# EDGAR Filing Document

**Accession Number:** 0000783740
**File Stem:** 0001752724-23-066029
**Filing Date:** 2023-3
**Character Count:** 276254
**Document Hash:** 49406ecd17066bc9b31e84f7d21c6b56
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-066029.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-066029

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS SERIES TRUST X
- **CENTRAL INDEX KEY:** 0000783740
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04492
- **FILM NUMBER:** 23761544

**BUSINESS ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 18006372929

**MAIL ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT MORTGAGE FUND
- **DATE OF NAME CHANGE:** 19930408

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT INCOME PLUS FUND
- **DATE OF NAME CHANGE:** 19930312

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MASSACHUSETTS MFS GOVERNMENT INCOME PLUS FUND
- **DATE OF NAME CHANGE:** 19921015

## Series and Classes Contracts Data

### MFS Emerging Markets Debt Fund (Series ID: S000002511)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000006900 | A            | MEDAX           |
| C000006901 | B            | MEDBX           |
| C000006902 | C            | MEDCX           |
| C000006903 | I            | MEDIX           |
| C000034483 | R6           | MEDHX           |
| C000074224 | R1           | MEDDX           |
| C000074225 | R2           | MEDEX           |
| C000074226 | R3           | MEDFX           |
| C000074227 | R4           | MEDGX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MFS SERIES TRUST X

- **b. Investment Company Act file number:** 811-04492

- **c. CIK number of Registrant:** 0000783740

- **d. LEI of Registrant:** 5493001MUVNRNUPJY164

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

  - **Street Address 1:** 111 HUNTINGTON AVENUE

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

  - **Telephone number:** 617-954-5000

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

- **a. Name of Series:** MFS Emerging Markets Debt Fund

- **b. EDGAR series identifier (if any):** S000002511

- **c. LEI of Series:** 509D6AOZZ4SJ08T5BZ82

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

- **a. Date of fiscal year-end:** 2023-07-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $7092396618.39

**Total Liabilities:** $63758356.70

**Net Assets:** $7028638261.69

**Delayed Delivery Securities:** $12866773.53

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3291.36000000 | **1-Year:** -85539.25000000 | **5-Year:** -480745.67000000 | **10-Year:** -1122254.49000000 | **30-Year:** -638300.72000000

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

- **3-Month:** -6836.99000000 | **1-Year:** -205824.01000000 | **5-Year:** -707901.08000000 | **10-Year:** -937418.19000000 | **30-Year:** -496217.64000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000006903 | 7.99%                | 0.81%                | 4.14%                |
| Class ID C000074224 | 7.85%                | 0.82%                | 4.03%                |
| Class ID C000074227 | 8.06%                | 0.81%                | 4.13%                |
| Class ID C000034483 | 7.99%                | 0.91%                | 4.05%                |
| Class ID C000006901 | 7.85%                | 0.82%                | 4.03%                |
| Class ID C000074225 | 7.99%                | 0.77%                | 4.07%                |
| Class ID C000006902 | 7.96%                | 0.82%                | 3.94%                |
| Class ID C000074226 | 7.94%                | 0.88%                | 4.01%                |
| Class ID C000006900 | 7.95%                | 0.88%                | 4.10%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-63979799.38            | $547716493.23                              |
| Month 2  | $-69819166.90            | $102460300.96                              |
| Month 3  | $-72039972.14            | $288042135.17                              |

