# EDGAR Filing Document

**Accession Number:** 0001034106
**File Stem:** 0001034106-26-000048
**Filing Date:** 2026-6
**Character Count:** 245074
**Document Hash:** 2ae81339ffb9bc2705930b59ff83b79a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001034106-26-000048.hdr.sgml**: 20260623

**ACCESSION NUMBER**: 0001034106-26-000048

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260623

**DATE AS OF CHANGE**: 20260623

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08519
- **FILM NUMBER:** 261109310

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Warrendale

  - **State:** PA

  - **Foreign country:** US

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

  - **Telephone number:** 8003417400

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $809670909.25

**Total Liabilities:** $5231003.18

**Net Assets:** $804439906.07

**Cash Not Reported:** $6137425.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -134.598139000000 | **1-Year:** -4555.448209000000 | **5-Year:** -17247.504236000000 | **10-Year:** -27949.022371000000 | **30-Year:** -14696.624776000000

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

- **3-Month:** -1763.265731000000 | **1-Year:** -39157.221675000000 | **5-Year:** -143721.152644000000 | **10-Year:** -127266.120909000000 | **30-Year:** -32684.511249000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000169915 | 0.67%                | -2.94%               | 3.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2160305.28              | $-773943.27                                |
| Month 2  | $-473439.70              | $-24258947.13                              |
| Month 3  | $3694509.22              | $17689370.32                               |

