001193125-25-329802

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FEDERATED HERMES CORE TRUST
- **CENTRAL INDEX KEY:** 0001034106

**ORGANIZATION NAME:**
- **EIN:** 232934777
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1212

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08519
- **FILM NUMBER:** 251594957

**BUSINESS ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561
- **BUSINESS PHONE:** 8003417400

**MAIL ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FEDERATED CORE TRUST
- **DATE OF NAME CHANGE:** 20180601

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FEDERATED CORE TRUST/PA
- **DATE OF NAME CHANGE:** 19971126

## Series and Classes Contracts Data

### Emerging Markets Core Fund (Series ID: S000054054)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000169915 | Emerging Markets Core Fund |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Federated Hermes Core Trust

- **b. Investment Company Act file number:** 811-08519

- **c. CIK number of Registrant:** 0001034106

- **d. LEI of Registrant:** 254900HYFNGKM5PJOV84

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

  - **Street Address 1:** Federated Hermes Funds

  - **City:** Warrendale

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 15086-7561

  - **Telephone number:** 8003417400

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

- **a. Name of Series:** Emerging Markets Core Fund

- **b. EDGAR series identifier (if any):** S000054054

- **c. LEI of Series:** 549300SPUQUG24VI1F02

**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:** $746034548.14

**Total Liabilities:** $13188998.57

**Net Assets:** $732845549.57

**Cash Not Reported:** $4790729.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -184.912345000000 | **1-Year:** -5140.922117000000 | **5-Year:** -16829.124003000000 | **10-Year:** -27322.830471000000 | **30-Year:** -17780.825945000000

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

- **3-Month:** -1805.960342000000 | **1-Year:** -35430.826792000000 | **5-Year:** -125159.226397000000 | **10-Year:** -122080.018011000000 | **30-Year:** -34450.581245000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000169915 | 1.36%                | 0.64%                | 2.99%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $408794.93               | $5909250.87                                |
| Month 2  | $4481595.87              | $-3987006.81                               |
| Month 3  | $-942534.16              | $18039916.96                               |