**Designated Index Information**

- **Index Name:** JPM GBI EM Global Diversified

- **Index Identifier:** JGENVUUG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EXPORT-IMPORT BK INDIA                   | Export-Import Bank of India                                                                                              | CUSIP: 30216KAE2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |   7705000 | PA      | $6818770.90   | 0.10%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                     | Paraguay Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   7024000 | PA      | $6950638.18   | 0.10%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                          | United Group BV                                                                                                          | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |   6062000 | PA      | $5662390.25   | 0.08%             | 2026-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                 | Perusahaan Penerbit SBSN Indonesia III                                                                                   | CUSIP: 71567PAP5<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   8456000 | PA      | $7540046.08   | 0.11%             | 2030-06-23      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| DP WORLD SALAAM                          | DP World Salaam                                                                                                          | CUSIP: 000000000<br>LEI: 549300SUYBT9X88E9435 | Long             | DBT              | CORP              | KY        |  13555000 | PA      | $13555000.00  | 0.19%             | 2025-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                      | Petroleos Mexicanos                                                                                                      | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  12215000 | PA      | $11470007.15  | 0.16%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   7236000 | PA      | $5575860.04   | 0.08%             | 2032-01-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                 | Infraestructura Energetica Nova SAPI de CV                                                                               | CUSIP: 456829AB6<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |   9897000 | PA      | $7819932.05   | 0.11%             | 2048-01-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                  | Philippine Government International Bond                                                                                 | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   8754000 | PA      | $8082479.08   | 0.11%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| State of Qatar                           | Qatar Government International Bond                                                                                      | CUSIP: 74727PAY7<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   1886000 | PA      | $1944880.92   | 0.03%             | 2048-04-23      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Transelec SA                             | Transelec SA                                                                                                             | CUSIP: 89366LAA2<br>LEI: 549300DPF7MAL5F6CR86 | Long             | DBT              | CORP              | CL        |  10657000 | PA      | $10602223.02  | 0.15%             | 2023-07-26      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| MEITUAN                                  | Meituan                                                                                                                  | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |   3000000 | PA      | $2441375.28   | 0.03%             | 2030-10-28      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV                  | Equate Petrochemical BV                                                                                                  | CUSIP: 29441WAD7<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |   3800000 | PA      | $3382000.00   | 0.05%             | 2028-04-28      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                   | Oman Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |  72116000 | PA      | $72974180.40  | 1.04%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                 | ContourGlobal Power Holdings SA                                                                                          | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |   2300000 | PA      | $2086691.98   | 0.03%             | 2028-01-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                             | QatarEnergy                                                                                                              | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   7030000 | PA      | $5971211.70   | 0.08%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| UPL CORP LTD                             | UPL Corp Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |   3366000 | PA      | $2785407.61   | 0.04%             | 2030-06-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                 | Perusahaan Penerbit SBSN Indonesia III                                                                                   | CUSIP: 71567PAV2<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |   8154000 | PA      | $8166232.96   | 0.12%             | 2032-06-06      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                 | Saudi Government International Bond                                                                                      | CUSIP: 80413TAL3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   9684000 | PA      | $9581543.28   | 0.14%             | 2050-01-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                 | Sweihan PV Power Co PJSC                                                                                                 | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |  13230952 | PA      | $11038345.26  | 0.16%             | 2049-01-31      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                        | Chile Government International Bond                                                                                      | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  20620000 | PA      | $16728942.90  | 0.24%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                    | Mexico Government International Bond                                                                                     | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  10569000 | PA      | $10146518.07  | 0.14%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                      | Petroleos Mexicanos                                                                                                      | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  24751000 | PA      | $21533914.52  | 0.31%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| ELECTRICIDAD FIRME DE ME                 | Electricidad Firme de Mexico Holdings SA de CV                                                                           | CUSIP: 28504MAA1<br>LEI: 549300B9KK10OSYRIY06 | Long             | DBT              | CORP              | MX        |  16523000 | PA      | $14853462.88  | 0.21%             | 2026-11-20      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                   | Indian Railway Finance Corp Ltd                                                                                          | CUSIP: 45434L2C7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |  28111000 | PA      | $23361927.66  | 0.33%             | 2031-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                    | Argentine Republic Government International Bond                                                                         | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        | 167600000 | PA      | $61566125.34  | 0.88%             | 2038-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                    | Canpack SA / Canpack US LLC                                                                                              | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |  15169000 | PA      | $12596185.91  | 0.18%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                  | EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA                                                          | CUSIP: 29280LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |  18491000 | PA      | $13202157.03  | 0.19%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                     | Colombia Government International Bond                                                                                   | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  13000000 | PA      | $9821893.64   | 0.14%             | 2031-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                 | Empresa Nacional del Petroleo                                                                                            | CUSIP: 29245JAL6<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |   4892000 | PA      | $4769700.00   | 0.07%             | 2029-11-06      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AUTORIDAD CANAL DE PANAM                 | Autoridad del Canal de Panama                                                                                            | CUSIP: 05330GAA2<br>LEI: 549300W1ISP1PW2J2P64 | Long             | DBT              | CORP              | PA        |  10029000 | PA      | $9737731.46   | 0.14%             | 2035-07-29      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| VTR FINANCE BV                           | VTR Finance NV                                                                                                           | CUSIP: 000000000<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |   5600000 | PA      | $2308320.00   | 0.03%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                               | Weibo Corp                                                                                                               | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |  10420000 | PA      | $8705122.14   | 0.12%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                  | KazMunayGas National Co JSC                                                                                              | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |  30270000 | PA      | $25880850.00  | 0.37%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                      | Senegal Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |   5942000 | PA      | $4436059.52   | 0.06%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | United States Treasury Note/Bond                                                                                         | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7299000 | PA      | $6867902.81   | 0.10%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Russian Federation                       | Russian Foreign Bond - Eurobond                                                                                          | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    400000 | PA      | $76000.00     | 0.00%             | 2027-06-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                        | Ghana Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |   3909000 | PA      | $1446330.00   | 0.02%             | 2029-04-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                  | Oversea-Chinese Banking Corp Ltd                                                                                         | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |   9730000 | PA      | $9528686.49   | 0.14%             | 2032-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |         1 | NC      | $139245.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                 | Indofood CBP Sukses Makmur Tbk PT                                                                                        | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |  11422000 | PA      | $9837185.74   | 0.14%             | 2031-06-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                           | Becle SAB de CV                                                                                                          | CUSIP: 000000000<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |  21377000 | PA      | $17097424.86  | 0.24%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                    | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  27609000 | PA      | $23503194.65  | 0.33%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                      | Alfa Desarrollo SpA                                                                                                      | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |  13782574 | PA      | $11052935.12  | 0.16%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                   | KOREA DEVELOPMENT BANK                                                                                                   | CUSIP: 500630DU9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |  14401000 | PA      | $14033597.80  | 0.20%             | 2032-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                   | Egypt Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   5996000 | PA      | $4494601.60   | 0.06%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                    | Canpack SA / Canpack US LLC                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |    400000 | PA      | $364200.00    | 0.01%             | 2025-11-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                     | Colombia Government International Bond                                                                                   | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  18861000 | PA      | $19315409.96  | 0.27%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019                     | Huarong Finance 2019 Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |  12054000 | PA      | $11313557.74  | 0.16%             | 2024-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GREENKO POWER II LTD                     | Greenko Power II Ltd                                                                                                     | CUSIP: 39530MAA6<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |   7186375 | PA      | $6185316.41   | 0.09%             | 2028-12-13      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                  | Acu Petroleo Luxembourg Sarl                                                                                             | CUSIP: 00110RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3955642 | PA      | $3723208.65   | 0.05%             | 2032-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                  | Sasol Financing USA LLC                                                                                                  | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |  28662000 | PA      | $25007595.00  | 0.36%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                 | Saudi Government International Bond                                                                                      | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |  23313000 | PA      | $24975216.90  | 0.36%             | 2032-10-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                        | Chile Government International Bond                                                                                      | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  14584000 | PA      | $12894239.13  | 0.18%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORYX FUNDING LTD                         | Oryx Funding Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300S728CF0BBRC295 | Long             | DBT              | CORP              | KY        |   6350000 | PA      | $6242278.60   | 0.09%             | 2031-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                        | Republic of Kenya Government International Bond                                                                          | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |  10636000 | PA      | $8331391.52   | 0.12%             | 2048-02-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                   | Pertamina Persero PT                                                                                                     | CUSIP: 000000000<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   7385000 | PA      | $7091064.22   | 0.10%             | 2043-05-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                    | Freeport Indonesia PT                                                                                                    | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |  19166000 | PA      | $18210017.17  | 0.26%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                   | Oman Government International Bond                                                                                       | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $197054.00    | 0.00%             | 2048-01-17      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                      | Petroleos Mexicanos                                                                                                      | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  77399000 | PA      | $57786186.28  | 0.82%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                        | Jordan Government International Bond                                                                                     | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |  21674000 | PA      | $19950180.08  | 0.28%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| State of Qatar                           | Qatar Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   7818000 | PA      | $8062077.96   | 0.11%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Energuate Trust                          | Energuate Trust                                                                                                          | CUSIP: 29277RAA3<br>LEI: 549300RVM37LH8GY7E41 | Long             | DBT              | CORP              | KY        |   5065000 | PA      | $4862400.00   | 0.07%             | 2027-05-03      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| QNB FINANCE LTD                          | QNB Finance Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |  15078000 | PA      | $14066266.20  | 0.20%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                     | TC Ziraat Bankasi AS                                                                                                     | CUSIP: 90014TAH4<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |  12961000 | PA      | $12811689.28  | 0.18%             | 2026-08-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE 2017 CO                  | Huarong Finance 2017 Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |  11602000 | PA      | $10470805.00  | 0.15%             | 2027-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETRA DIAMONDS US TREAS                  | Petra Diamonds US Treasury PLC                                                                                           | CUSIP: 000000000<br>LEI: 635400LZYOO6WHAO2H58 | Long             | DBT              | CORP              | GB        |    842562 | PA      | $817285.07    | 0.01%             | 2026-03-08      | Fixed         | 10.03%                | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US 10YR ULTRA FUT MAR23                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       375 | NC      | $642412.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Angola                       | Angolan Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |  28916000 | PA      | $25736974.96  | 0.37%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | United States Treasury Note/Bond                                                                                         | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32426000 | PA      | $32089073.76  | 0.46%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EMIRATES SEMBCORP WATER                  | Emirates Semb Corp Water & Power Co PJSC                                                                                 | CUSIP: 29135EAA4<br>LEI: 213800FF7EXWECXGTO26 | Long             | DBT              | CORP              | AE        |   9349000 | PA      | $9080683.70   | 0.13%             | 2035-08-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                   | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |  19816000 | PA      | $20905880.00  | 0.30%             | 2033-01-17      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd                   | Eskom Holdings SOC Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |  15400000 | PA      | $14702996.00  | 0.21%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                    | Sri Lanka Government International Bond                                                                                  | CUSIP: 85227SBB1<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |   3761000 | PA      | $1273821.82   | 0.02%             | 2030-03-28      | Fixed         | 7.55%                 | Yes           |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                       | JSW Infrastructure Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |   5029000 | PA      | $4454980.18   | 0.06%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  31700000 | PA      | $21952250.00  | 0.31%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                    | Guatemala Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |  12124000 | PA      | $10220124.39  | 0.15%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                      | Petroleos Mexicanos                                                                                                      | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  48511000 | PA      | $33467001.53  | 0.48%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                 | Saudi Government International Bond                                                                                      | CUSIP: 80413TBD0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |  11414000 | PA      | $11613745.00  | 0.17%             | 2033-07-18      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                    | Guatemala Government Bond                                                                                                | CUSIP: 401494AT6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   9276000 | PA      | $7819356.14   | 0.11%             | 2033-10-07      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                  | Energean Israel Finance Ltd                                                                                              | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |  16100000 | PA      | $15033375.00  | 0.21%             | 2026-03-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                    | Freeport Indonesia PT                                                                                                    | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |  19302000 | PA      | $17854350.00  | 0.25%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| State of Qatar                           | Qatar Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |  21200000 | PA      | $21147000.00  | 0.30%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                   | Millicom International Cellular SA                                                                                       | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   3349000 | PA      | $2834928.50   | 0.04%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                     | Paraguay Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  47844000 | PA      | $43269197.87  | 0.62%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                 | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                | CUSIP: 71568PAK5<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   6353000 | PA      | $5190264.35   | 0.07%             | 2049-07-17      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                  | Hyundai Capital America                                                                                                  | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   7289000 | PA      | $6470163.58   | 0.09%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                       | JSW Infrastructure Ltd                                                                                                   | CUSIP: 46654XAA7<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |  17682000 | PA      | $15663742.22  | 0.22%             | 2029-01-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                 | Empresa Nacional del Petroleo                                                                                            | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |  15036000 | PA      | $11810928.36  | 0.17%             | 2047-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                     | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                                                                   | CUSIP: 46590XAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  16013000 | PA      | $13377260.20  | 0.19%             | 2032-01-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR                    | Southern Gas Corridor CJSC                                                                                               | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |  46074000 | PA      | $47478335.52  | 0.68%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                     | Bulgarian Energy Holding EAD                                                                                             | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |  23417000 | PA      | $20752179.43  | 0.30%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                       | PURCHASED BRL / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | N/A              | DFE              |  | BR        |         1 | NC      | $18192.