**Designated Index Information**

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

- **Index Identifier:** BC2899USD

### Schedule of Portfolio Investments

| Name                                                              | Title                                                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO          | Argentine Republic Government International Bond                                                                       | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2030000 | PA      | $1807715.00   | 0.22%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                            | Gran Tierra Energy Inc                                                                                                 | CUSIP: 38500TAD3<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      887000 | PA      | $812855.67    | 0.10%             | 2031-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                           | Borr IHC Ltd / Borr Finance LLC                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      902913 | PA      | $948229.30    | 0.12%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                              | Raizen Fuels Finance SA                                                                                                | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $218250.00    | 0.03%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR, REPUBLIC OF - MINISTRY OF FINANCE                    | El Salvador Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1000000 | PA      | $906500.00    | 0.11%             | 2050-01-20      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                                            | Banco Nacional de Comercio Exterior SNC/Cayman Islands                                                                 | CUSIP: 000000000<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $1988935.40   | 0.25%             | 2031-08-11      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                   | Dominican Republic International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3350000 | PA      | $3274457.50   | 0.41%             | 2035-10-28      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| STILLWATER MINING CO                                              | Stillwater Mining Co                                                                                                   | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $993018.61    | 0.12%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                          | AZULE ENERGY FINANCE PLC                                                                                               | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $516171.50    | 0.06%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                                          | Banco BTG Pactual SA/Cayman Islands                                                                                    | CUSIP: 05971AAK7<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |      500000 | PA      | $511360.00    | 0.06%             | 2029-04-08      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BANCO BTG PACTUAL SA CAYMAN ISLANDS BRANCH                        | Banco BTG Pactual SA/Cayman Islands                                                                                    | CUSIP: 05971AAM3<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |     1450000 | PA      | $1431512.50   | 0.18%             | 2031-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                                           | Biocon Biologics Global PLC                                                                                            | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $504271.68    | 0.06%             | 2029-10-09      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Brazil Government International Bonds                             | Brazil Government International Bonds                                                                                  | CUSIP: 105756CG3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     4000000 | PA      | $4174800.00   | 0.52%             | 2031-03-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITY OF BUENOS AIRES                                              | Ciudad Autonoma De Buenos Aires/Government Bonds                                                                       | CUSIP: 11943HAD1<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |      630000 | PA      | $653039.10    | 0.08%             | 2033-11-26      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| Colombia Government International Bonds                           | Colombia Government International Bonds                                                                                | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      800000 | PA      | $694120.00    | 0.09%             | 2031-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                              | Colombia Government International Bond                                                                                 | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2387000 | PA      | $2366471.80   | 0.29%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                               | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | BR        |           1 | NC      | $22001.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                               | PURCHASED MXN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MX        |           1 | NC      | $30001.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                      | Ecopetrol SA                                                                                                           | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1500000 | PA      | $1111434.78   | 0.14%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FUTURE RETAIL LTD                                                 | Future Retail Ltd                                                                                                      | CUSIP: 36118EAA0<br>LEI: 335800XO19WYIUZC9H61 | Long             | DBT              | CORP              | IN        |      800000 | PA      | $2008.00      | 0.00%             | 2025-01-22      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                | Ghana Government International Bond                                                                                    | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       47200 | PA      | $46712.81     | 0.01%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IHS MAURITIUS NG HOLDCO                                           | IHS Netherlands Holdco BV                                                                                              | CUSIP: 44963LAC0<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |      824970 | PA      | $826184.74    | 0.10%             | 2027-09-18      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| INDUSTRIAL SUBORD TR 2.0                                          | Industrial Subordinated Trust 2 0                                                                                      | CUSIP: 456349AA7<br>LEI: 254900WSJBB5525DL518 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $406700.00    | 0.05%             | 2036-04-15      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                                 | Republic of Kenya Government International Bond                                                                        | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      800000 | PA      | $761109.99    | 0.09%             | 2038-10-09      | Fixed         | 8.80%                 | Yes           |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                           | Latam Airlines Group SA                                                                                                | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |     1300000 | PA      | $1327625.00   | 0.17%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                           | Latam Airlines Group SA                                                                                                | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |      550000 | PA      | $559625.00    | 0.07%             | 2031-01-07      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                               | Nigeria Government International Bond                                                                                  | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     4000000 | PA      | $4380149.48   | 0.54%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                               | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3000000 | PA      | $3055618.83   | 0.38%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds           | Republic of South Africa Government International Bond                                                                 | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1300000 | PA      | $1048663.25   | 0.13%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TOTAL PLAY TELECOM                                                | Total Play Telecomunicaciones SA de CV                                                                                 | CUSIP: 89157PAD0<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |      400000 | PA      | $374955.47    | 0.05%             | 2032-12-31      | Fixed         | 11.13%                | Yes           |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                  | Turkiye Government International Bond                                                                                  | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     7200000 | PA      | $6981505.06   | 0.87%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                                          | Turkiye Vakiflar Bankasi TAO                                                                                           | CUSIP: 90015WAM5<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |     1000000 | PA      | $1075777.78   | 0.13%             | 2028-10-12      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                 | Vedanta Resources Finance II PLC                                                                                       | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      950000 | PA      | $1013713.80   | 0.13%             | 2033-04-24      | Fixed         | 9.85%                 | Yes           |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                 | Vedanta Resources Finance II PLC                                                                                       | CUSIP: 92243XAN1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      750000 | PA      | $780719.21    | 0.10%             | 2032-10-15      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                           | WE Soda Investments Holding PLC                                                                                        | CUSIP: 92943TAA1<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     1400000 | PA      | $1418087.83   | 0.18%             | 2028-10-06      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| BONOS BANCO CENT ARGENT                                           | Bonos Para La Reconstruccion De Una Argentina Libre                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |      450000 | PA      | $384966.00    | 0.05%             | 2028-10-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                                               | Klabin Austria GmbH                                                                                                    | CUSIP: 000000000<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |     1000000 | PA      | $1023520.00   | 0.13%             | 2049-04-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                          | CT Trust                                                                                                               | CUSIP: 000000000<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |     2050000 | PA      | $1969916.75   | 0.24%             | 2032-02-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                              | Raizen Fuels Finance SA                                                                                                | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $220000.00    | 0.03%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                            | Dominican Republic International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2950000 | PA      | $2557502.50   | 0.32%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                               | Bangkok Bank PCL/Hong Kong                                                                                             | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     1750000 | PA      | $1663230.17   | 0.21%             | 2034-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| SHARJAH SUKUK PROGRAM                                             | Sharjah Sukuk Program Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300N3BQ9P6RRMVV02 | Long             | DBT              | NUSS              | KY        |      500000 | PA      | $492300.04    | 0.06%             | 2028-03-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                            | Nigeria Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1650000 | PA      | $1788337.14   | 0.22%             | 2031-01-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                          | Provincia de Buenos Aires/Government Bonds                                                                             | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     1400000 | PA      | $966000.00    | 0.12%             | 2037-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ZAMBIA, REPUBLIC OF - MINISTRY OF FINANCE                         | Zambia Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     1484857 | PA      | $1461358.34   | 0.18%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                             | Sri Lanka Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     4000000 | PA      | $3564701.92   | 0.44%             | 2033-03-15      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| AEROPUERTOS DOMINICANOS                                           | Aeropuertos Dominicanos Siglo XXI SA                                                                                   | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |      200000 | PA      | $207750.00    | 0.03%             | 2034-06-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                | Angolan Government International Bond                                                                                  | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1100000 | PA      | $1123162.47   | 0.14%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                | Angolan Government International Bond                                                                                  | CUSIP: 035198AL4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1500000 | PA      | $1594570.67   | 0.20%             | 2037-03-31      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                   | Antofagasta PLC                                                                                                        | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1063110.00   | 0.13%             | 2034-05-02      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO          | Argentine Republic Government International Bond                                                                       | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    12050000 | PA      | $9344775.00   | 1.16%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                          | Azul Secured Finance LLP                                                                                               | CUSIP: 05501WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1426000.00   | 0.18%             | 2031-02-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                                          | Banco do Brasil SA/Cayman                                                                                              | CUSIP: 059578AK0<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |      500000 | PA      | $510549.22    | 0.06%             | 2031-03-18      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                                    | Bancolombia SA                                                                                                         | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |     1000000 | PA      | $1068990.00   | 0.13%             | 2034-12-24      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| BENIN, REPUBLIC OF - MINISTRY OF FINANCE                          | Benin Government International Bond                                                                                    | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      800000 | PA      | $822205.33    | 0.10%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                               | Braskem Netherlands Finance BV                                                                                         | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $573750.00    | 0.07%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Brazil Government International Bonds                             | Brazil Government International Bonds                                                                                  | CUSIP: 105756CA6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1500000 | PA      | $1492125.00   | 0.19%             | 2029-05-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                             | Brazilian Government International Bond                                                                                | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     3000000 | PA      | $2221500.00   | 0.28%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                            | Brazilian Government International Bond                                                                                | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2459000 | PA      | $2468590.10   | 0.31%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                           | Colombia Government International Bonds                                                                                | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2400000 | PA      | $1980000.00   | 0.25%             | 2044-02-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                                          | Cia de Minas Buenaventura SAA                                                                                          | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |     1000000 | PA      | $1027680.00   | 0.13%             | 2032-02-04      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                        | Ivory Coast Government International Bond                                                                              | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2900000 | PA      | $3074733.53   | 0.38%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| CONGO, DEMOCRATIC REPUBLIC OF - MINISTRY OF FINANCE               | DRCONG 9.5 04/16/37 144A                                                                                               | CUSIP: 24811WAB4<br>LEI: 2138004PAH1DQEIMEW20 | Long             | DBT              | NUSS              | CD        |      900000 | PA      | $918372.48    | 0.11%             | 2037-04-16      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                | Dominican Republic International Bond                                                                                  | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      500000 | PA      | $520525.00    | 0.06%             | 2055-02-24      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                | Dominican Republic International Bond                                                                                  | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      500000 | PA      | $488725.00    | 0.06%             | 2035-10-28      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                    | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-22636.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                               | PURCHASED USD / SOLD CLP                                                                                               | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |           1 | NC      | $608.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                            | PURCHASED MYR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MY        |           1 | NC      | $-1186.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                     | PURCHASED AUD / SOLD CHF                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $14149.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                 | PURCHASED USD / SOLD CLP                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $10070.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                            | PURCHASED CLP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CL        |           1 | NC      | $-10795.