**Designated Index Information**

- **Index Name:** Bloomberg EM Seasoned ex Aggregate/Eurodollar

- **Index Identifier:** BC2899USD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACCESS BANK PLC                                         | Access Bank PLC                                                                 | CUSIP: 00434G2C3<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |     600000 | PA      | $590419.05    | 0.08%             | 2026-10-07      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                   | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    1500000 | PA      | $1308098.64   | 0.18%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                         | Antofagasta PLC                                                                 | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1077782.00   | 0.15%             | 2034-05-02      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                           | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    1100000 | PA      | $1051604.93   | 0.14%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                             | CUSIP: 03846JAF7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    2800000 | PA      | $2601143.47   | 0.35%             | 2051-09-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   10548701 | PA      | $8623562.90   | 1.18%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| BANCO GENERAL SA                                        | Banco General SA                                                                | CUSIP: 059597AF1<br>LEI: 549300B5C08LGDFB7205 | Long             | DBT              | CORP              | PA        |     200000 | PA      | $189720.00    | 0.03%             | 2031-05-07      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                  | Brazilian Government International Bond                                         | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    3000000 | PA      | $3061950.00   | 0.42%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bond                                          | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2013000 | PA      | $2133679.35   | 0.29%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                             | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     700000 | PA      | $696602.72    | 0.10%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   10750000 | PA      | $7885125.00   | 1.08%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                        | DP World Ltd/United Arab Emirates                                               | CUSIP: 23330JAC5<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    1200000 | PA      | $1054283.70   | 0.14%             | 2049-09-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                           | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     500000 | PA      | $498975.00    | 0.07%             | 2035-10-28      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |          1 | NC      | $-9445.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                 | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $41253.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   10300000 | PA      | $6689850.00   | 0.91%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                      | Bahrain Government International Bond                                           | CUSIP: 05675M2D5<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    3200000 | PA      | $3130859.14   | 0.43%             | 2032-09-16      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                    | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    5000000 | PA      | $5123920.00   | 0.70%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                    | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    2300000 | PA      | $2482804.00   | 0.34%             | 2029-01-19      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRA                                | Empresa Electrica Cochrane SpA                                                  | CUSIP: 29246XAB6<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |     775750 | PA      | $773094.92    | 0.11%             | 2027-05-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                        | Grupo Nutresa SA                                                                | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    1000000 | PA      | $1075750.00   | 0.15%             | 2030-05-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                       | Ivanhoe Mines Ltd                                                               | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $206317.20    | 0.03%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                                      | JSW Infrastructure Ltd                                                          | CUSIP: 46654XAA7<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |     700000 | PA      | $705589.68    | 0.10%             | 2029-01-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                                 | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     800000 | PA      | $781022.15    | 0.11%             | 2038-10-09      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| MERSIN ULUSLARARASI LIMA                                | Mersin Uluslararasi Liman Isletmeciligi AS                                      | CUSIP: 590454AC8<br>LEI: 635400DAFN6NT43HM530 | Long             | DBT              | CORP              | TR        |     500000 | PA      | $522352.11    | 0.07%             | 2028-11-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                             | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2250000 | PA      | $2160991.13   | 0.29%             | 2035-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    3844821 | PA      | $3847176.72   | 0.52%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                       | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    1100000 | PA      | $1200880.16   | 0.16%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TECPETROL S.A.                                          | Tecpetrol SA                                                                    | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |     950000 | PA      | $951662.50    | 0.13%             | 2030-11-03      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TOTAL PLAY TELECOM                                      | Total Play Telecomunicaciones SA de CV                                          | CUSIP: 89157PAA6<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |     800000 | PA      | $782612.00    | 0.11%             | 2028-12-31      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkey Government International Bond                                            | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    5500000 | PA      | $6408779.03   | 0.87%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                    | YPF SA                                                                          | CUSIP: 984245AY6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    1550000 | PA      | $1596146.60   | 0.22%             | 2031-09-11      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                   | Argentina Bonar Bonds                                                           | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   11228633 | PA      | $7033615.59   | 0.96%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                 | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     200000 | PA      | $213577.99    | 0.03%             | 2033-09-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Atento Luxco 1 SA                                       | Atento Luxco 1 SA                                                               | CUSIP: 000000000<br>LEI: 549300MLFF3HYCZQTC48 | Long             | EC               | CORP              | LU        |     191350 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                     | Avianca Midco 2 PLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     500000 | PA      | $496552.50    | 0.07%             | 2030-02-14      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                         | MARB BondCo PLC                                                                 | CUSIP: 000000000<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $1806977.80   | 0.25%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                  | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    1900000 | PA      | $765871.00    | 0.10%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALSEA S.A.                                              | Alsea SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 4469000001BJLPKNUN21 | Long             | DBT              | CORP              | MX        |    1000000 | PA      | $1003611.00   | 0.14%             | 2026-12-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ESC GCBREGS CREDITO RE                                  | ESC GCBREGS CREDITO RE                                                          | CUSIP: 000000000<br>LEI: 549300W2IL7TPPCTKL39 | Long             | DBT              | CORP              | MX        |      60000 | PA      | $81.00        | 0.00%             | 2026-02-07      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1400000 | PA      | $1428210.00   | 0.19%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                                            | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $990421.47    | 0.14%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    2000000 | PA      | $2143087.70   | 0.29%             | 2032-04-10      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                      | Bahrain Government International Bond                                           | CUSIP: 05675M2J2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    1300000 | PA      | $1264192.87   | 0.17%             | 2034-05-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                                | Banco de Credito e Inversiones SA                                               | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     500000 | PA      | $538095.00    | 0.07%             | 2029-05-08      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    1700000 | PA      | $387600.00    | 0.05%             | 2022-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bonds                  | Senegal Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    4500000 | PA      | $3217105.49   | 0.44%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1200000 | PA      | $1118182.58   | 0.15%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| BOI FINANCE BV                                          | BOI Finance BV                                                                  | CUSIP: 000000000<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | CORP              | NL        |    1500000 | PA      | $1786853.39   | 0.24%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                             | QatarEnergy                                                                     | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    2000000 | PA      | $1564970.00   | 0.21%             | 2041-07-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    1300000 | PA      | $1395934.81   | 0.19%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                     | Senegal Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    1000000 | PA      | $787558.98    | 0.11%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                            | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    2500000 | PA      | $2430927.68   | 0.33%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    2190000 | PA      | $2099662.50   | 0.29%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    3300000 | PA      | $3966544.92   | 0.54%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANCO BRADESCO (CAYMAN)                                 | Banco Bradesco SA/Cayman Islands                                                | CUSIP: 05947KBB5<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |    2200000 | PA      | $2317700.00   | 0.32%             | 2030-01-22      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                                | Banco do Brasil SA/Cayman                                                       | CUSIP: 059578AK0<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |     500000 | PA      | $518093.00    | 0.07%             | 2031-03-18      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    2147727 | PA      | $1473340.91   | 0.20%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                             | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     600000 | PA      | $624210.71    | 0.09%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazilian Government International Bond                                         | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1700000 | PA      | $1731450.00   | 0.24%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazilian Government International Bond                                         | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2883000 | PA      | $2920479.00   | 0.40%             | 2054-05-13      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bond                                          | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2300000 | PA      | $2396945.00   | 0.33%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                         | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1500000 | PA      | $1651125.00   | 0.23%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                                | Cia de Minas Buenaventura SAA                                                   | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |     500000 | PA      | $521250.00    | 0.07%             | 2032-02-04      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                                        | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    2500000 | PA      | $2793750.00   | 0.38%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                                | Digicel International Finance Ltd / Difl US LLC                                 | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1200000 | PA      | $1195722.58   | 0.16%             | 2032-08-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |          1 | NC      | $-21393.