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                     | Country Garden Holdings Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |   2630000 | PA      | $1707295.30   | 0.02%             | 2026-07-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                       | MVM Energetika Zrt                                                                                                       | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |  18400000 | PA      | $15095891.01  | 0.21%             | 2027-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ABU DHABI COMMERCIAL BNK                 | Abu Dhabi Commercial Bank PJSC                                                                                           | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | DBT              | CORP              | AE        |   2500000 | PA      | $2479000.00   | 0.04%             | 2027-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                    | Costa Rica Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |  14664000 | PA      | $14389050.00  | 0.20%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                         | Greenko Dutch BV                                                                                                         | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |  14278205 | PA      | $12751293.76  | 0.18%             | 2026-03-29      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                   | Pertamina Persero PT                                                                                                     | CUSIP: 69370RAJ6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   3363000 | PA      | $2497684.63   | 0.04%             | 2060-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                 | United Overseas Bank Ltd                                                                                                 | CUSIP: 91127KAH5<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |  11168000 | PA      | $10594855.89  | 0.15%             | 2032-10-07      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |  49267000 | PA      | $9730232.50   | 0.14%             | 2034-09-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GCC SAB DE CV                            | GCC SAB de CV                                                                                                            | CUSIP: 36165RAC9<br>LEI: 254900WY9XL8033CKX68 | Long             | DBT              | CORP              | MX        |  17024000 | PA      | $14474699.58  | 0.21%             | 2032-04-20      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| PETRA DIAMONDS LTD                       | Petra Diamonds Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 213800X4QZIAVSA12860 | Long             | EC               | CORP              | BM        |   3038227 | NS      | $2959084.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                   | CUSIP: 699149AL4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   6376000 | PA      | $5590964.44   | 0.08%             | 2033-06-28      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIO                 | GMR Hyderabad International Airport Ltd                                                                                  | CUSIP: 000000000<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |   2234000 | PA      | $1960335.00   | 0.03%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                   | Egypt Government International Bond                                                                                      | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |  23442000 | PA      | $15182914.56  | 0.22%             | 2061-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                       | Morocco Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |  24733000 | PA      | $19755483.75  | 0.28%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                   | Galaxy Pipeline Assets Bidco Ltd                                                                                         | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |  20933107 | PA      | $17099569.13  | 0.24%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Republic of Paraguay                     | Paraguay Government International Bond                                                                                   | CUSIP: 699149AF7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   3088000 | PA      | $2792728.10   | 0.04%             | 2048-03-13      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| MEDCO BELL PTE LTD                       | Medco Bell Pte Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 2549003PNDCWIWGKC768 | Long             | DBT              | CORP              | SG        |  13198000 | PA      | $12668857.47  | 0.18%             | 2027-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                    | Investment Energy Resources Ltd                                                                                          | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |  20925000 | PA      | $19974285.81  | 0.28%             | 2029-04-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GEMS MENASA KY LTD/GEMS                  | GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   8883000 | PA      | $8769160.18   | 0.12%             | 2026-07-31      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                    | Guatemala Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   9700000 | PA      | $8064692.33   | 0.11%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |  14307000 | PA      | $2811325.50   | 0.04%             | 2031-05-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                    | Indonesia Government International Bond                                                                                  | CUSIP: 455780CK0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   7943000 | PA      | $7402876.00   | 0.11%             | 2029-09-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |         1 | NC      | $178746.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo KUO SAB De CV                      | Grupo KUO SAB De CV                                                                                                      | CUSIP: 40052CAC0<br>LEI: 549300WIYIAVCFZI6Z04 | Long             | DBT              | CORP              | MX        |   5863000 | PA      | $5559062.08   | 0.08%             | 2027-07-07      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Equate Petrochemical BV                  | Equate Petrochemical BV                                                                                                  | CUSIP: 000000000<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |   2698000 | PA      | $2624614.40   | 0.04%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                | Prosus NV                                                                                                                | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |  14659000 | PA      | $11733389.18  | 0.17%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                    | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    896000 | PA      | $688237.46    | 0.01%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                   | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |  27802000 | PA      | $26697982.58  | 0.38%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US ULTRA BOND CBT MAR23                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       326 | NC      | $1977746.81   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR ENERGY CO ISSUE                     | Star Energy Geothermal Darajat II / Star Energy Geothermal Salak                                                         | CUSIP: 85513LAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2730000 | PA      | $2372420.20   | 0.03%             | 2038-10-14      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| MERCURY CHILE HOLDCO LLC                 | Mercury Chile Holdco LLC                                                                                                 | CUSIP: 58937CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16053000 | PA      | $15422919.75  | 0.22%             | 2027-01-24      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY                                  | Hungary Government International Bond                                                                                    | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  18129000 | PA      | $18743863.16  | 0.27%             | 2028-05-22      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Transelec SA                             | Transelec SA                                                                                                             | CUSIP: 000000000<br>LEI: 549300DPF7MAL5F6CR86 | Long             | DBT              | CORP              | CL        |   5077000 | PA      | $4670840.00   | 0.07%             | 2029-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                    | Indonesia Government International Bond                                                                                  | CUSIP: 455780DP8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  22801000 | PA      | $23401578.34  | 0.33%             | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                              | Ivory Coast Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   6400000 | PA      | $5445840.35   | 0.08%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                 | United Overseas Bank Ltd                                                                                                 | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |  20069000 | PA      | $17795562.41  | 0.25%             | 2031-10-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Grupo Bimbo SAB de CV                    | Grupo Bimbo SAB de CV                                                                                                    | CUSIP: 000000000<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |  11808000 | PA      | $11798553.60  | 0.17%             | 2023-04-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AGROSUPER SA                             | Agrosuper SA                                                                                                             | CUSIP: 00857LAA5<br>LEI: 5493006KNWOGYPTZZ371 | Long             | DBT              | CORP              | CL        |   9107000 | PA      | $8150765.00   | 0.12%             | 2032-01-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| ABQ FINANCE                              | ABQ Finance Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 549300EKNBMBS9DNYE37 | Long             | DBT              | CORP              | KY        |   7997000 | PA      | $7208943.63   | 0.10%             | 2026-07-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                 | Empresas Publicas de Medellin ESP                                                                                        | CUSIP: 000000000<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |   2700000 | PA      | $2138068.06   | 0.03%             | 2031-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                      | Petroleos Mexicanos                                                                                                      | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  31847000 | PA      | $26435094.07  | 0.38%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                 | Banco Mercantil del Norte SA/Grand Cayman                                                                                | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   8654000 | PA      | $7639812.21   | 0.11%             | 2032-01-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |   3200000 | PA      | $2519753.52   | 0.04%             | 2052-01-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                     | Saudi Arabian Oil Co                                                                                                     | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |  12237000 | PA      | $10360186.84  | 0.15%             | 2030-11-24      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| DAE FUNDING LLC                          | DAE Funding LLC                                                                                                          | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |   9533000 | PA      | $8625077.08   | 0.12%             | 2028-03-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                     | Country Garden Holdings Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |   3009000 | PA      | $1744395.68   | 0.02%             | 2031-01-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| State of Qatar                           | Qatar Government International Bond                                                                                      | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |  15461000 | PA      | $15422347.50  | 0.22%             | 2049-03-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| CIKARANG LISTRINDO PT                    | Cikarang Listrindo Tbk PT                                                                                                | CUSIP: 000000000<br>LEI: 254900NPCIO562Z7FN53 | Long             | DBT              | CORP              | ID        |  17762000 | PA      | $16791719.67  | 0.24%             | 2026-09-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UKRAINE RAIL (RAIL CAPL)                 | Ukraine Railways Via Rail Capital Markets PLC                                                                            | CUSIP: 000000000<br>LEI: 213800IW9C7PR3HKI783 | Long             | DBT              | CORP              | GB        |  20234000 | PA      | $4147970.00   | 0.06%             | 2026-07-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                     | Republic of Cameroon International Bond                                                                                  | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |  16531000 | PA      | $13688814.45  | 0.19%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                    | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  25333000 | PA      | $23364420.96  | 0.33%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                        | Jordan Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |  12787000 | PA      | $11769998.74  | 0.17%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | Uruguay Government International Bond                                                                                    | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  38338000 | PA      | $37946942.05  | 0.54%             | 2055-04-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Engie Energia Chile SA                   | Engie Energia Chile SA                                                                                                   | CUSIP: 000000000<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |  12732000 | PA      | $12413700.00  | 0.18%             | 2025-01-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARABIAN CENTRES SUKUK II                 | Arabian Centres Sukuk II Ltd                                                                                             | CUSIP: 03847QAA1<br>LEI: 549300X92PKHJD8UYG94 | Long             | DBT              | CORP              | KY        |  14651000 | PA      | $13909659.40  | 0.20%             | 2026-10-07      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| DAE SUKUK DIFC LTD                       | DAE Sukuk Difc Ltd                                                                                                       | CUSIP: 23302JAA3<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |  15241000 | PA      | $14685008.32  | 0.21%             | 2026-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                  | Philippine Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   9455000 | PA      | $7936215.15   | 0.11%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                 | Saudi Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |  36693000 | PA      | $32834217.35  | 0.47%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PPF TELECOM GROUP BV                     | PPF Telecom Group BV                                                                                                     | CUSIP: 000000000<br>LEI: 31570074PLDZISJWNN43 | Long             | DBT              | CORP              | NL        |  16215000 | PA      | $16128904.15  | 0.23%             | 2027-09-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                   | VTR Comunicaciones SpA                                                                                                   | CUSIP: 000000000<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |  10286000 | PA      | $7208068.79   | 0.10%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                   | Egypt Government International Bond                                                                                      | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |  10162000 | PA      | $7245465.35   | 0.10%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                     | Colombia Government International Bond                                                                                   | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  20753000 | PA      | $14600573.09  | 0.21%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                       | Panama Government International Bond                                                                                     | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |  28206000 | PA      | $21016732.02  | 0.30%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED CLP / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CL        |         1 | NC      | $1274196.11   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DAR AL-ARKAN SUKUK CO LT                 | Dar Al-Arkan Sukuk Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 5493000UYHRBXEIYUQ69 | Long             | DBT              | CORP              | KY        |   8675000 | PA      | $8653312.50   | 0.12%             | 2023-03-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ADANI GREEN ENERGY UP                    | Adani Green Energy UP Ltd / Prayatna Developers Pvt Ltd / Parampujya Solar Energ                                         | CUSIP: 00654AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |  13683000 | PA      | $12775972.40  | 0.18%             | 2024-12-10      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                        | Kosmos Energy Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |   6407000 | PA      | $5701589.30   | 0.08%             | 2027-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIO                 | GMR Hyderabad International Airport Ltd                                                                                  | CUSIP: 000000000<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |   2900000 | PA      | $2863750.00   | 0.04%             | 2024-04-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                    | Costa Rica Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |  16693000 | PA      | $16192210.00  | 0.23%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                 | PURCHASED THB / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |         1 | NC      | $147366.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo KUO SAB De CV                      | Grupo KUO SAB De CV                                                                                                      | CUSIP: 000000000<br>LEI: 549300WIYIAVCFZI6Z04 | Long             | DBT              | CORP              | MX        |  12649000 | PA      | $11993275.84  | 0.17%             | 2027-07-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                             | SK Hynix Inc                                                                                                             | CUSIP: 78392BAD9<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |  11791000 | PA      | $11915630.99  | 0.17%             | 2026-01-17      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PERU                         | Peruvian Government International Bond                                                                                   | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |  12414000 | PA      | $10507605.98  | 0.15%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                       | Turkey Government International Bond                                                                                     | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  17082000 | PA      | $13648518.00  | 0.19%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                  | Pakistan Government International Bond                                                                                   | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |  12855000 | PA      | $5527650.00   | 0.08%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GRUPO AXO SA DE CV                       | Grupo Axo SAPI de CV                                                                                                     | CUSIP: 40054MAA0<br>LEI: 4469000001BNKIG58H20 | Long             | DBT              | CORP              | MX        |  18002000 | PA      | $15906241.54  | 0.23%             | 2026-06-08      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED CLP / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CL        |         1 | NC      | $659117.