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                                | FS Luxembourg Sarl                                                                                                     | CUSIP: 30315XAE4<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $463437.50    | 0.06%             | 2036-02-11      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                | Ghana Government International Bond                                                                                    | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     2999325 | PA      | $2933002.67   | 0.36%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ALDAR PROPERTIES PJSC                                             | Aldar Properties PJSC                                                                                                  | CUSIP: 013917AA7<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              | CORP              | AE        |     1200000 | PA      | $1138571.22   | 0.14%             | 2056-04-14      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GREENKO POWER II LTD                                              | Greenko Power II Ltd                                                                                                   | CUSIP: 39530MAA6<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |      684000 | PA      | $654132.22    | 0.08%             | 2028-12-13      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                                  | Grupo Nutresa SA                                                                                                       | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |     1300000 | PA      | $1449344.00   | 0.18%             | 2035-05-12      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                               | Avianca Midco 2 PLC                                                                                                    | CUSIP: 05369YAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      800000 | PA      | $746000.00    | 0.09%             | 2031-01-28      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Azul SA                                                           | Azul SA                                                                                                                | CUSIP: 05501U601<br>LEI: 549300Z0MWZ57Q9RR205 | Long             | EC               | CORP              | BR        |         354 | NS      | $3009.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BARBADOS GOVT OF                                                  | Barbados Government International Bond                                                                                 | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      400000 | PA      | $428440.00    | 0.05%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Brazil Government International Bonds                             | Brazilian Government International Bond                                                                                | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     4450000 | PA      | $4489160.00   | 0.56%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD (NEW)                                             | IHS Holding Ltd                                                                                                        | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     1100000 | PA      | $1151599.50   | 0.14%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                          | Israel Electric Corp Ltd                                                                                               | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |      100000 | PA      | $98400.33     | 0.01%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                                             | Brazil Minas SPE via State of Minas Gerais                                                                             | CUSIP: 105860AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      156000 | PA      | $157162.20    | 0.02%             | 2028-02-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                           | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                        | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      594804 | PA      | $637833.06    | 0.08%             | 2039-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                                 | Ivanhoe Mines Ltd                                                                                                      | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $204050.89    | 0.03%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                   | MV24 Capital BV                                                                                                        | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      242910 | PA      | $244614.27    | 0.03%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Colombia Government International Bonds                           | Colombia Government International Bond                                                                                 | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1600000 | PA      | $1644000.00   | 0.20%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                        | Ivory Coast Government International Bond                                                                              | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     3400000 | PA      | $3641412.21   | 0.45%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MARCOBRE SAC                                                      | Marcobre SAC                                                                                                           | CUSIP: 56625AAA2<br>LEI: 254900BORIUZFCM1XB72 | Long             | DBT              | CORP              | PE        |      900000 | PA      | $888075.00    | 0.11%             | 2036-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                               | Nigeria Government International Bond                                                                                  | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     2000000 | PA      | $2137173.84   | 0.27%             | 2029-03-24      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                       | Petrobras Global Finance BV                                                                                            | CUSIP: 71647NBL2<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     4100000 | PA      | $4153812.50   | 0.52%             | 2035-01-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                       | Petrobras Global Finance BV                                                                                            | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     5300000 | PA      | $5259190.00   | 0.65%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                      | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4625000 | PA      | $3854706.25   | 0.48%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                              | Petronas Capital Ltd                                                                                                   | CUSIP: 716743AR0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      200000 | PA      | $173855.25    | 0.02%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                              | Provincia de Cordoba                                                                                                   | CUSIP: 74408DAG9<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     1600000 | PA      | $1546000.00   | 0.19%             | 2035-02-03      | Fixed         | 8.60%                 | Yes           |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                           | Sasol Financing USA LLC                                                                                                | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $2011892.90   | 0.25%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds           | Republic of South Africa Government International Bond                                                                 | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1800000 | PA      | $1787370.86   | 0.22%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                          | Republic of South Africa Government International Bond                                                                 | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2100000 | PA      | $2000464.20   | 0.25%             | 2037-12-11      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                              | Telecom Argentina SA                                                                                                   | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     1600000 | PA      | $1701344.00   | 0.21%             | 2033-05-28      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| TELEKOM SRBIJA AD                                                 | Telecommunications co Telekom Srbija AD Belgrade                                                                       | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |      300000 | PA      | $301540.87    | 0.04%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                | PURCHASED CLP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |           1 | NC      | $-5091.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                 | PURCHASED USD / SOLD MYR                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $5227.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                            | PURCHASED COP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CO        |           1 | NC      | $-11722.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                           | PURCHASED MXN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |           1 | NC      | $-6060.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                                             | Teva Pharmaceutical Finance Co LLC                                                                                     | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209733.71    | 0.03%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                            | Turkey Government International Bond                                                                                   | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     5500000 | PA      | $6228271.56   | 0.77%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                            | PURCHASED EGP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | EG        |           1 | NC      | $-11093.