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                    | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    1000000 | PA      | $768222.40    | 0.10%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                       | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    1500000 | PA      | $37500.00     | 0.01%             | 2030-04-17      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| FUTURE RETAIL LTD                                       | Future Retail Ltd                                                               | CUSIP: 36118EAA0<br>LEI: 335800XO19WYIUZC9H61 | Long             | DBT              | CORP              | IN        |     800000 | PA      | $2120.00      | 0.00%             | 2025-01-22      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| IHS MAURITIUS NG HOLDCO                                 | IHS Netherlands Holdco BV                                                       | CUSIP: 44963LAC0<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |     824970 | PA      | $827800.39    | 0.11%             | 2027-09-18      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MEDCO CYPRESS TREE PTE                                  | Medco Cypress Tree Pte Ltd                                                      | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |     750000 | PA      | $795588.56    | 0.11%             | 2030-05-19      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                | Medco Maple Tree Pte Ltd                                                        | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |     750000 | PA      | $788635.50    | 0.11%             | 2029-04-27      | Fixed         | 8.96%                 | Yes           |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                     | Minejesa Capital BV                                                             | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     950000 | PA      | $948185.50    | 0.13%             | 2037-08-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | PETROLEOS MEXICANOS                                                             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    5300000 | PA      | $4393610.96   | 0.60%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                             | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3000000 | PA      | $3081267.00   | 0.42%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SA                                      | Scotiabank Peru SAA                                                             | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |    1900000 | PA      | $1976950.00   | 0.27%             | 2035-10-01      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                                        | Simpar Europe SA                                                                | CUSIP: 82883PAA2<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | LU        |     500000 | PA      | $385716.59    | 0.05%             | 2031-01-26      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| SOVCOMBANK (SOVCOM CAPT)                                | Sovcombank Via SovCom Capital DAC                                               | CUSIP: 84605LAD8<br>LEI: 635400EQFFCXMNLYU680 | Long             | DBT              | CORP              | IE        |    1800000 | PA      | $90000.00     | 0.01%             | N/A             | Fixed         | 7.60%                 | No            |                  3 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    1700000 | PA      | $1720549.62   | 0.23%             | 2033-04-24      | Fixed         | 9.85%                 | Yes           |                  2 | On Loan: No      |
| BONOS BANCO CENT ARGENT                                 | Bonos Para La Reconstruccion De Una Argentina Libre                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |    2400000 | PA      | $2303640.00   | 0.31%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                   | Argentina Bonar Bonds                                                           | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    4500000 | PA      | $3150270.00   | 0.43%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                | Israel Electric Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     400000 | PA      | $375397.02    | 0.05%             | 2032-02-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Shimao Group Holdings Ltd                               | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | EC               | CORP              | KY        |     253779 | NS      | $9106.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     800000 | PA      | $226080.00    | 0.03%             | 2028-05-07      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    3000000 | PA      | $3241230.00   | 0.44%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1000000 | PA      | $1000500.00   | 0.14%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Venezuela Government International Bonds                | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    1000000 | PA      | $272600.00    | 0.04%             | 2038-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1600000 | PA      | $1621717.41   | 0.22%             | 2028-02-21      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                  | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    1500000 | PA      | $1511244.51   | 0.21%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     500000 | PA      | $569044.86    | 0.08%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                     | Republic of Armenia International Bond                                          | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    1000000 | PA      | $952248.87    | 0.13%             | 2029-09-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    1500000 | PA      | $1730864.30   | 0.24%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                                           | OTP Bank Nyrt                                                                   | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |    1500000 | PA      | $1614948.30   | 0.22%             | 2033-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |       7489 | PA      | $280.84       | 0.00%             | 2031-07-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                                | Banco BTG Pactual SA/Cayman Islands                                             | CUSIP: 05971AAL5<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |     480000 | PA      | $489423.66    | 0.07%             | 2030-01-22      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BANCO INDUSTRIAL SA                                     | Banco Industrial SA/Guatemala                                                   | CUSIP: 05991CAA1<br>LEI: 529900GF99QF67JEQU85 | Long             | DBT              | CORP              | GT        |     500000 | PA      | $499100.00    | 0.07%             | 2031-01-29      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BARBADOS GOVT OF                                        | Barbados Government International Bond                                          | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     400000 | PA      | $416000.00    | 0.06%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                             | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     200000 | PA      | $213197.86    | 0.03%             | 2041-01-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     600000 | PA      | $244359.00    | 0.03%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     900000 | PA      | $370701.00    | 0.05%             | 2034-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                            | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    1045660 | PA      | $1046300.68   | 0.14%             | 2031-06-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM AMERICA FINANCE                                 | Braskem America Finance Co                                                      | CUSIP: 000000000<br>LEI: 254900QMQAJ26H49CL75 | Long             | DBT              | CORP              | US        |     350000 | PA      | $143489.12    | 0.02%             | 2041-07-22      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazilian Government International Bond                                         | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    3000000 | PA      | $2257500.00   | 0.31%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                  | Brazilian Government International Bond                                         | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    3925000 | PA      | $4087102.50   | 0.56%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                                   | Brazil Minas SPE via State of Minas Gerais                                      | CUSIP: 105860AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     234000 | PA      | $235408.21    | 0.03%             | 2028-02-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| CITY OF BUENOS AIRES                                    | Autonomous City of Buenos Aires Argentina                                       | CUSIP: 11942GAD4<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |     719369 | PA      | $712175.61    | 0.10%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                                 | Acu Petroleo Luxembourg Sarl                                                    | CUSIP: 00110RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     442098 | PA      | $449153.40    | 0.06%             | 2032-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AES ANDES SA                                            | AES Andes SA                                                                    | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     500000 | PA      | $523700.00    | 0.07%             | 2055-06-10      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| AEROPUERTOS DOMINICANOS                                 | Aeropuertos Dominicanos Siglo XXI SA                                            | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |     200000 | PA      | $209675.00    | 0.03%             | 2034-06-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                           | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    5300000 | PA      | $4968605.79   | 0.68%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                             | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1300000 | PA      | $1392867.15   | 0.19%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                             | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1600000 | PA      | $1671855.39   | 0.23%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                      | Bahrain Government International Bond                                           | CUSIP: 05675M2G8<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    2600000 | PA      | $2509612.92   | 0.34%             | 2033-01-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                                     | Banco Davivienda SA                                                             | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |     800000 | PA      | $827169.70    | 0.11%             | 2035-07-02      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                           | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    2650000 | PA      | $2536182.50   | 0.35%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                           | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    2800000 | PA      | $2856420.00   | 0.39%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                           | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     500000 | PA      | $538925.00    | 0.07%             | 2055-02-24      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |          1 | NC      | $-53480.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EGP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |          1 | NC      | $20653.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED CHF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CH        |          1 | NC      | $-3108.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOLIVIA GOVERNMENT                                      | Bolivian Government International Bond                                          | CUSIP: 29731QAC1<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |     500000 | PA      | $416250.00    | 0.06%             | 2028-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                             | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     223564 | PA      | $192897.46    | 0.03%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                  | Gran Tierra Energy Inc                                                          | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |     799000 | PA      | $647823.34    | 0.09%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                       | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     600000 | PA      | $588780.00    | 0.08%             | 2050-06-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                                   | Investment Energy Resources Ltd                                                 | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |    1400000 | PA      | $1394567.30   | 0.19%             | 2029-04-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                           | CUSIP: 65412AFC1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1100000 | PA      | $1199046.35   | 0.16%             | 2031-06-09      | Fixed         | 9.63%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    4700000 | PA      | $4698908.66   | 0.64%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                             | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1250000 | PA      | $1101579.88   | 0.15%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    7000000 | PA      | $6353868.50   | 0.87%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                             | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3875000 | PA      | $3194278.75   | 0.44%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                             | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1500000 | PA      | $1755600.00   | 0.24%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                | Puma International Financing SA                                                 | CUSIP: 74588YAB6<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |    1400000 | PA      | $1450031.13   | 