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  53475000 | PA      | $47653506.16  | 0.68%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  23273000 | PA      | $17512932.50  | 0.25%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANCO GENERAL SA                         | Banco General SA                                                                                                         | CUSIP: 059597AF1<br>LEI: 549300B5C08LGDFB7205 | Long             | DBT              | CORP              | PA        |   5840000 | PA      | $5024433.20   | 0.07%             | 2031-05-07      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                      | Muthoot Finance Ltd                                                                                                      | CUSIP: 62828L2B8<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |  11708000 | PA      | $11473840.00  | 0.16%             | 2023-09-02      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                       | Russian Foreign Bond - Eurobond                                                                                          | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |   7400000 | PA      | $1258000.00   | 0.02%             | 2035-03-28      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                 | PURCHASED THB / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |         1 | NC      | $9328.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                    | Mexico Government International Bond                                                                                     | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  14498000 | PA      | $15390298.26  | 0.22%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                 | Uzbek Industrial and Construction Bank ATB                                                                               | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |  16685000 | PA      | $16101025.00  | 0.23%             | 2024-12-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                    | Mexico Government International Bond                                                                                     | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  18320000 | PA      | $15395422.68  | 0.22%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                            | AIA Group Ltd                                                                                                            | CUSIP: 00131LAN5<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |  14262000 | PA      | $14850600.58  | 0.21%             | 2027-10-25      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                 | Indofood CBP Sukses Makmur Tbk PT                                                                                        | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |  11288000 | PA      | $9453700.00   | 0.13%             | 2032-04-27      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |   9102000 | PA      | $7767765.12   | 0.11%             | 2032-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENN CLEAN ENERGY                         | ENN Clean Energy International Investment Ltd                                                                            | CUSIP: 268733AA0<br>LEI: 3003009YZ3S5V395NR77 | Long             | DBT              | CORP              | VG        |  11535000 | PA      | $10505996.45  | 0.15%             | 2026-05-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                 | PURCHASED BRL / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |         1 | NC      | $88137.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                          | Bermuda Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |   1300000 | PA      | $936940.21    | 0.01%             | 2050-08-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | Uruguay Government International Bond                                                                                    | CUSIP: 917288BL5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        | 238374061 | PA      | $6492742.38   | 0.09%             | 2040-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                  | KazMunayGas National Co JSC                                                                                              | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |  12199000 | PA      | $9694472.11   | 0.14%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                    | Indonesia Government International Bond                                                                                  | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  39048000 | PA      | $34800338.65  | 0.50%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD BRL                                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-20793.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED CLP / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CL        |         1 | NC      | $262849.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                   | Galaxy Pipeline Assets Bidco Ltd                                                                                         | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   8686669 | PA      | $8056142.55   | 0.11%             | 2027-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| EMPRESA DE TRANSMISION                   | Empresa de Transmision Electrica SA                                                                                      | CUSIP: 000000000<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |   7400000 | PA      | $6214795.95   | 0.09%             | 2049-05-02      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| IIRSA Norte Finance Ltd                  | IIRSA Norte Finance Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300JYUHRLUIXWTF96 | Long             | DBT              | CORP              | KY        |    300459 | PA      | $310223.50    | 0.00%             | 2024-05-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | Uruguay Government International Bond                                                                                    | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   4424000 | PA      | $4463462.52   | 0.06%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                 | Saudi Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |  12133000 | PA      | $12004632.86  | 0.17%             | 2050-01-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   5459000 | PA      | $4043782.82   | 0.06%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC (GAZ FN)                    | Gazprom PJSC via Gaz Finance PLC                                                                                         | CUSIP: 000000000<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |  16371000 | PA      | $12369427.81  | 0.18%             | 2028-11-17      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| TOTAL PLAY TELECOM                       | Total Play Telecomunicaciones SA de CV                                                                                   | CUSIP: 89157FAC4<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |  20292000 | PA      | $17174945.88  | 0.24%             | 2028-09-20      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                    | Indonesia Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  13750000 | PA      | $11119454.99  | 0.16%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                       | Panama Government International Bond                                                                                     | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   3289000 | PA      | $2743668.24   | 0.04%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                 | Tengizchevroil Finance Co International Ltd                                                                              | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |  17232000 | PA      | $13119066.24  | 0.19%             | 2030-08-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                      | Bangkok Bank PCL/Hong Kong                                                                                               | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |  27357000 | PA      | $23399289.07  | 0.33%             | 2036-09-23      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| IVORY COAST                              | Ivory Coast Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   2200000 | PA      | $1724174.74   | 0.02%             | 2048-03-22      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED BRL / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |         1 | NC      | $67204.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELFON CELUAR DEL PARAGU                 | Telefonica Celular del Paraguay SA                                                                                       | CUSIP: 87936VAB3<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |   3483000 | PA      | $3237818.36   | 0.05%             | 2027-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                                                                    | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |  24720000 | PA      | $4817310.00   | 0.07%             | 2035-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                    | Sri Lanka Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |  16812000 | PA      | $5694095.28   | 0.08%             | 2030-03-28      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                 | Empresas Publicas de Medellin ESP                                                                                        | CUSIP: 29246BAF5<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |   1917000 | PA      | $1518028.32   | 0.02%             | 2031-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                 | Empresa Nacional del Petroleo                                                                                            | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |  17839000 | PA      | $15209163.92  | 0.22%             | 2031-09-16      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                   | Galaxy Pipeline Assets Bidco Ltd                                                                                         | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   9094000 | PA      | $7427566.97   | 0.11%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                          | United Group BV                                                                                                          | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |   6638000 | PA      | $5688481.29   | 0.08%             | 2028-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NPC UKRENERGO                            | NPC Ukrenergo                                                                                                            | CUSIP: 63718LAA2<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | CORP              | UA        |  12598000 | PA      | $2195201.50   | 0.03%             | 2028-11-09      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BSF FINANCE                              | BSF Finance                                                                                                              | CUSIP: 000000000<br>LEI: 549300FJCGREO1P1UL36 | Long             | DBT              | CORP              | KY        |  15122000 | PA      | $15462245.00  | 0.22%             | 2027-11-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                    | Termocandelaria Power Ltd                                                                                                | CUSIP: 880879AA9<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | KY        |  15374450 | PA      | $14490419.13  | 0.21%             | 2029-01-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                 | ContourGlobal Power Holdings SA                                                                                          | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |   6382000 | PA      | $5790116.61   | 0.08%             | 2028-01-01      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US 10YR NOTE (CBT)MAR23                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       879 | NC      | $1283154.54   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA SOUTHERN POWER GRI                 | China Southern Power Grid International Finance BVI Co Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |  13925000 | PA      | $13501673.73  | 0.19%             | 2027-05-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                       | Turkey Government International Bond                                                                                     | CUSIP: 900123DD9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  11655000 | PA      | $9516307.50   | 0.14%             | 2033-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                 | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                | CUSIP: 71568QAF4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   2770000 | PA      | $2689876.37   | 0.04%             | 2048-05-21      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                      | Nigeria Government International Bond                                                                                    | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  22438000 | PA      | $15987075.00  | 0.23%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                 | Puma International Financing SA                                                                                          | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |   6960000 | PA      | $6403896.00   | 0.09%             | 2026-01-24      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                   | Egypt Government International Bond                                                                                      | CUSIP: 03846JAD2<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   2400000 | PA      | $1986480.00   | 0.03%             | 2027-09-30      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Panama Canal Railway Co                  | Panama Canal Railway Co                                                                                                  | CUSIP: 698146AA5<br>LEI: 213800RP74K9SLU23Y87 | Long             | DBT              | CORP              | KY        |    488040 | PA      | $497800.80    | 0.01%             | 2026-11-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                        | Ghana Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |  39192000 | PA      | $14379544.80  | 0.20%             | 2035-02-11      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                   | Indian Railway Finance Corp Ltd                                                                                          | CUSIP: 45434M2A9<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |   5300000 | PA      | $4633154.00   | 0.07%             | 2030-02-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED BRL / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |         1 | NC      | $21973.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                          | ERO Copper Corp                                                                                                          | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |  14609000 | PA      | $12441939.22  | 0.18%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                       | Panama Government International Bond                                                                                     | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |  16718000 | PA      | $17627277.14  | 0.25%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                  | EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $713977.45    | 0.01%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                 | Comision Federal de Electricidad                                                                                         | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |  15292000 | PA      | $14087755.00  | 0.20%             | 2029-05-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| CEMEX SAB DE CV                          | Cemex SAB de CV                                                                                                          | CUSIP: 151290BW2<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   3254000 | PA      | $3345112.00   | 0.05%             | 2027-06-05      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CT TRUST                                 | CT Trust                                                                                                                 | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |  17101000 | PA      | $14908562.19  | 0.21%             | 2032-02-03      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                 | Comision Federal de Electricidad                                                                                         | CUSIP: 200447AK6<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |  17771000 | PA      | $14041520.36  | 0.20%             | 2033-07-26      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Peru LNG Srl                             | Peru LNG Srl                                                                                                             | CUSIP: 000000000<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |  17905000 | PA      | $14847542.20  | 0.21%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                       | Angolan Government International Bond                                                                                    | CUSIP: 035198AE0<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    391000 | PA      | $341870.85    | 0.00%             | 2049-11-26      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                  | Acu Petroleo Luxembourg Sarl                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  22101902 | PA      | $20803194.45  | 0.30%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                    | Sri Lanka Government International Bond                                                                                  | CUSIP: 85227SAZ9<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |   3554000 | PA      | $1203748.86   | 0.02%             | 2029-03-14      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                       | Serbia International Bond                                                                                                | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   7166000 | PA      | $5883711.71   | 0.08%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd                   | Eskom Holdings SOC Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |  28634000 | PA      | $27419918.40  | 0.39%             | 2025-02-11      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                        | Ipoteka-Bank ATIB                                                                                                        | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  16090000 | PA      | $15003925.00  | 0.21%             | 2025-11-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                   | Egypt Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |  14386000 | PA      | $10154991.08  | 0.14%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                       | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-1873821.94  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government International Bond                                                                   | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  29685000 | PA      | $22601565.30  | 0.32%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                   | Egypt Government International Bond                                                                                      | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1286000 | PA      | $978368.22    | 0.01%             | 2032-05-29      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                    | Mexico Government International Bond                                                                                     | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  29191000 | PA      | $23559976.41  | 0.34%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                    | Indonesia Government International Bond                                                                                  | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  13122000 | PA      | $12039990.45  | 0.17%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                       | Braskem Idesa SAPI                                                                                                       | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |  12504000 | PA      | $9260462.40   | 0.13%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| GRUPO AXO SA DE CV                       | Grupo Axo SAPI de CV                                                                                                     | CUSIP: 000000000<br>LEI: 4469000001BNKIG58H20 | Long             | DBT              | CORP              | MX        |   2802000 | PA      | $2475796.51   | 0.04%             | 2026-06-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                 | Brazil Notas do Tesouro Nacional Serie F                                                                                 | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  44706000 | PA      | $8410776.96   | 0.12%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                   | SierraCol Energy Andina LLC                                                                                              | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14693000 | PA      | $12121422.62  | 0.17%             | 2028-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                       | PURCHASED MXN / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | MX        |         1 | NC      | $-81231.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                 | Tengizchevroil Finance Co International Ltd                                                                              | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |   4000000 | PA      | $3045280.00   | 0.04%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KazTransGas JSC                          | KazTransGas JSC                                                                                                          | CUSIP: 000000000<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |   6227000 | PA      | $5697705.00   | 0.08%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                  | Banco del Estado de Chile                                                                                                | CUSIP: 05965MAG8<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |  11434000 | PA      | $10924576.77  | 0.16%             | 2025-01-09      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                  | Pakistan Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |   3807000 | PA      | $1549068.30   | 0.02%             | 2051-04-08      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| AZURE POWER ENERGY LTD                   | Azure Power Energy Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 54930051LQDFHGQMHF47 | Long             | DBT              | CORP              | MU        |  12558028 | PA      | $9477543.73   | 0.13%             | 2026-08-19      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                   | Egypt Government International Bond                                                                                      | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1618000 | PA      | $1138900.49   | 0.02%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                     | Times China Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |   9800000 | PA      | $1877982.13   | 0.03%             | 2026-03-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                       | Aegea Finance Sarl                                                                                                       | CUSIP: 00775CAB2<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |  17818000 | PA      | $17714655.60  | 0.25%             | 2029-05-20      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                        | MC Brazil Downstream Trading SARL                                                                                        | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |  11497428 | PA      | $10029048.69  | 0.14%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                    | Indonesia Government International Bond                                                                                  | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  20029000 | PA      | $19932883.63  | 0.28%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ICA TENEDORA SA DE CV                    | ICA TENEDORA SA DE CV                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2525968 | NS      | $2280421.18   | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| REPUBLIC OF ECUADOR                      | Ecuador Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |  94340000 | PA      | $45908294.01  | 0.65%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  12400000 | PA      | $9924221.70   | 0.14%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   5782000 | PA      | $4916521.33   | 0.07%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                   | Power Finance Corp Ltd                                                                                                   | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |   3600000 | PA      | $3165732.00   | 0.05%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                     | Saudi Arabian Oil Co                                                                                                     | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   3926000 | PA      | $3611920.00   | 0.05%             | 2039-04-16      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| EMPRESA GEN ELEC HAINA                   | Empresa Generadora de Electricidad Haina SA                                                                              | CUSIP: 29249FAA4<br>LEI: 549300Y36L5LRW5RH373 | Long             | DBT              | CORP              | DO        |   8563000 | PA      | $7732988.41   | 0.11%             | 2028-11-08      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED IDR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |         1 | NC      | $39899.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ JSC                        | Uzbekneftegaz JSC                                                                                                        | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |  16046000 | PA      | $13459384.80  | 0.19%             | 2028-11-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                      | Ecuador Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |  87781000 | PA      | $36842490.65  | 0.52%             | 2040-07-31      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                  | Oversea-Chinese Banking Corp Ltd                                                                                         | CUSIP: 69033CAD1<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |   8496000 | PA      | $7742319.84   | 0.11%             | 2030-09-10      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                  | KazMunayGas National Co JSC                                                                                              | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |   5565000 | PA      | $5132620.65   | 0.07%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DAE FUNDING LLC                          | DAE Funding LLC                                                                                                          | CUSIP: 000000000<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1899996.00   | 0.03%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                   | Egypt Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |  17023000 | PA      | $11299186.48  | 0.16%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                          | MV24 Capital BV                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  17920550 | PA      | $17096204.22  | 0.24%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                        | Jordan Government International Bond                                                                                     | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |  14178000 | PA      | $14641620.60  | 0.21%             | 2028-01-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                    | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  19927000 | PA      | $18744689.84  | 0.27%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  71703000 | PA      | $55076663.96  | 0.78%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                  | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   8435000 | PA      | $809013.33    | 0.01%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    600000 | PA      | $520417.51    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |         1 | NC      | $138343.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                  | El Salvador Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   5284000 | PA      | $2445529.04   | 0.03%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIO                 | GMR Hyderabad International Airport Ltd                                                                                  | CUSIP: 36256WAB0<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |   4600000 | PA      | $4542500.00   | 0.06%             | 2024-04-10      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                   | Millicom International Cellular SA                                                                                       | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   9384000 | PA      | $7943556.00   | 0.11%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |   7911000 | PA      | $6751350.24   | 0.10%             | 2032-01-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                      | Nigeria Government International Bond                                                                                    | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  13582000 | PA      | $10533112.64  | 0.15%             | 2028-09-28      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                       | Dominican Republic International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   8790000 | PA      | $7580606.14   | 0.11%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                  | KazMunayGas National Co JSC                                                                                              | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |   2262000 | PA      | $1934010.00   | 0.03%             | 2048-10-24      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                       | Turkey Government International Bond                                                                                     | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  15931000 | PA      | $16329275.00  | 0.23%             | 2028-01-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                    | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                                                               | CUSIP: 79911QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |  22485000 | PA      | $19345419.45  | 0.28%             | 2028-08-02      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CHINA SOUTHERN PW GRID                   | China Southern Power Grid International Finance BVI 2018 Co Ltd                                                          | CUSIP: 000000000<br>LEI: 549300HJ3WN6EBE05751 | Long             | DBT              | CORP              | VG        |   6151000 | PA      | $6121352.18   | 0.09%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                            | JSW Steel Ltd                                                                                                            | CUSIP: 46635UAD1<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |  13380000 | PA      | $11250553.33  | 0.16%             | 2032-04-05      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                      | MEGlobal Canada ULC                                                                                                      | CUSIP: 58518N2A9<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |   3091000 | PA      | $3193003.00   | 0.05%             | 2030-05-18      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                  | Mong Duong Finance Holdings BV                                                                                           | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |   6800000 | PA      | $6052000.54   | 0.09%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                 | NAK Naftogaz Ukraine via Kondor Finance PLC                                                                              | CUSIP: 000000000<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |   7385000 | PA      | $1513925.00   | 0.02%             | 2026-11-08      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                  | Pakistan Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |   7800000 | PA      | $3276000.00   | 0.05%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                      | Abu Dhabi Crude Oil Pipeline LLC                                                                                         | CUSIP: 000000000<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |  25688000 | PA      | $24413566.94  | 0.35%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ST SAVINGS BK (SSB #1)                   | State Savings Bank of Ukraine Via SSB #1 PLC                                                                             | CUSIP: 000000000<br>LEI: 213800X3YF17XQS13O34 | Long             | DBT              | CORP              | GB        |  10523250 | PA      | $5162969.53   | 0.07%             | 2025-03-20      | Variable      | 9.63%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                  | Hungary Government International Bond                                                                                    | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   6061000 | PA      | $6394355.00   | 0.09%             | 2052-09-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SYNTHOS SA                               | Synthos SA                                                                                                               | CUSIP: 000000000<br>LEI: 259400WX4QZCOHJVWM18 | Long             | DBT              | CORP              | PL        |  16571000 | PA      | $14215769.01  | 0.20%             | 2028-06-07      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        | 132400000 | PA      | $6968006.59   | 0.10%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                 | OCP SA                                                                                                                   | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |  17682000 | PA      | $13891332.84  | 0.20%             | 2051-06-23      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia                    | Indonesia Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  19819000 | PA      | $18584456.45  | 0.26%             | 2043-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                   | Egypt Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |  12448000 | PA      | $8875374.21   | 0.13%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DELHI INTL AIRPORT                       | Delhi International Airport Ltd                                                                                          | CUSIP: 246724AA6<br>LEI: 335800HBF5DARYMEUD12 | Long             | DBT              | CORP              | IN        |    753000 | PA      | $708384.75    | 0.01%             | 2029-06-04      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| DAR AL-ARKAN SUKUK CO LT                 | Dar Al-Arkan Sukuk Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 5493000UYHRBXEIYUQ69 | Long             | DBT              | CORP              | KY        |  25031000 | PA      | $24430956.87  | 0.35%             | 2027-02-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                 | Saudi Government International Bond                                                                                      | CUSIP: 80413TAZ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |  19735000 | PA      | $14406550.00  | 0.20%             | 2051-11-17      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MEITUAN                                  | Meituan                                                                                                                  | CUSIP: 58533EAB9<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |   8941000 | PA      | $8127002.42   | 0.12%             | 2025-10-28      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                        | EURO-OAT FUTURE MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -63 | NC      | $314232.91    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank N.A.                 | PURCHASED SGD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |         1 | NC      | $96879.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US LONG BOND(CBT) MAR23                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       245 | NC      | $822145.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF TURKEY                       | Turkey Government International Bond                                                                                     | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  14554000 | PA      | $14252790.42  | 0.20%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ABU DHABI COMMERCIAL BNK                 | Abu Dhabi Commercial Bank PJSC                                                                                           | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | DBT              | CORP              | AE        |  13195000 | PA      | $12574835.00  | 0.18%             | 2027-03-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                   | Oman Government International Bond                                                                                       | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |  15943000 | PA      | $16132721.70  | 0.23%             | 2051-01-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                    | GC Treasury Center Co Ltd                                                                                                | CUSIP: 36830BAF2<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |   7791000 | PA      | $6736877.70   | 0.10%             | 2052-03-30      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                   | Galaxy Pipeline Assets Bidco Ltd                                                                                         | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    811991 | PA      | $753051.87    | 0.01%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                  | Meituan                                                                                                                  | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |   2700000 | PA      | $2454189.30   | 0.03%             | 2025-10-28      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Engie Energia Chile SA                   | Engie Energia Chile SA                                                                                                   | CUSIP: 268270AD7<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |   2031000 | PA      | $1980225.00   | 0.03%             | 2025-01-29      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Energuate Trust                          | Energuate Trust                                                                                                          | CUSIP: 000000000<br>LEI: 549300RVM37LH8GY7E41 | Long             | DBT              | CORP              | KY        |  19650000 | PA      | $18864000.00  | 0.27%             | 2027-05-03      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                  | Banco del Estado de Chile                                                                                                | CUSIP: 05968AAG1<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |  11598000 | PA      | $11081270.01  | 0.16%             | 2025-01-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PANAMA BONOS DEL                         | Panama Bonos del Tesoro                                                                                                  | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |  18229000 | PA      | $15232881.56  | 0.22%             | 2031-06-30      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                 | PURCHASED USD / SOLD BRL                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-660668.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC      | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | N/A       |         1 | NC      | $2665.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                   | Export-Import Bank of India                                                                                              | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |   9840000 | PA      | $7955640.00   | 0.11%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD BRL                                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-304415.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                 | Sunac China Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |  15115000 | PA      | $4288895.31   | 0.06%             | 2024-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   4981000 | PA      | $3838219.86   | 0.05%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                     | Thaioil Treasury Center Co Ltd                                                                                           | CUSIP: 88322YAL5<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |   7126000 | PA      | $4824866.17   | 0.07%             | 2050-06-18      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SCC POWER PLC                            | SCC Power PLC                                                                                                            | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |   3676593 | PA      | $150740.31    | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GOVT OF BERMUDA                          | Bermuda Government International Bond                                                                                    | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |  15484000 | PA      | $11159678.65  | 0.16%             | 2050-08-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                 | PURCHASED THB / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |         1 | NC      | $711946.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                    | Bank Negara Indonesia Persero Tbk PT                                                                                     | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |  15051000 | PA      | $14080210.50  | 0.20%             | 2026-03-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                 | Sunac China Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   7626000 | PA      | $2163479.88   | 0.03%             | 2025-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                   | Oman Government International Bond                                                                                       | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   3493000 | PA      | $3614975.56   | 0.05%             | 2031-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                   | Export-Import Bank of India                                                                                              | CUSIP: 30216JAG0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |  36446000 | PA      | $36806195.82  | 0.52%             | 2033-01-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD MYR                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-479195.