0.20%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                                         | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $2891443.30   | 0.39%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                          | CUSIP: 836205AZ7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     600000 | PA      | $543645.77    | 0.07%             | 2048-06-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                | Turkcell Iletisim Hizmetleri AS                                                 | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    1000000 | PA      | $1048715.61   | 0.14%             | 2032-01-24      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkey Government International Bond                                            | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    4900000 | PA      | $4488249.18   | 0.61%             | 2045-02-17      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkey Government International Bond                                            | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2000000 | PA      | $2273760.22   | 0.31%             | 2030-07-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bond                                           | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    4500000 | PA      | $4558172.81   | 0.62%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                           | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1978771 | PA      | $819647.41    | 0.11%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                           | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1393498 | PA      | $708820.08    | 0.10%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    4200000 | PA      | $3215100.00   | 0.44%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bond                                          | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3700000 | PA      | $4240015.00   | 0.58%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                          | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3900000 | PA      | $4154514.00   | 0.57%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                       | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    3400000 | PA      | $3611144.83   | 0.49%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                           | CUSIP: 25714PCF3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1500000 | PA      | $1663725.00   | 0.23%             | 2044-04-30      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                           | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1000000 | PA      | $976000.00    | 0.13%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     700000 | PA      | $734423.90    | 0.10%             | 2029-09-17      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $304707.42    | 0.04%             | 2030-07-24      | Fixed         | 9.48%                 | Yes           |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                | Yapi ve Kredi Bankasi AS                                                        | CUSIP: 984848AT8<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |     500000 | PA      | $515475.00    | 0.07%             | 2029-10-10      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                                | Yinson Boronia Production BV                                                    | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |    2648943 | PA      | $2895813.47   | 0.40%             | 2042-07-31      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         70 | NC      | $-14453.74    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Argentina Bonar Bonds                                   | Argentina Bonar Bonds                                                           | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1600000 | PA      | $1040000.00   | 0.14%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                       | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     800000 | PA      | $791424.19    | 0.11%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil de norte                                                        | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    1000000 | PA      | $1026665.00   | 0.14%             | 2029-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    5500000 | PA      | $5263775.00   | 0.72%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                   | Petroleos del Peru SA                                                           | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    1500000 | PA      | $1287847.50   | 0.18%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                      | Canacol Energy Ltd                                                              | CUSIP: 000000000<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $63375.00     | 0.01%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHINA OVERSEAS FIN                                      | CHINA OVERSEAS FIN COMPANY GUAR REGS 04/28 4.75                                 | CUSIP: 000000000<br>LEI: 3003003EQA2BE4U94Y86 | Long             | DBT              | CORP              | KY        |    1700000 | PA      | $1715338.10   | 0.23%             | 2028-04-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALFA BANK (ALFA BOND)                                   | Alfa Bank AO Via Alfa Bond Issuance PLC                                         | CUSIP: 000000000<br>LEI: 54930015QM0G7XTNYR27 | Long             | DBT              | CORP              | IE        |    2300000 | PA      | $115000.00    | 0.02%             | 2030-04-15      | Fixed         | 5.95%                 | No            |                  3 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                    | Country Garden Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $95600.02     | 0.01%             | 2031-01-12      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                     | Senegal Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    2500000 | PA      | $1879563.20   | 0.26%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                | Provincia de Buenos Aires/Government Bonds                                      | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    2000000 | PA      | $1275000.00   | 0.17%             | 2037-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1900000 | PA      | $1064211.36   | 0.15%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    4000000 | PA      | $3765000.00   | 0.51%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                           | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     850000 | PA      | $772480.00    | 0.11%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                           | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     500000 | PA      | $533325.00    | 0.07%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     337212 | PA      | $9821.74      | 0.00%             | 2033-07-21      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     337212 | PA      | $8135.58      | 0.00%             | 2034-01-21      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CHF                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $3666.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED SGD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | SG        |          1 | NC      | $-5046.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED CNY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CN        |          1 | NC      | $21.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED INR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | IN        |          1 | NC      | $-4171.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $132132.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED USD / SOLD CLP                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-19299.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED CLP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |          1 | NC      | $1719.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $266.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $7093.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                    | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    4000000 | PA      | $4149884.00   | 0.57%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EDO SUKUK LTD                                           | EDO Sukuk Ltd                                                                   | CUSIP: 28135J2A4<br>LEI: 5493000LZIE4T625R469 | Long             | DBT              | CORP              | KY        |     900000 | PA      | $961434.00    | 0.13%             | 2033-09-21      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                 | EIG Pearl Holdings Sarl                                                         | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    1200000 | PA      | $1006969.20   | 0.14%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                       | CUSIP: 283875AH5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    1000000 | PA      | $1071543.85   | 0.15%             | 2032-04-10      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                                     | Energuate Trust 2 0                                                             | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |     500000 | PA      | $502188.50    | 0.07%             | 2035-09-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                      | FS Luxembourg Sarl                                                              | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     300000 | PA      | $313413.30    | 0.04%             | 2031-02-12      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                      | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $311788.80    | 0.04%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                             | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    3427800 | PA      | $3333506.33   | 0.45%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                | Greensaif Pipelines Bidco Sarl                                                  | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     500000 | PA      | $527258.09    | 0.07%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| HUNT OIL CO OF PERU                                     | Hunt Oil Co of Peru LLC Sucursal Del Peru                                       | CUSIP: 445640AD7<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |    1350000 | PA      | $1499323.50   | 0.20%             | 2038-11-05      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| IHS HOLDING LTD                                         | IHS Holding Ltd                                                                 | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    1100000 | PA      | $1148884.65   | 0.16%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| iShares J.P. Morgan EM Local Currency Bond ETF          | iShares J.P. Morgan EM Local Currency Bond ETF                                  | CUSIP: 464286517<br>LEI: 549300ZZ765YKMMG3526 | Long             | EC               | RF                | US        |      35193 | NS      | $1456990.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                                 | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     300000 | PA      | $321970.09    | 0.04%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LLPL CAPITAL PTE LTD                                    | LLPL Capital Pte Ltd                                                            | CUSIP: 50201PAA4<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |     175575 | PA      | $184151.66    | 0.03%             | 2039-02-04      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| MEDCO LAUREL TREE                                       | Medco Laurel Tree Pte Ltd                                                       | CUSIP: 58406RAA6<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |     898000 | PA      | $902869.17    | 0.12%             | 2028-11-12      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Federated Government Obligations Fund                   | Federated Hermes Government Obligations Fund                                    | CUSIP: 608919718<br>LEI: 254900VAJ9169N7JRF45 | Long             | STIV             | RF                | US        |   16370372 | NS      | $16370372.18  | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NEMAK SAB DE CV                                         | Nemak SAB de CV                                                                 | CUSIP: 64045DAC8<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $262833.27    | 0.04%             | 2031-06-28      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                           | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1650000 | PA      | $1594085.97   | 0.22%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                             | Petrobras Global Finance BV                                                     | CUSIP: 71647NBL2<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    9100000 | PA      | $8975797.19   | 1.22%             | 2035-01-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                             | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    6500000 | PA      | $6632437.50   | 0.91%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2900000 | PA      | $3131324.30   | 0.43%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                            | CUSIP: 716743AR0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     200000 | PA      | $178608.01    | 0.02%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF RWANDA                                      | Rwanda International Government Bond                                            | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |     900000 | PA      | $816243.44    | 0.11%             | 2031-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bond                          | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2500000 | PA      | $1958303.23   | 0.27%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bond                          | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1300000 | PA      | $1098385.98   | 0.15%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                    | Telecom Argentina SA                                                            | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |    1600000 | PA      | $1630680.00   | 0.22%             | 2033-05-28      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| TELEFONICA MOVILES CHILE                                | Telefonica Moviles Chile SA                                                     | CUSIP: 87938XAB7<br>LEI: 549300PDWJ2U6A15B785 | Long             | DBT              | CORP              | CL        |     450000 | PA      | $289687.38    | 0.04%             | 2031-11-18      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TE                                | Telecommunications co Telekom Srbija AD Belgrade                                | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |     300000 | PA      | $301971.03    | 0.04%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                   | Transnet SOC Ltd                                                                | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     600000 | PA      | $634776.63    | 0.09%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | TURKEY GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    5000000 | PA      | $3807252.15   | 0.52%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkey Government International Bond                                            | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    3000000 | PA      | $3205434.78   | 0.44%             | 2029-04-26      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkey Government International Bond                                            | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2500000 | PA      | $2498245.20   | 0.34%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                           | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1472198 | PA      | $749161.74    | 0.10%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                    | YPF SA                                                                          | CUSIP: 984245AV2<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    2250000 | PA      | $2315988.00   | 0.32%             | 2029-06-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                    | YPF SA                                                                          | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     985000 | PA      | $1039939.36   | 0.14%             | 2031-01-17      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI                                | Yinson Bergenia Production BV                                                   | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |     450000 | PA      | $472863.88    | 0.06%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | MSP002389 EUR PUT USD CALL                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    1950000 | OU      | $2638.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS BANCO CENT ARGENT                                 | Bonos Para La Reconstruccion De Una Argentina Libre                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    4360000 | PA      | $4149760.80   | 0.57%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BONOS BANCO CENT ARGENT                                 | Bonos Para La Reconstruccion De Una Argentina Libre                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     640000 | PA      | $628793.60    | 0.09%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                                     | Klabin Austria GmbH                                                             | CUSIP: 000000000<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |    1000000 | PA      | $1059220.00   | 0.14%             | 2049-04-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                                     | Klabin Austria GmbH                                                             | CUSIP: 000000000<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |     800000 | PA      | $723603.12    | 0.10%             | 2031-01-12      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                | AL Candelaria -spain- SA                                                        | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $363308.00    | 0.05%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                  | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    1000000 | PA      | $980808.30    | 0.13%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                     | CSN Inova Ventures                                                              | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |    1450000 | PA      | $1348020.34   | 0.18%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                | CT Trust                                                                        | CUSIP: 000000000<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |    2050000 | PA      | $1938275.00   | 0.26%             | 2032-02-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                        | Ambipar Lux Sarl                                                                | CUSIP: 000000000<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     500000 | PA      | $114405.00    | 0.02%             | 2031-02-06      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                  | Millicom International Cellular SA                                              | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $934999.50    | 0.13%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    1000000 | PA      | $898443.18    | 0.12%             | 2050-01-20      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE BOGOTA SA                                      | Banco de Bogota SA                                                              | CUSIP: 000000000<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |    1250000 | PA      | $1255093.75   | 0.17%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bond                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    4000000 | PA      | $4398800.00   | 0.60%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                             | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      94400 | PA      | $91568.49     | 0.01%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                 | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     994911 | PA      | $1076224.84   | 0.15%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BONO GAR PROV DEL CHUBUT                                | Provincia del Chubut Argentina                                                  | CUSIP: 000000000<br>LEI: 529900V5CYYSD8ADKQ03 | Long             | DBT              | NUSS              | AR        |     224667 | PA      | $220173.32    | 0.03%             | 2030-07-26      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                      | Mongolia Government International Bond                                          | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     700000 | PA      | $716050.96    | 0.10%             | 2030-02-25      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                                | Turkiye Vakiflar Bankasi TAO                                                    | CUSIP: 90015WAM5<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |    1000000 | PA      | $1083071.31   | 0.15%             | 2028-10-12      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                 | WE Soda Investments Holding PLC                                                 | CUSIP: 92943TAA1<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |    2100000 | PA      | $2109224.27   | 0.29%             | 2028-10-06      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                     | Honduras Government International Bond                                          | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    2200000 | PA      | $2145000.00   | 0.29%             | 2030-06-24      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE MENDOZA                                    | Provincia de Mendoza Argentina                                                  | CUSIP: 000000000<br>LEI: 529900FD2SD2M48A6753 | Long             | DBT              | NUSS              | AR        |     269231 | PA      | $250007.69    | 0.03%             | 2029-03-19      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                      | Mongolia Government International Bond                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     800000 | PA      | $769376.70    | 0.10%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA TELECOMUNICACIO                                | Colombia Telecomunicaciones SA ESP                                              | CUSIP: 000000000<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | CO        |    1500000 | PA      | $1349610.00   | 0.18%             | 2030-07-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     500000 | PA      | $554575.00    | 0.08%             | 2044-04-30      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    2950000 | PA      | $2661195.00   | 0.36%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bonds                                       | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    2000000 | PA      | $2089200.00   | 0.29%             | 2031-02-19      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    3000000 | PA      | $3036660.00   | 0.41%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1250000 | PA      | $1381250.00   | 0.19%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    2000000 | PA      | $1883000.00   | 0.26%             | 2033-06-28      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    1500000 | PA      | $335250.00    | 0.05%             | 2024-05-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                       | Trinidad & Tobago Government International Bond                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     750000 | PA      | $743250.00    | 0.10%             | 2031-01-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                       | Trinidad & Tobago Government International Bond                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     750000 | PA      | $739687.50    | 0.10%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                                            | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1875475.46   | 0.26%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELHI INTL AIRPORT                                      | Delhi International Airport Ltd                                                 | CUSIP: 000000000<br>LEI: 335800HBF5DARYMEUD12 | Long             | DBT              | CORP              | IN        |    1315000 | PA      | $1369522.94   | 0.19%             | 2029-06-04      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIO                                | GMR Hyderabad International Airport Ltd                                         | CUSIP: 000000000<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |    1250000 | PA      | $1233245.41   | 0.17%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SRI REJEKI ISMAN TBK PT                                 | Sri Rejeki Isman Tbk PT                                                         | CUSIP: 000000000<br>LEI: 254900TBASD7T48GQU02 | Long             | DBT              | CORP              | ID        |    1200000 | PA      | $42012.00     | 0.01%             | 2025-01-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    1800000 | PA      | $1799647.69   | 0.25%             | 2025-11-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                              | Southern Gas Corridor CJSC                                                      | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |     800000 | PA      | $808772.31    | 0.11%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds              | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    7700000 | PA      | $7473636.71   | 1.02%             | 2033-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    1900000 | PA      | $2130970.33   | 0.29%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MAF GLOBAL SECURITIES                                   | MAF Global Securities Ltd                                                       | CUSIP: 000000000<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |    3000000 | PA      | $3009767.22   | 0.41%             | 2026-03-20      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bonds                  | Senegal Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     800000 | PA      | $510963.70    | 0.07%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds        | Republic of Kenya Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    4500000 | PA      | $4499874.50   | 0.61%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    3215543 | PA      | $2929359.67   | 0.40%             | 2030-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     800000 | PA      | $624000.00    | 0.09%             | 2030-07-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Saudi Government International Bonds                    | Saudi Government International Bonds                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    1500000 | PA      | $1003758.60   | 0.14%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1100000 | PA      | $1055559.40   | 0.14%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                                   | Finance Department Government of Sharjah                                        | CUSIP: 000000000<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |     800000 | PA      | $592357.51    | 0.08%             | 2051-03-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                          | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    1500000 | PA      | $1408792.50   | 0.19%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                | Provincia de Buenos Aires/Government Bonds                                      | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    4408320 | PA      | $3229094.40   | 0.44%             | 2037-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     500000 | PA      | $450398.39    | 0.06%             | 2032-03-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                | Shimao Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     224808 | PA      | $7306.26      | 0.00%             | 2032-07-21      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                             | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     400000 | PA      | $406477.52    | 0.06%             | 2032-05-29      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   17982671 | PA      | $12596861.04  | 1.72%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                          | Bancolombia SA                                                                  | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    1000000 | PA      | $1069608.35   | 0.15%             | 2034-12-24      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazilian Government International Bond                                         | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    3000000 | PA      | $3511200.00   | 0.48%             | 2034-01-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bond                                          | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     700000 | PA      | $788865.00    | 0.11%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                  | PURCHASED CLP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CL        |          1 | NC      | $18467.