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                   | Galaxy Pipeline Assets Bidco Ltd                                                                                         | CUSIP: 36321PAC4<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1691000 | PA      | $1331823.82   | 0.02%             | 2040-09-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR                    | Southern Gas Corridor CJSC                                                                                               | CUSIP: 84302LAA0<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |    532000 | PA      | $548215.36    | 0.01%             | 2026-03-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Paraguay                     | Paraguay Government International Bond                                                                                   | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    256000 | PA      | $228130.86    | 0.00%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                 | Saudi Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |  45729000 | PA      | $41466142.62  | 0.59%             | 2047-10-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                       | Turkey Government International Bond                                                                                     | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   8641000 | PA      | $7097890.22   | 0.10%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                 | Tengizchevroil Finance Co International Ltd                                                                              | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |  37468000 | PA      | $33427450.88  | 0.48%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                        | Gabon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |  34570000 | PA      | $29089410.48  | 0.41%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                 | Brazil Notas do Tesouro Nacional Serie F                                                                                 | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  46884000 | PA      | $8484869.84   | 0.12%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                 | Adani Transmission Step-One Ltd                                                                                          | CUSIP: 000000000<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |   6897735 | PA      | $5104323.90   | 0.07%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTL FINANCE                     | Ooredoo International Finance Ltd                                                                                        | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |  19025000 | PA      | $16678076.00  | 0.24%             | 2031-04-08      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        | 288900000 | PA      | $14503837.07  | 0.21%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                 | OCP SA                                                                                                                   | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |  16764000 | PA      | $13170133.68  | 0.19%             | 2051-06-23      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                | Prosus NV                                                                                                                | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   2989000 | PA      | $2020402.38   | 0.03%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| VENA ENERGY CAP PTE LTD                  | Vena Energy Capital Pte Ltd                                                                                              | CUSIP: 000000000<br>LEI: 254900WSETM7TQMYGS40 | Long             | DBT              | CORP              | SG        |  16092000 | PA      | $14978036.61  | 0.21%             | 2025-02-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED PHP / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PH        |         1 | NC      | $67695.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                   | CUSIP: 77586RAP5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |  11538000 | PA      | $11301471.00  | 0.16%             | 2034-05-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED GROUP BV                          | United Group BV                                                                                                          | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |   5209000 | PA      | $4585869.87   | 0.07%             | 2028-08-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                 | Banque Ouest Africaine de Developpement                                                                                  | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |   1621000 | PA      | $1430532.50   | 0.02%             | 2031-10-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | Uruguay Government International Bond                                                                                    | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        | 296221000 | PA      | $6876846.15   | 0.10%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                   | Power Finance Corp Ltd                                                                                                   | CUSIP: 73928QAB4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |   8024000 | PA      | $7056064.88   | 0.10%             | 2030-04-23      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                    | Mexico Government International Bond                                                                                     | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  11941000 | PA      | $12260119.88  | 0.17%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                       | Leviathan Bond Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |  12448000 | PA      | $12354640.00  | 0.18%             | 2025-06-30      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                    | Guatemala Government Bond                                                                                                | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   9506000 | PA      | $7903398.48   | 0.11%             | 2041-10-07      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| SOCIALIST REP OF VIETNAM                 | Vietnam Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 5493008AE7RS4XK4BZ08 | Long             | DBT              | NUSS              | VN        |  45208000 | PA      | $44529880.00  | 0.63%             | 2024-11-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                    | Indonesia Government International Bond                                                                                  | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  22204000 | PA      | $22407192.80  | 0.32%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AES GENER SA                             | AES Andes SA                                                                                                             | CUSIP: 000000000<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |  15419000 | PA      | $14570955.00  | 0.21%             | 2079-10-07      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                   | Galaxy Pipeline Assets Bidco Ltd                                                                                         | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   7714000 | PA      | $6300445.52   | 0.09%             | 2036-03-31      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Panama Canal Railway Co                  | Panama Canal Railway Co                                                                                                  | CUSIP: 000000000<br>LEI: 213800RP74K9SLU23Y87 | Long             | DBT              | CORP              | KY        |   2459016 | PA      | $2508196.32   | 0.04%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK                      | Kasikornbank PCL/Hong Kong                                                                                               | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |  15476000 | PA      | $13877329.35  | 0.20%             | 2031-10-02      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                      | Senegal Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |  10733000 | PA      | $9256139.20   | 0.13%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                 | Banco Mercantil del Norte SA/Grand Cayman                                                                                | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   7645000 | PA      | $7559223.10   | 0.11%             | 2028-01-10      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                            | Telecomunicaciones Digitales SA                                                                                          | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |   6390000 | PA      | $5703075.00   | 0.08%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PERU                         | Peruvian Government International Bond                                                                                   | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   7759000 | PA      | $6687782.68   | 0.10%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio | MFS Institutional Money Market Portfolio                                                                                 | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | STIV             | RF                | US        | 425761538 | NS      | $425804114.21 | 6.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                 | Saudi Government International Bond                                                                                      | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |  11408000 | PA      | $10868857.92  | 0.15%             | 2053-01-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                       | Angolan Government International Bond                                                                                    | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    500000 | PA      | $445030.00    | 0.01%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| AZURE POWER ENERGY LTD                   | Azure Power Energy Ltd                                                                                                   | CUSIP: 05502VAA1<br>LEI: 54930051LQDFHGQMHF47 | Long             | DBT              | CORP              | MU        |   8099072 | PA      | $6112369.64   | 0.09%             | 2026-08-19      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| CEMEX SAB DE CV                          | Cemex SAB de CV                                                                                                          | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   1600000 | PA      | $1644800.00   | 0.02%             | 2027-06-05      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                     | Country Garden Holdings Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |   3720000 | PA      | $2160270.07   | 0.03%             | 2030-10-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                    | Canpack SA / Canpack US LLC                                                                                              | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |  11099000 | PA      | $10105639.50  | 0.14%             | 2025-11-01      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                  | Consolidated Energy Finance SA                                                                                           | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |  21685000 | PA      | $18865950.00  | 0.27%             | 2028-10-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                        | Chile Government International Bond                                                                                      | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  18126000 | PA      | $14761805.88  | 0.21%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANCO RESERVAS REP DOMIN                 | Banco De Reservas De La Republica Dominicana Banco De Servicios Multiples SA                                             | CUSIP: 000000000<br>LEI: 549300CKQT0JZ2EGNC56 | Long             | DBT              | CORP              | DO        |  20083000 | PA      | $20083000.00  | 0.29%             | 2023-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                    | Indonesia Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   9221000 | PA      | $9137883.75   | 0.13%             | 2025-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                       | Republic of Poland Government International Bond                                                                         | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |  16913000 | PA      | $18271113.90  | 0.26%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                   | Egypt Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   5700000 | PA      | $4343579.51   | 0.06%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DELHI INTL AIRPORT                       | Delhi International Airport Ltd                                                                                          | CUSIP: 000000000<br>LEI: 335800HBF5DARYMEUD12 | Long             | DBT              | CORP              | IN        |   3400000 | PA      | $3198550.00   | 0.05%             | 2029-06-04      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | Uruguay Government International Bond                                                                                    | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  20254000 | PA      | $22404715.75  | 0.32%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |  25059000 | PA      | $4883372.63   | 0.07%             | 2035-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                  | Adani Ports & Special Economic Zone Ltd                                                                                  | CUSIP: 00652MAJ1<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |   9303000 | PA      | $6558615.00   | 0.09%             | 2041-08-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ORYX FUNDING LTD                         | Oryx Funding Ltd                                                                                                         | CUSIP: 67114NAA9<br>LEI: 549300S728CF0BBRC295 | Long             | DBT              | CORP              | KY        |  16730000 | PA      | $16446192.28  | 0.23%             | 2031-02-03      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| MEDCO LAUREL TREE                        | Medco Laurel Tree Pte Ltd                                                                                                | CUSIP: 58406RAA6<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |  19248000 | PA      | $18335053.89  | 0.26%             | 2028-11-12      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                  | Pakistan Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |  22826000 | PA      | $9491050.80   | 0.14%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                    | Argentine Republic Government International Bond                                                                         | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        | 187739000 | PA      | $63874220.32  | 0.91%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO CONTINENTAL S.A.E.                 | Banco Continental SAECA                                                                                                  | CUSIP: 000000000<br>LEI: 8945005Q0D60A6FCEM55 | Long             | DBT              | CORP              | PY        |   2000000 | PA      | $1787500.00   | 0.03%             | 2025-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |  17593000 | PA      | $1539387.50   | 0.02%             | 2024-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                       | Turkey Government International Bond                                                                                     | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  12499000 | PA      | $10089942.74  | 0.14%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARAGVI FINANCE INTL                      | Aragvi Finance International DAC                                                                                         | CUSIP: 000000000<br>LEI: 635400VKAYT1VT6VBF50 | Long             | DBT              | CORP              | IE        |   1800000 | PA      | $1344816.00   | 0.02%             | 2026-04-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |  10104000 | PA      | $884100.00    | 0.01%             | 2023-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INV                  | State Grid Overseas Investment BVI Ltd                                                                                   | CUSIP: 000000000<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |  29199000 | PA      | $28336911.50  | 0.40%             | 2027-05-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                   | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |  17640000 | PA      | $18266220.00  | 0.26%             | 2028-02-17      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| SK HYNIX INC                             | SK Hynix Inc                                                                                                             | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |  15600000 | PA      | $15837017.51  | 0.23%             | 2028-01-17      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                      | Shriram Finance Ltd                                                                                                      | CUSIP: 825547AD4<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |  18869000 | PA      | $18184998.75  | 0.26%             | 2024-03-13      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government International Bond                                                                   | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  24904000 | PA      | $22413600.00  | 0.32%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                     | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                                                                   | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |  13692000 | PA      | $13425827.52  | 0.19%             | 2033-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                    | Guatemala Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |  37657000 | PA      | $36537805.72  | 0.52%             | 2050-06-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                     | Saudi Arabian Oil Co                                                                                                     | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   9681000 | PA      | $9074775.78   | 0.13%             | 2029-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                 | Liberty Costa Rica Senior Secured Finance                                                                                | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |   8785000 | PA      | $8578552.50   | 0.12%             | 2031-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                 | Empresa Nacional del Petroleo                                                                                            | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |   7960000 | PA      | $7504935.48   | 0.11%             | 2026-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                    | Indonesia Government International Bond                                                                                  | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   8148000 | PA      | $8552404.22   | 0.12%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd                 | Sunac China Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |   2854000 | PA      | $815670.60    | 0.01%             | 2023-10-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA                       | Chile Electricity PEC SpA                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   9915000 | PA      | $7404368.52   | 0.11%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Province of Santa Fe                     | Province of Santa Fe                                                                                                     | CUSIP: 74409AAC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   2046000 | PA      | $1994850.02   | 0.03%             | 2023-03-23      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| TELFON CELUAR DEL PARAGU                 | Telefonica Celular del Paraguay SA                                                                                       | CUSIP: 000000000<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |   9397000 | PA      | $8735509.37   | 0.12%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ICTSI TREASURY BV                        | ICTSI Treasury BV                                                                                                        | CUSIP: 000000000<br>LEI: 724500OT4U4QE3XWJH54 | Long             | DBT              | CORP              | NL        |  19670000 | PA      | $16660484.89  | 0.24%             | 2031-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                  | KazMunayGas National Co JSC                                                                                              | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |  10841000 | PA      | $9998695.50   | 0.14%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STATE OIL CO OF THE AZER                 | State Oil Co of the Azerbaijan Republic                                                                                  | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |  36039000 | PA      | $37708542.71  | 0.54%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | United States Treasury Note/Bond                                                                                         | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10111000 | PA      | $10283992.94  | 0.15%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                  | Oversea-Chinese Banking Corp Ltd                                                                                         | CUSIP: 69033DAD9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |   2040000 | PA      | $1859031.60   | 0.03%             | 2030-09-10      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD MYR                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-722561.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                          | CBQ Finance Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |  14800000 | PA      | $13484262.54  | 0.19%             | 2026-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE RAIL (RAIL CAPL)                 | Ukraine Railways Via Rail Capital Markets PLC                                                                            | CUSIP: 000000000<br>LEI: 213800IW9C7PR3HKI783 | Long             | DBT              | CORP              | GB        |  11762000 | PA      | $2181851.00   | 0.03%             | 2028-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd                   | Eskom Holdings SOC Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   8624000 | PA      | $8263810.02   | 0.12%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                      | Petroleos Mexicanos                                                                                                      | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  51648000 | PA      | $41346474.30  | 0.59%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                          | Antofagasta PLC                                                                                                          | CUSIP: 03718NAB2<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |  13544000 | PA      | $13584654.21  | 0.19%             | 2032-05-13      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                   | Engie Energia Chile SA                                                                                                   | CUSIP: 000000000<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |   9700000 | PA      | $8123750.00   | 0.12%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                   | Egypt Government International Bond                                                                                      | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   9028000 | PA      | $6372811.03   | 0.09%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkey                       | Turkey Government International Bond                                                                                     | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  14748000 | PA      | $9840661.99   | 0.14%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  30042000 | PA      | $25574376.97  | 0.36%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | Long: SM04992   CDS USD R V 03MEVENT SM04992_PRO SOVEREIGN / Short: SM04992   CDS USD P F  1.00000 SM04992_FEE SOVEREIGN | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |  20027000 | OU      | $-260615.