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $24792.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                    | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    3400000 | PA      | $3684620.80   | 0.50%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                       | Gabon Government International Bond                                             | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    1100000 | PA      | $851198.08    | 0.12%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                             | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    4053200 | PA      | $3488183.68   | 0.48%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                       | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1000000 | PA      | $1105000.00   | 0.15%             | 2032-10-04      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                 | Latam Airlines Group SA                                                         | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    1300000 | PA      | $1346020.00   | 0.18%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                          | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    1500000 | PA      | $1326990.00   | 0.18%             | 2033-01-29      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| PLUSPETROL SA                                           | Pluspetrol SA                                                                   | CUSIP: 72942BAA3<br>LEI: 254900QSCHBUBX6J6H71 | Long             | DBT              | CORP              | AR        |     300000 | PA      | $305880.00    | 0.04%             | 2032-05-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                                         | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1931110.60   | 0.26%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                          | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     500000 | PA      | $537731.36    | 0.07%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                                   | Teva Pharmaceutical Finance Co LLC                                              | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |     200000 | PA      | $209832.80    | 0.03%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                | Turkcell Iletisim Hizmetleri AS                                                 | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    3000000 | PA      | $3126035.49   | 0.43%             | 2030-01-24      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkey Government International Bond                                            | CUSIP: 900123AY6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    3500000 | PA      | $3549456.65   | 0.48%             | 2036-03-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                          | CUSIP: 900123BG4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2000000 | PA      | $1953259.26   | 0.27%             | 2040-05-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkey Government International Bond                                            | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    4200000 | PA      | $3413666.76   | 0.47%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bond                                           | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    7200000 | PA      | $7135076.38   | 0.97%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bond                                           | CUSIP: 900123DS6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    5000000 | PA      | $4971500.00   | 0.68%             | 2036-11-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                           | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    2575651 | PA      | $1428715.23   | 0.19%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                           | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1028864 | PA      | $564951.11    | 0.08%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     500000 | PA      | $483574.20    | 0.07%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIVO ENERGY INVESTMENTS                                 | Vivo Energy Investments BV                                                      | CUSIP: 92856HAB0<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |     700000 | PA      | $698927.15    | 0.10%             | 2027-09-24      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| BONOS BANCO CENT ARGENT                                 | Bonos Para La Reconstruccion De Una Argentina Libre                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     700000 | PA      | $561260.21    | 0.08%             | 2028-10-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                   | Argentina Bonar Bonds                                                           | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    8200000 | PA      | $5695146.00   | 0.78%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                 | Energian Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     500000 | PA      | $483848.74    | 0.07%             | 2031-03-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Unifin Financiera SAB de CV                             | Unifin Financiera SAB de CV                                                     | CUSIP: 000000000<br>LEI: 5493007GRMPGDJG93Z17 | Long             | EC               | CORP              | MX        |      67865 | NS      | $7897.51      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NIGERIA OMO BILL                                        | Nigeria OMO Bill                                                                | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        | 6000000000 | PA      | $4180930.70   | 0.57%             | 2025-11-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds              | El Salvador Government International Bonds                                      | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     800000 | PA      | $880527.85    | 0.12%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                                  | Banco Nacional de Comercio Exterior SNC/Cayman Islands                          | CUSIP: 000000000<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    2000000 | PA      | $1959259.20   | 0.27%             | 2031-08-11      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                         | Cemex SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     500000 | PA      | $507723.50    | 0.07%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1200000 | PA      | $1253760.00   | 0.17%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| HERITAGE PETROL CO LTD                                  | Heritage Petroleum Co Ltd                                                       | CUSIP: 000000000<br>LEI: 25490055MYPABN06OA04 | Long             | DBT              | CORP              | TT        |     800000 | PA      | $822400.00    | 0.11%             | 2029-08-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                 | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     300000 | PA      | $273557.91    | 0.04%             | 2032-02-02      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| PNG GOVT INTL BOND                                      | Papua New Guinea Government International Bond                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | PG        |     400000 | PA      | $412564.00    | 0.06%             | 2028-10-04      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     800000 | PA      | $776481.74    | 0.11%             | 2033-06-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Republic of Azerbaijan International Bonds              | Republic of Azerbaijan International Bond                                       | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |     800000 | PA      | $747087.34    | 0.10%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CFAMC III CO LTD                                        | Huarong Finance 2017 Co Ltd                                                     | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |     400000 | PA      | $398864.00    | 0.05%             | 2027-11-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1750000 | PA      | $1554614.11   | 0.21%             | 2047-11-28      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1000000 | PA      | $995091.05    | 0.14%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds        | Kenya Government International Bond                                             | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     800000 | PA      | $731581.63    | 0.10%             | 2048-02-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                          | Eskom Holdings SOC Ltd                                                          | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     900000 | PA      | $929639.50    | 0.13%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    3150000 | PA      | $3302028.70   | 0.45%             | 2031-01-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    3800000 | PA      | $3858671.43   | 0.53%             | 2032-05-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Finance Department Government of Sharjah                | Finance Department Government of Sharjah                                        | CUSIP: 000000000<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |     800000 | PA      | $560548.22    | 0.08%             | 2050-07-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    2440000 | PA      | $1659200.00   | 0.23%             | 2040-07-31      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Serbia International Bonds                              | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     200000 | PA      | $175251.19    | 0.02%             | 2030-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                 | Pakistan Government International Bonds                                         | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    2300000 | PA      | $2291534.32   | 0.31%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                         | IHS Holding Ltd                                                                 | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    1600000 | PA      | $1591372.32   | 0.22%             | 2026-11-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1520000 | PA      | $1292760.00   | 0.18%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                | Azul Secured Finance LLP                                                        | CUSIP: 05501WAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     198485 | PA      | $13045.43     | 0.00%             | 2030-08-28      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| MASHREQBANK PSC                                         | Mashreqbank PSC                                                                 | CUSIP: 000000000<br>LEI: 5493000SA3K24EQKA103 | Long             | DBT              | CORP              | AE        |    1000000 | PA      | $1055511.25   | 0.14%             | 2033-02-24      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bond                                          | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3000000 | PA      | $2943900.00   | 0.40%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-10106.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                    | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    1500000 | PA      | $1104787.50   | 0.15%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                       | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    1500000 | PA      | $1631250.00   | 0.22%             | 2030-04-17      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                           | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    2000000 | PA      | $2075595.64   | 0.28%             | 2029-03-24      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                             | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3350000 | PA      | $3359410.15   | 0.46%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1100000 | PA      | $955418.55    | 0.13%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                  | Brazilian Government International Bond                                         | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1409000 | PA      | $1424992.15   | 0.19%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                       | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     650000 | PA      | $729226.11    | 0.10%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           |                  2 | On Loan: No      |
| INSTITUTO COSTARRICENSE                                 | Instituto Costarricense de Electricidad                                         | CUSIP: 000000000<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | CORP              | CR        |     850000 | PA      | $839740.50    | 0.11%             | 2043-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PERU LNG SRL                                            | Peru LNG Srl                                                                    | CUSIP: 000000000<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |     675090 | PA      | $652408.46    | 0.09%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                 | Pakistan Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    4900000 | PA      | $4893810.52   | 0.67%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     683000 | PA      | $770180.38    | 0.11%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                              | Akbank TAS                                                                      | CUSIP: 00971YAK6<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    2000000 | PA      | $2083618.24   | 0.28%             | 2029-03-14      | Fixed         | 9.37%                 | Yes           |                  2 | On Loan: No      |