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |  68785500 | PA      | $5502840.00   | 0.08%             | 2038-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                              | Ivory Coast Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |  14557000 | PA      | $12079843.10  | 0.17%             | 2040-10-17      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                 | Export-Import Bank of Korea                                                                                              | CUSIP: 302154DS5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   9550000 | PA      | $9532237.00   | 0.14%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                   | Galaxy Pipeline Assets Bidco Ltd                                                                                         | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   3769467 | PA      | $3079154.10   | 0.04%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                 | Banque Ouest Africaine de Developpement                                                                                  | CUSIP: 06675QAC7<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |   5492000 | PA      | $4846690.00   | 0.07%             | 2031-10-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                      | Ecuador Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   3286161 | PA      | $1379231.91   | 0.02%             | 2040-07-31      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkey                       | Turkey Government International Bond                                                                                     | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   4856000 | PA      | $3633744.80   | 0.05%             | 2045-02-17      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                       | Angolan Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |  92528000 | PA      | $80901856.80  | 1.15%             | 2049-11-26      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                    | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   7778000 | PA      | $6746345.60   | 0.10%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Jordan                        | Jordan Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |  49209000 | PA      | $44191059.85  | 0.63%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | United States Treasury Note/Bond                                                                                         | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  97083600 | PA      | $78004396.96  | 1.11%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ADANI GREEN ENERGY UP                    | Adani Green Energy UP Ltd / Prayatna Developers Pvt Ltd / Parampujya Solar Energ                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |   6100000 | PA      | $5695639.24   | 0.08%             | 2024-12-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                   | Egypt Government International Bond                                                                                      | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   5316000 | PA      | $3984873.60   | 0.06%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                   | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |  19334000 | PA      | $19001455.20  | 0.27%             | 2027-11-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                       | Serbia International Bond                                                                                                | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |  15296000 | PA      | $15325062.40  | 0.22%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                 | PURCHASED THB / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |         1 | NC      | $260649.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                       | Turkey Government International Bond                                                                                     | CUSIP: 900123CX6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  20496000 | PA      | $18979255.01  | 0.27%             | 2025-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                        | Gabon Government International Bond                                                                                      | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |  11400000 | PA      | $9592689.60   | 0.14%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CIKARANG LISTRINDO PT                    | Cikarang Listrindo Tbk PT                                                                                                | CUSIP: 536576AD3<br>LEI: 254900NPCIO562Z7FN53 | Long             | DBT              | CORP              | ID        |   1917000 | PA      | $1812280.52   | 0.03%             | 2026-09-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| GEMS MENASA KY LTD/GEMS                  | GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC                                                                     | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   2103000 | PA      | $2076049.07   | 0.03%             | 2026-07-31      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                    | Guatemala Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |  10821000 | PA      | $10319436.80  | 0.15%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |  33488000 | PA      | $2679040.00   | 0.04%             | 2025-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                   | Kazakhstan Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |  23684000 | PA      | $25098692.69  | 0.36%             | 2045-07-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        | 188400000 | PA      | $9060868.91   | 0.13%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                  | Philippine Government International Bond                                                                                 | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |  20883000 | PA      | $21218983.04  | 0.30%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                   | Galaxy Pipeline Assets Bidco Ltd                                                                                         | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |  21941000 | PA      | $17280630.67  | 0.25%             | 2040-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Saka Energi Indonesia PT                 | Saka Energi Indonesia PT                                                                                                 | CUSIP: 69371EAA3<br>LEI: 25490049636XFM5KBR83 | Long             | DBT              | CORP              | ID        |   1794000 | PA      | $1737937.50   | 0.02%             | 2024-05-05      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |         1 | NC      | $703761.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CCBL CAYMAN 1 CORP                       | CCBL Cayman 1 Corp Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300PPQILFPZT13E12 | Long             | DBT              | CORP              | KY        |  15094000 | PA      | $14781916.46  | 0.21%             | 2024-05-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS                   | Cia Cervecerias Unidas SA                                                                                                | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |  17617000 | PA      | $15238705.00  | 0.22%             | 2032-01-19      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| IVORY COAST                              | Ivory Coast Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   6440000 | PA      | $5047129.71   | 0.07%             | 2048-03-22      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                        | MDGH GMTN RSC Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |  11429000 | PA      | $9821511.15   | 0.14%             | 2031-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VTR FINANCE BV                           | VTR Finance NV                                                                                                           | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |   7102000 | PA      | $2927444.40   | 0.04%             | 2028-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GAS NATURAL DE LIMA                      | Gas Natural de Lima y Callao SA                                                                                          | CUSIP: 000000000<br>LEI: 54930035VCGSMWV18S21 | Long             | DBT              | CORP              | PE        |  12928000 | PA      | $12885725.44  | 0.18%             | 2023-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria Government International Bond                                                                                    | CUSIP: 65412JAH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    336000 | PA      | $232680.00    | 0.00%             | 2038-02-23      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                   | Oman Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |  91621000 | PA      | $90271422.67  | 1.28%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| India Airport Infra                      | India Airport Infra                                                                                                      | CUSIP: 18684LAA6<br>LEI: 254900N1JEUJFV1S3E87 | Long             | DBT              | CORP              | MU        |  19244000 | PA      | $18281800.00  | 0.26%             | 2025-10-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   6110000 | PA      | $1343436.25   | 0.02%             | 2029-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                          | Bermuda Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |   8133000 | PA      | $6953715.00   | 0.10%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                           | Qatar Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   4000000 | PA      | $3910848.00   | 0.06%             | 2046-06-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                   | Indian Railway Finance Corp Ltd                                                                                          | CUSIP: 45434M2C5<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |  14793000 | PA      | $12293870.58  | 0.17%             | 2031-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ST SAVINGS BK (SSB #1)                   | State Savings Bank of Ukraine Via SSB #1 PLC                                                                             | CUSIP: 000000000<br>LEI: 213800X3YF17XQS13O34 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $492537.50    | 0.01%             | 2023-03-10      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| ARAGVI FINANCE INTL                      | Aragvi Finance International DAC                                                                                         | CUSIP: 03851RAB0<br>LEI: 635400VKAYT1VT6VBF50 | Long             | DBT              | CORP              | IE        |  17038000 | PA      | $12729430.56  | 0.18%             | 2026-04-29      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| GOVT OF BERMUDA                          | Bermuda Government International Bond                                                                                    | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |  15892000 | PA      | $15956090.69  | 0.23%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                   | Pertamina Persero PT                                                                                                     | CUSIP: 69370RAC1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   4936000 | PA      | $5109853.97   | 0.07%             | 2048-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                             | QatarEnergy                                                                                                              | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |  14336000 | PA      | $10926899.20  | 0.16%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                  | Philippine Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   7851000 | PA      | $5728837.75   | 0.08%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                   | Egypt Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   4200000 | PA      | $3195292.80   | 0.05%             | 2032-05-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                    | Sri Lanka Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |  12814000 | PA      | $4340134.48   | 0.06%             | 2029-03-14      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                 | Empresa Nacional del Petroleo                                                                                            | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |   1500000 | PA      | $1462500.00   | 0.02%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                | Prosus NV                                                                                                                | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   8825000 | PA      | $5965222.83   | 0.08%             | 2050-08-03      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| BANCO CONTINENTAL S.A.E.                 | Banco Continental SAECA                                                                                                  | CUSIP: 059490AB8<br>LEI: 8945005Q0D60A6FCEM55 | Long             | DBT              | CORP              | PY        |   6079000 | PA      | $5433106.25   | 0.08%             | 2025-12-10      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| SCC POWER PLC                            | SCC Power PLC                                                                                                            | CUSIP: 78397YAB8<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |   6787557 | PA      | $2083101.24   | 0.03%             | 2028-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                      | Petroleos Mexicanos                                                                                                      | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  46871000 | PA      | $32519581.63  | 0.46%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HIDROVIAS INT FIN SARL                   | Hidrovias International Finance SARL                                                                                     | CUSIP: 000000000<br>LEI: 222100RBWNBUZOTA9381 | Long             | DBT              | CORP              | LU        |  19737000 | PA      | $15152687.01  | 0.22%             | 2031-02-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                    | Guatemala Government Bond                                                                                                | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   5667000 | PA      | $5519597.93   | 0.08%             | 2029-08-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                 | NAK Naftogaz Ukraine via Kondor Finance PLC                                                                              | CUSIP: 50050MAB1<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |   1969000 | PA      | $403645.00    | 0.01%             | 2026-11-08      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                   | Oman Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |  30435000 | PA      | $29065425.00  | 0.41%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                   | Republic of Uzbekistan International Bond                                                                                | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   7694000 | PA      | $6305417.66   | 0.09%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                  | Meituan                                                                                                                  | CUSIP: 58533EAC7<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |  17044000 | PA      | $13870266.76  | 0.20%             | 2030-10-28      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC      | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | N/A       |         1 | NC      | $19309.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEAN RENEWABLE POWER                    | Clean Renewable Power Mauritius Pte Ltd                                                                                  | CUSIP: 000000000<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |   4180990 | PA      | $3720410.51   | 0.05%             | 2027-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                              | Ivory Coast Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |  18154000 | PA      | $15064743.53  | 0.21%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                 | OCP SA                                                                                                                   | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   1559000 | PA      | $1510281.25   | 0.02%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                        | Republic of Kenya Government International Bond                                                                          | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |  35372000 | PA      | $30731901.04  | 0.44%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED PHP / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PH        |         1 | NC      | $101924.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                  | Philippine Government International Bond                                                                                 | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |  14294000 | PA      | $14890709.32  | 0.21%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                      | Muthoot Finance Ltd                                                                                                      | CUSIP: 62828M2B6<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |   9200000 | PA      | $9016000.00   | 0.13%             | 2023-09-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |  11165000 | PA      | $7231063.41   | 0.10%             | 2041-04-14      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PERU                         | Peruvian Government International Bond                                                                                   | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   8554000 | PA      | $6390589.30   | 0.09%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                  | Hungary Government International Bond                                                                                    | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  23481000 | PA      | $24274892.61  | 0.35%             | 2032-09-22      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                       | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-1370.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                      | Petroleos Mexicanos                                                                                                      | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  14268000 | PA      | $13895195.57  | 0.20%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                  | Hungary Government International Bond                                                                                    | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  33398000 | PA      | $32786950.19  | 0.47%             | 2034-06-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                                | Prosus NV                                                                                                                | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |  11510000 | PA      | $9894182.69   | 0.14%             | 2032-01-19      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| PETRA DIAMONDS US TREAS                  | Petra Diamonds US Treasury PLC                                                                                           | CUSIP: 000000000<br>LEI: 635400LZYOO6WHAO2H58 | Long             | DBT              | CORP              | GB        |   9578727 | PA      | $9291364.90   | 0.13%             | 2026-03-08      | Fixed         | 10.03%                | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                     | Petronas Capital Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |  14198000 | PA      | $10359279.64  | 0.15%             | 2061-04-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EMIRATES SEMBCORP WATER                  | Emirates Semb Corp Water & Power Co PJSC                                                                                 | CUSIP: 000000000<br>LEI: 213800FF7EXWECXGTO26 | Long             | DBT              | CORP              | AE        |   3800000 | PA      | $3690940.00   | 0.05%             | 2035-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                    | Guatemala Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   4270000 | PA      | $4142117.51   | 0.06%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                              | Ivory Coast Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |  23363000 | PA      | $19879870.00  | 0.28%             | 2032-01-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                   | Star Energy Geothermal Wayang Windu Ltd                                                                                  | CUSIP: 85511XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |   9811491 | PA      | $9529346.27   | 0.14%             | 2033-04-24      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                     | Saudi Arabian Oil Co                                                                                                     | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |  19081000 | PA      | $13356700.00  | 0.19%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                    | Mexico Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  10204000 | PA      | $8102754.93   | 0.12%             | 2033-10-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                     | Times China Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |   9100000 | PA      | $1770376.88   | 0.03%             | 2025-07-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |  12620000 | PA      | $10032630.82  | 0.14%             | 2030-07-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                      | SA Global Sukuk Ltd                                                                                                      | CUSIP: 78397PAD3<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |   7812000 | PA      | $6907917.24   | 0.10%             | 2031-06-17      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                  | Pakistan Government International Bond                                                                                   | CUSIP: 695847AU7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |   5978000 | PA      | $2432448.20   | 0.03%             | 2051-04-08      