| AXIAN TELE HOLD PLC                                     | Axian Telecom Holding & Management PLC                                          | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |    1200000 | PA      | $1212992.63   | 0.17%             | 2030-07-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                | AZULE ENERGY FINANCE PLC                                                        | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $502979.65    | 0.07%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                      | Bahrain Government International Bond                                           | CUSIP: 05674RAR5<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    2100000 | PA      | $2314153.11   | 0.32%             | 2037-07-07      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                      | Bahrain Government International Bond                                           | CUSIP: 05675M2C7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    1000000 | PA      | $1079408.91   | 0.15%             | 2030-05-14      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BANCO CONTINENTAL S.A.E.                                | Banco Continental SAECA                                                         | CUSIP: 059490AB8<br>LEI: 8945005Q0D60A6FCEM55 | Long             | DBT              | CORP              | PY        |    1000000 | PA      | $999055.00    | 0.14%             | 2025-12-10      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                                | Banco BTG Pactual SA/Cayman Islands                                             | CUSIP: 05971AAK7<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |     500000 | PA      | $518822.00    | 0.07%             | 2029-04-08      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                                       | Bharti Airtel Ltd                                                               | CUSIP: 08860HAC8<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |     750000 | PA      | $705868.05    | 0.10%             | 2031-06-03      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                                 | Biocon Biologics Global PLC                                                     | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $494629.30    | 0.07%             | 2029-10-09      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                  | Brazilian Government International Bond                                         | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    5000000 | PA      | $4320500.00   | 0.59%             | 2047-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazilian Government International Bond                                         | CUSIP: 105756CE8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    5500000 | PA      | $5101525.00   | 0.70%             | 2031-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazilian Government International Bond                                         | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    4450000 | PA      | $4550125.00   | 0.62%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                           | CUSIP: 105756CG3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    4000000 | PA      | $4206000.00   | 0.57%             | 2031-03-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                         | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1500000 | PA      | $1246500.00   | 0.17%             | 2044-02-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bond                                          | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1500000 | PA      | $1278750.00   | 0.17%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bond                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1500000 | PA      | $1635000.00   | 0.22%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bond                                          | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     700000 | PA      | $749245.00    | 0.10%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1900000 | PA      | $2000584.25   | 0.27%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EGP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |          1 | NC      | $32152.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED IDR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |          1 | NC      | $-5473.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED KRW / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | KR        |          1 | NC      | $-6105.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED MXN / SOLD USD                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |          1 | NC      | $202.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $29787.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                 | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |          1 | NC      | $-12549.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE ENTRE RIOS                                 | Provincia de Entre Rios Argentina                                               | CUSIP: 29384NAA2<br>LEI: 529900YISSWARKQRS409 | Long             | DBT              | NUSS              | AR        |     100701 | PA      | $94417.60     | 0.01%             | 2028-08-08      | Variable      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                          | Eskom Holdings SOC Ltd                                                          | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    2300000 | PA      | $2376244.70   | 0.32%             | 2028-08-10      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                      | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    2350000 | PA      | $2500477.55   | 0.34%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOL FINANCE                                             | Gol Finance Inc                                                                 | CUSIP: 36254VAN8<br>LEI: 549300FRXVB8W0960Y03 | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $1016050.00   | 0.14%             | 2030-06-06      | Fixed         | 14.38%                | Yes           |                  2 | On Loan: No      |
| Global X MSCI Argentina ETF                             | Global X MSCI Argentina ETF                                                     | CUSIP: 37950E259<br>LEI: 5493002TMUWISFBTZV19 | Long             | EC               | RF                | US        |       2908 | NS      | $274486.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENKO POWER II LTD                                    | Greenko Power II Ltd                                                            | CUSIP: 39530MAA6<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |     398750 | PA      | $382242.27    | 0.05%             | 2028-12-13      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                        | Grupo Nutresa SA                                                                | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |     750000 | PA      | $852937.50    | 0.12%             | 2035-05-12      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                       | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    4500000 | PA      | $4698000.00   | 0.64%             | 2031-08-06      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                | Hazine Mustesarligi Varlik Kiralama AS                                          | CUSIP: 421790AN6<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |    1500000 | PA      | $1562222.94   | 0.21%             | 2030-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                             | CUSIP: 03846JAE0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     900000 | PA      | $879385.58    | 0.12%             | 2033-09-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                             | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    2200000 | PA      | $2079941.29   | 0.28%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                | Corp Financiera de Desarrollo SA                                                | CUSIP: 21987DAG9<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |     750000 | PA      | $779025.00    | 0.11%             | 2029-04-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |          1 | NC      | $-17410.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED CLP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CL        |          1 | NC      | $13418.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $2949.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                                       | InRetail Consumer                                                               | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |     850000 | PA      | $829277.34    | 0.11%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ORAZUL ENERGY PERU SA                                   | Orazul Energy Peru SA                                                           | CUSIP: 685948AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     275000 | PA      | $279698.02    | 0.04%             | 2032-09-17      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                           | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     529527 | PA      | $278228.17    | 0.04%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                 | WE Soda Investments Holding PLC                                                 | CUSIP: 92943TAC7<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |    1250000 | PA      | $1245672.39   | 0.17%             | 2031-02-14      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                | AI Candelaria Spain SA                                                          | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |    1854442 | PA      | $1875712.75   | 0.26%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                 | Bahamas Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    1500000 | PA      | $1654500.00   | 0.23%             | 2032-10-15      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                      | Braskem Idesa SAPI                                                              | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    1000000 | PA      | $650986.35    | 0.09%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    3000000 | PA      | $3086400.00   | 0.42%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                           | JSW Steel Ltd                                                                   | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |    1550000 | PA      | $1512909.54   | 0.21%             | 2032-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     500000 | PA      | $569044.86    | 0.08%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    5419453 | PA      | $4145881.55   | 0.57%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama AS                  | Hazine Mustesarligi Varlik Kiralama AS                                          | CUSIP: 000000000<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |    2600000 | PA      | $2689733.54   | 0.37%             | 2027-02-24      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TURKIYE VARLIK FONU                                     | Turkiye Varlik Fonu Yonetimi AS                                                 | CUSIP: 000000000<br>LEI: 789000MAPAG7J8DI3112 | Long             | DBT              | CORP              | TR        |    3600000 | PA      | $3838565.84   | 0.52%             | 2029-02-14      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                   | Zambia Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     399711 | PA      | $278605.80    | 0.04%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                     | Honduras Government International Bond                                          | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    1200000 | PA      | $1285800.00   | 0.18%             | 2034-11-27      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| INVERSIONES ATLANTIDA SA                                | Inversiones Atlantida SA                                                        | CUSIP: 46137GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | HN        |     300000 | PA      | $295666.50    | 0.04%             | 2026-05-19      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                | Israel Electric Corp Ltd                                                        | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     100000 | PA      | $99098.38     | 0.01%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Kenya Government International Bond                                             | CUSIP: 491798AL8<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     600000 | PA      | $531271.26    | 0.07%             | 2034-01-23      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                                 | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    2000000 | PA      | $2046542.14   | 0.28%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                 | Latam Airlines Group SA                                                         | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |     550000 | PA      | $566995.00    | 0.08%             | 2031-01-07      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| LIGHT SERV ELETRICIDADE                                 | Light Servicos de Eletricidade SA                                               | CUSIP: 53222MAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     225161 | PA      | $128341.77    | 0.02%             | 2032-12-19      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| LIGHT S/A                                               | Light S/A                                                                       | CUSIP: 53223N208<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     651459 | PA      | $97718.85     | 0.01%             | 2027-08-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MC BRAZIL DWNSTRM                                       | MC Brazil Downstream Trading SARL                                               | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    1368313 | PA      | $1127421.71   | 0.15%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                   | Minerva