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                       | Leviathan Bond Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |  24028000 | PA      | $23334648.03  | 0.33%             | 2030-06-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                        | Chile Government International Bond                                                                                      | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  11703000 | PA      | $7634455.56   | 0.11%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CLEAN RENEWABLE POWER                    | Clean Renewable Power Mauritius Pte Ltd                                                                                  | CUSIP: 18452NAB0<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |  13379550 | PA      | $11905653.55  | 0.17%             | 2027-03-25      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AES GENER SA                             | AES Andes SA                                                                                                             | CUSIP: 00105DAG0<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |   2909000 | PA      | $2749005.00   | 0.04%             | 2079-10-07      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |   4952000 | PA      | $3899318.57   | 0.06%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                 | Indofood CBP Sukses Makmur Tbk PT                                                                                        | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |  22114000 | PA      | $17031639.34  | 0.24%             | 2052-04-27      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                 | AES Panama Generation Holdings SRL                                                                                       | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |  15859000 | PA      | $14067731.98  | 0.20%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AUTORIDAD CANAL DE PANAM                 | Autoridad del Canal de Panama                                                                                            | CUSIP: 000000000<br>LEI: 549300W1ISP1PW2J2P64 | Long             | DBT              | CORP              | PA        |   5969000 | PA      | $5795644.54   | 0.08%             | 2035-07-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                   | Oman Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |  13043000 | PA      | $13498461.56  | 0.19%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                        | Gabon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |   4910000 | PA      | $4120472.00   | 0.06%             | 2031-02-06      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ABU DHABI PORTS CO PJSC                  | Abu Dhabi Ports Co PJSC                                                                                                  | CUSIP: 000000000<br>LEI: 213800F5LEV1NQJ68T87 | Long             | DBT              | CORP              | AE        |   6845000 | PA      | $5841523.00   | 0.08%             | 2031-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |  29526000 | PA      | $9269318.63   | 0.13%             | 2041-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IIRSA Norte Finance Ltd                  | IIRSA Norte Finance Ltd                                                                                                  | CUSIP: 451738AA6<br>LEI: 549300JYUHRLUIXWTF96 | Long             | DBT              | CORP              | KY        |     18290 | PA      | $18884.08     | 0.00%             | 2024-05-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SYNTHOS SA                               | Synthos SA                                                                                                               | CUSIP: 000000000<br>LEI: 259400WX4QZCOHJVWM18 | Long             | DBT              | CORP              | PL        |    600000 | PA      | $514722.19    | 0.01%             | 2028-06-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                     | Country Garden Holdings Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    985000 | PA      | $595257.76    | 0.01%             | 2030-08-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                   | Republic of Uzbekistan International Bond                                                                                | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   9636000 | PA      | $7952109.00   | 0.11%             | 2030-11-25      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                      | Bangkok Bank PCL/Hong Kong                                                                                               | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |  12626000 | PA      | $11090930.41  | 0.16%             | 2034-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                  | Aeropuerto Internacional de Tocumen SA                                                                                   | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |   6963000 | PA      | $5657437.64   | 0.08%             | 2061-08-11      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| AGROSUPER SA                             | Agrosuper SA                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KNWOGYPTZZ371 | Long             | DBT              | CORP              | CL        |   4865000 | PA      | $4354175.00   | 0.06%             | 2032-01-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                        | Republic of Kenya Government International Bond                                                                          | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |  11841000 | PA      | $10670043.51  | 0.15%             | 2027-05-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey                       | Turkey Government International Bond                                                                                     | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   9183000 | PA      | $7840445.40   | 0.11%             | 2028-02-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INV                  | State Grid Overseas Investment BVI Ltd                                                                                   | CUSIP: 857006AG5<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |    212000 | PA      | $205740.79    | 0.00%             | 2027-05-04      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| 10 RENEW POWER SUBSIDIAR                 | ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries                                                         | CUSIP: 75973PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |  15857000 | PA      | $13642423.11  | 0.19%             | 2028-07-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                       | Angolan Government International Bond                                                                                    | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |  26859000 | PA      | $24808852.53  | 0.35%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                 | Greenko Wind Projects Mauritius Ltd                                                                                      | CUSIP: 39531JAA2<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |  17819000 | PA      | $16798741.26  | 0.24%             | 2025-04-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BANCO GNB SUDAMERIS SA                   | Banco GNB Sudameris SA                                                                                                   | CUSIP: 059593AE3<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |   9110000 | PA      | $7122481.96   | 0.10%             | 2031-04-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MYR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |         1 | NC      | $489280.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO INDUSTRIAL SA                      | Banco Industrial SA/Guatemala                                                                                            | CUSIP: 05991CAA1<br>LEI: 529900GF99QF67JEQU85 | Long             | DBT              | CORP              | GT        |  12038000 | PA      | $11261137.90  | 0.16%             | 2031-01-29      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS                   | Cia Cervecerias Unidas SA                                                                                                | CUSIP: 000000000<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |   6296000 | PA      | $5446040.00   | 0.08%             | 2032-01-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey                       | Turkey Government International Bond                                                                                     | CUSIP: 900123CK4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  26776000 | PA      | $23629820.00  | 0.34%             | 2026-10-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSMISION                   | Empresa de Transmision Electrica SA                                                                                      | CUSIP: 29247QAA2<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |   6521000 | PA      | $5476578.97   | 0.08%             | 2049-05-02      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                             | QatarEnergy                                                                                                              | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |  11537000 | PA      | $9130266.43   | 0.13%             | 2041-07-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                   | Star Energy Geothermal Wayang Windu Ltd                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |   8480157 | PA      | $8236297.22   | 0.12%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                  | Hungary Government International Bond                                                                                    | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  13477000 | PA      | $13261368.00  | 0.19%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                 | Infraestructura Energetica Nova SAPI de CV                                                                               | CUSIP: 000000000<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |  14716000 | PA      | $11627576.04  | 0.17%             | 2048-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EMPRESA GEN ELEC HAINA                   | Empresa Generadora de Electricidad Haina SA                                                                              | CUSIP: 000000000<br>LEI: 549300Y36L5LRW5RH373 | Long             | DBT              | CORP              | DO        |  11200000 | PA      | $10114384.00  | 0.14%             | 2028-11-08      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                 | Puma International Financing SA                                                                                          | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |  17156000 | PA      | $15785235.60  | 0.22%             | 2026-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                       | Turkey Government International Bond                                                                                     | CUSIP: 900123CW8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   5479000 | PA      | $5264825.89   | 0.07%             | 2024-11-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DUA CAPITAL LTD                          | Dua Capital Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 213800ILVLALFTITCB43 | Long             | DBT              | CORP              | MY        |  38359000 | PA      | $31285983.99  | 0.45%             | 2031-05-11      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | Uruguay Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        | 286311000 | PA      | $6857916.51   | 0.10%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                 | Adani Transmission Step-One Ltd                                                                                          | CUSIP: 00652XAB4<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |  12888785 | PA      | $9537700.90   | 0.14%             | 2036-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL CENTRAL COOLING                 | National Central Cooling Co PJSC                                                                                         | CUSIP: 000000000<br>LEI: 254900E7M1Y3DXGQ1283 | Long             | DBT              | CORP              | AE        |  14872000 | PA      | $13451724.00  | 0.19%             | 2027-10-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                    | Termocandelaria Power Ltd                                                                                                | CUSIP: 000000000<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | KY        |   4030000 | PA      | $3798275.00   | 0.05%             | 2029-01-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                  | El Salvador Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   5693000 | PA      | $2740885.23   | 0.04%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                   | Export-Import Bank of India                                                                                              | CUSIP: 30216JAF2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |  28790000 | PA      | $23276715.00  | 0.33%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                   | Egypt Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   9882000 | PA      | $7530395.21   | 0.11%             | 2031-04-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                        | Ghana Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |   4612000 | PA      | $1661888.08   | 0.02%             | 2061-03-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ENERGEAN PLC                             | Energean PLC                                                                                                             | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |  19635000 | PA      | $18374433.00  | 0.26%             | 2027-04-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                  | KazMunayGas National Co JSC                                                                                              | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |   7349000 | PA      | $5567220.25   | 0.08%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                        | Kosmos Energy Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |   8473000 | PA      | $7237001.13   | 0.10%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                  | Hyundai Capital America                                                                                                  | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   8786000 | PA      | $7446361.85   | 0.11%             | 2028-01-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                 | OCP SA                                                                                                                   | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |  12863000 | PA      | $12461031.25  | 0.18%             | 2044-04-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                                                                    | CUSIP: 90372UAR5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |  14057000 | PA      | $2762200.50   | 0.04%             | 2031-05-21      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                  | Philippine Government International Bond                                                                                 | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |  10398000 | PA      | $11060748.45  | 0.16%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                    | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   7065000 | PA      | $5654405.35   | 0.08%             | 2041-01-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                 | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                | CUSIP: 71568QAK3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   3100000 | PA      | $2532633.32   | 0.04%             | 2049-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   6079000 | PA      | $3930443.76   | 0.06%             | 2040-12-02      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                  | Mong Duong Finance Holdings BV                                                                                           | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |  15030000 | PA      | $13376701.20  | 0.19%             | 2029-05-07      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                 | National Bank of Uzbekistan                                                                                              | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |  17246000 | PA      | $16125010.00  | 0.23%             | 2025-10-21      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Province of Santa Fe                     | Province of Santa Fe                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     75000 | PA      | $73125.01     | 0.00%             | 2023-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANCO RESERVAS REP DOMIN                 | Banco De Reservas De La Republica Dominicana Banco De Servicios Multiples SA                                             | CUSIP: 059566AA7<br>LEI: 549300CKQT0JZ2EGNC56 | Long             | DBT              | CORP              | DO        |   5499000 | PA      | $5499000.00   | 0.08%             | 2023-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                        | MDGH GMTN RSC Ltd                                                                                                        | CUSIP: 55285GAB0<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |  18902000 | PA      | $20188394.51  | 0.29%             | 2033-04-28      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| IVORY COAST                              | Ivory Coast Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |  15882000 | PA      | $14569153.20  | 0.21%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey                       | Turkey Government International Bond                                                                                     | CUSIP: 900123CQ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  16615000 | PA      | $14599534.04  | 0.21%             | 2028-10-24      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                 | Terraform Global Operating LP                                                                                            | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |  14885000 | PA      | $14103537.50  | 0.20%             | 2026-03-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                   | Engie Energia Chile SA                                                                                                   | CUSIP: 29287TAA7<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |  12882000 | PA      | $10788675.00  | 0.15%             | 2030-01-28      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                      | Genm Capital Labuan Ltd                                                                                                  | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |  13637000 | PA      | $11066894.48  | 0.16%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia                    | Indonesia Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   7336000 | PA      | $7284061.19   | 0.10%             | 2045-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TRANSMANTARO                             | Consorcio Transmantaro SA                                                                                                | CUSIP: 210314AD2<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |   5906000 | PA      | $5486437.76   | 0.08%             | 2038-04-11      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                        | EURO-BUND FUTURE MAR23                                                                                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -750 | NC      | $3643024.41   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SERBIA                       | Serbia International Bond                                                                                                | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |  18939000 | PA      | $19270432.50  | 0.27%             | 2028-05-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                       | Turkey Government International Bond                                                                                     | CUSIP: 900123DB3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  12711000 | PA      | $11455458.26  | 0.16%             | 2026-01-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                          | Bermuda Government International Bond                                                                                    | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |  16826000 | PA      | $14386230.00  | 0.20%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| NBK SPC LTD                              | NBK SPC Ltd                                                                                                              | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |  21297000 | PA      | $19007572.50  | 0.27%             | 2027-09-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   3100000 | PA      | $2004338.82   | 0.03%             | 2040-12-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                   | Egypt Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |  47930000 | PA      | $33737639.42  | 0.48%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                       | Zambia Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |  34781000 | PA      | $17270922.92  | 0.25%             | 2027-07-30      | Fixed         | 8.97%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                        | Ghana Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |  16111000 | PA      | $5920792.50   | 0.08%             | 2034-04-07      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                   | Egypt Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   9082000 | PA      | $7493303.90   | 0.11%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                   | Egypt Government International Bond                                                                                      | CUSIP: 03846JW48<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |  11093000 | PA      | $9152168.72   | 0.13%             | 2028-02-21      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| Government of Jamaica                    | Jamaica Government International Bond                                                                                    | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |   9950000 | PA      | $11632809.27  | 0.17%             | 2045-07-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                 | Terraform Global Operating LP                                                                                            | CUSIP: 000000000<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1318920.00   | 0.02%             | 2026-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-21

**Name of Applicant:** MFS SERIES TRUST X

**Signature:** Kasey Phillips

**Name of Signer:** Kasey Phillips

**Title:** Assistant Treasurer