Luxembourg SA                                                           | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    2150000 | PA      | $2353838.08   | 0.32%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                                           | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    2500000 | PA      | $2604896.98   | 0.36%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                          | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    3800000 | PA      | $3210824.25   | 0.44%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                          | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    4000000 | PA      | $3716240.00   | 0.51%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                             | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3150000 | PA      | $2527127.51   | 0.34%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    4450000 | PA      | $4355664.45   | 0.59%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                    | Provincia de Cordoba                                                            | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     562000 | PA      | $577398.80    | 0.08%             | 2032-07-02      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                          | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     300000 | PA      | $308211.83    | 0.04%             | 2034-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | SASOL Financing USA LLC                                                         | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1874374.32   | 0.26%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bond                          | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1800000 | PA      | $1798724.77   | 0.25%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                                   | Termocandelaria Power SA                                                        | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |    1250000 | PA      | $1299432.50   | 0.18%             | 2031-09-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $229498.40    | 0.03%             | 2031-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkey Government International Bond                                            | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2000000 | PA      | $1779826.52   | 0.24%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkey Government International Bond                                            | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2400000 | PA      | $2365422.94   | 0.32%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkey Government International Bond                                            | CUSIP: 900123DD9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1500000 | PA      | $1505310.53   | 0.21%             | 2033-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkey Government International Bond                                            | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1000000 | PA      | $1120347.10   | 0.15%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Republic of Turkiye                                                             | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2500000 | PA      | $2473410.95   | 0.34%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | UKRAINE GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 903724AW2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1505000 | PA      | $1274927.64   | 0.17%             | 2041-08-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                               | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     700000 | PA      | $751803.44    | 0.10%             | 2033-06-12      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                | Vista Energy Argentina SAU                                                      | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |     800000 | PA      | $823277.77    | 0.11%             | 2033-06-10      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                | Volcan Cia Minera SAA                                                           | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     730000 | PA      | $741534.00    | 0.10%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                                   | Zorlu Enerji Elektrik Uretim AS                                                 | CUSIP: 98977LAA4<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $179852.73    | 0.02%             | 2030-04-23      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)DEC25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         37 | NC      | $24212.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BONOS BANCO CENT ARGENT                                 | Bonos Para La Reconstruccion De Una Argentina Libre                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    1200000 | PA      | $1158000.00   | 0.16%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                     | Egypt Treasury Bills                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |  242350000 | PA      | $4591865.63   | 0.63%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                      | CUSIP: 000000000<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $2097092.00   | 0.29%             | 2031-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                 | EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA                 | CUSIP: 000000000<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |     300000 | PA      | $279485.88    | 0.04%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                 | Borr IHC Ltd / Borr Finance LLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1335366 | PA      | $1341880.90   | 0.18%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                | Liberty Costa Rica Senior Secured Finance                                       | CUSIP: 000000000<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $1058625.00   | 0.14%             | 2031-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                        | CSN Resources SA                                                                | CUSIP: 000000000<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |     750000 | PA      | $586702.05    | 0.08%             | 2031-06-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                  | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    2550000 | PA      | $976968.75    | 0.13%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                        | Greenko Dutch BV                                                                | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |    1730000 | PA      | $1714073.59   | 0.23%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                         | MV24 Capital BV                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     878784 | PA      | $871245.97    | 0.12%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                  | BRF SA                                                                          | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |    1500000 | PA      | $1459712.70   | 0.20%             | 2030-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                         | Cemex SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    2000000 | PA      | $1974786.40   | 0.27%             | N/A             | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ESC GCBREGS CREDITO RE                                  | ESC GCBREGS CREDITO RE                                                          | CUSIP: 000000000<br>LEI: 549300W2IL7TPPCTKL39 | Long             | DBT              | CORP              | MX        |    3110000 | PA      | $4198.50      | 0.00%             | 2099-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bolivia Government International Bonds                  | Bolivian Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |     300000 | PA      | $249750.00    | 0.03%             | 2028-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOLIVIA GOVERNMENT                                      | Bolivian Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |    1000000 | PA      | $832400.00    | 0.11%             | 2030-03-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    3000000 | PA      | $2625000.00   | 0.36%             | 2041-10-07      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1000000 | PA      | $1012500.00   | 0.14%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bonds                                                      | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    2000000 | PA      | $2154000.00   | 0.29%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| NEMAK SAB DE CV                                         | Nemak SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |    2000000 | PA      | $1752221.80   | 0.24%             | 2031-06-28      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                   | Petroleos del Peru SA                                                           | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    1500000 | PA      | $1081582.50   | 0.15%             | 2047-06-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TELECOM OF TRIN & TOBAGO                                | Telecommunications Services of Trinidad & Tobago Ltd                            | CUSIP: 000000000<br>LEI: 5299007N4G3EZWXAMB76 | Long             | DBT              | CORP              | TT        |     650000 | PA      | $664943.50    | 0.09%             | 2029-10-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TELFON CELUAR DEL PARAGU                                | Telefonica Celular del Paraguay SA                                              | CUSIP: 000000000<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |     506000 | PA      | $505962.05    | 0.07%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1340835 | PA      | $1341298.67   | 0.18%             | 2032-12-31      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    1000000 | PA      | $227650.00    | 0.03%             | 2023-01-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     800000 | PA      | $801738.96    | 0.11%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    1600000 | PA      | $1756490.74   | 0.24%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHINA GRT WALL INTL III                                 | CHINA GREAT WA 3.875 8/27                                                       | CUSIP: 000000000<br>LEI: 254900Z04YK19SP3M967 | Long             | DBT              | CORP              | VG        |    1100000 | PA      | $1089750.40   | 0.15%             | 2027-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     700000 | PA      | $703778.52    | 0.10%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SHARJAH SUKUK PROGRAM                                   | Sharjah Sukuk Program Ltd                                                       | CUSIP: 000000000<br>LEI: 549300N3BQ9P6RRMVV02 | Long             | DBT              | NUSS              | KY        |     500000 | PA      | $495915.38    | 0.07%             | 2028-03-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                          | Eskom Holdings SOC Ltd                                                          | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    4700000 | PA      | $5043446.95   | 0.69%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                  | Bahrain Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    2500000 | PA      | $2411942.48   | 0.33%             | 2033-01-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                 | Pakistan Government International Bonds                                         | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    2300000 | PA      | $2269369.22   | 0.31%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARL                                        | Hazine Mustesarligi Varlik Kiralama AS                                          | CUSIP: 000000000<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |    2600000 | PA      | $2611661.23   | 0.36%             | 2026-06-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK OF CHINA                                  | Industrial & Commercial Bank of China Ltd                                       | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |    1000000 | PA      | $990422.38    | 0.14%             | 2026-09-24      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    2250000 | PA      | $2208453.73   | 0.30%             | 2028-09-28      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                        | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    1000000 | PA      | $710520.04    | 0.10%             | 2051-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pakistan Global Sukuk Programme Co. Ltd.                | Pakistan Global Sukuk Programme Co. Ltd.                                        | CUSIP: 000000000<br>LEI: 213800X5OY6CVYNY1M70 | Long             | DBT              | NUSS              | PK        |     700000 | PA      | $709119.89    | 0.10%             | 2029-01-31      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1100000 | PA      | $1141270.47   | 0.16%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                | Turk Telekomunikasyon AS                                                        | CUSIP: 000000000<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |    2200000 | PA      | $2280157.46   | 0.31%             | 2029-05-20      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                                      | Zambia Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    1484857 | PA      | $1425322.94   | 0.19%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    4000000 | PA      | $3491963.64   | 0.48%             | 2033-03-15      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                | Sri Lanka Government International Bonds                                        | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    2200000 | PA      | $2007277.38   | 0.27%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                | Sri Lanka Government International Bonds                                        | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    3000000 | PA      | $2321939.58   | 0.32%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-23

**Name of Applicant:** Federated Hermes Core Trust

**Signature:** Stephen Van Meter

**Name of Signer:** Federated Hermes Core Trust

**Title:** Chief Compliance Officer