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                      | Ecopetrol SA                                                                                                           | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1900000 | PA      | $2041860.99   | 0.25%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                | Ghana Government International Bond                                                                                    | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      198736 | PA      | $175040.72    | 0.02%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J&F LUXEMBOURG FINANCE                                            | J&F LUXEMBOURG FINANCE SARL                                                                                            | CUSIP: 46594TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      500000 | PA      | $496520.00    | 0.06%             | 2033-04-23      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bonds                            | Turkey Government International Bond                                                                                   | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2000000 | PA      | $2209710.50   | 0.27%             | 2030-07-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                  | Turkiye Government International Bond                                                                                  | CUSIP: 900123DS6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     5000000 | PA      | $4850000.00   | 0.60%             | 2036-11-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MERSIN ULUSLARARASI LIMA                                          | Mersin Uluslararasi Liman Isletmeciligi AS                                                                             | CUSIP: 590454AC8<br>LEI: 635400DAFN6NT43HM530 | Long             | DBT              | CORP              | TR        |      500000 | PA      | $517367.68    | 0.06%             | 2028-11-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                                | Mongolia Government International Bond                                                                                 | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      700000 | PA      | $719200.18    | 0.09%             | 2030-02-25      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| NAVOI MINING AND METALLURGICAL CO JSC                             | Navoi Mining & Metallurgical Combinat                                                                                  | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     2500000 | PA      | $2571894.13   | 0.32%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)       | Nigeria Government International Bond                                                                                  | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     5650000 | PA      | $5777184.38   | 0.72%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                               | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2850000 | PA      | $2292949.55   | 0.29%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                               | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      750000 | PA      | $764175.00    | 0.09%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                                | Bahrain Government International Bond                                                                                  | CUSIP: 05675M2G8<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     2600000 | PA      | $2376087.58   | 0.30%             | 2033-01-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                  | TURKEY 6.375 05/22/31                                                                                                  | CUSIP: 900123DV9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2400000 | PA      | $2378791.66   | 0.30%             | 2031-05-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                        | Ukraine Government International Bond                                                                                  | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2575651 | PA      | $1555141.55   | 0.19%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                      | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     7000000 | PA      | $6406296.47   | 0.80%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                               | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1000000 | PA      | $1172450.00   | 0.15%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                                          | Banco do Brasil SA/Cayman                                                                                              | CUSIP: 05959LAJ2<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |      300000 | PA      | $298575.00    | 0.04%             | 2031-10-23      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO   | Colombia Government International Bond                                                                                 | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1600000 | PA      | $1675200.00   | 0.21%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                          | Corp Financiera de Desarrollo SA                                                                                       | CUSIP: 21987DAG9<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |      750000 | PA      | $775575.00    | 0.10%             | 2029-04-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                             | Costa Rica Government International Bond                                                                               | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     3350000 | PA      | $3768750.00   | 0.47%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| PRIO LUX HLD SARL                                                 | PRIO Luxembourg Holding Sarl                                                                                           | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |      800000 | PA      | $799624.00    | 0.10%             | 2030-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                              | Provincia de Cordoba                                                                                                   | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      562000 | PA      | $584480.00    | 0.07%             | 2032-07-02      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO          | Argentine Republic Government International Bond                                                                       | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1584091 | PA      | $1112823.86   | 0.14%             | 2046-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                             | Brazilian Government International Bond                                                                                | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     3600000 | PA      | $3056760.00   | 0.38%             | 2047-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds           | Republic of South Africa Government International Bond                                                                 | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1000000 | PA      | $745976.72    | 0.09%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                     | Republic of South Africa Government International Bond                                                                 | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      500000 | PA      | $522283.60    | 0.06%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                | Dominican Republic International Bond                                                                                  | CUSIP: 25714PCF3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1500000 | PA      | $1604700.00   | 0.20%             | 2044-04-30      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                | Dominican Republic International Bond                                                                                  | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2800000 | PA      | $2792300.00   | 0.35%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ACCESS BANK PLC                                                   | Access Bank PLC                                                                                                        | CUSIP: 00434G2C3<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |      600000 | PA      | $599749.46    | 0.07%             | 2026-10-07      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                            | Egypt Government International Bond                                                                                    | CUSIP: 03846JAE0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      900000 | PA      | $870063.32    | 0.11%             | 2033-09-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                            | Egypt Government International Bond                                                                                    | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1600000 | PA      | $1635779.31   | 0.20%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                            | Egypt Government International Bond                                                                                    | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      700000 | PA      | $687549.79    | 0.09%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                            | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $28032.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                 | PURCHASED USD / SOLD ZAR                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $6855.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                                | Bahrain Government International Bond                                                                                  | CUSIP: 05675M2C7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     1000000 | PA      | $1023132.45   | 0.13%             | 2030-05-14      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                                          | Banco de Credito e Inversiones SA                                                                                      | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |      500000 | PA      | $537290.00    | 0.07%             | 2029-05-08      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SOVCOM CAPITAL DAC                                                | Sovcombank Via SovCom Capital DAC                                                                                      | CUSIP: 84605LAD8<br>LEI: 635400EQFFCXMNLYU680 | Long             | DBT              | CORP              | IE        |     1800000 | PA      | $90000.00     | 0.01%             | N/A             | Fixed         | 7.60%                 | No            |                  3 | On Loan: No      |
| Turkiye Government International Bonds                            | Turkey Government International Bond                                                                                   | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     4200000 | PA      | $3257066.69   | 0.40%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANCO BRADESCO (CAYMAN)                                           | Banco Bradesco SA/Cayman Islands                                                                                       | CUSIP: 05947KBB5<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |     2200000 | PA      | $2285800.00   | 0.28%             | 2030-01-22      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Brazil Government International Bonds                             | Brazilian Government International Bond                                                                                | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1700000 | PA      | $1720400.00   | 0.21%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                           | Colombia Government International Bond                                                                                 | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2700000 | PA      | $2901150.00   | 0.36%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                              | Colombia Government International Bond                                                                                 | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      275000 | PA      | $274037.50    | 0.03%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                               | Turkiye Government International Bond                                                                                  | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     7500000 | PA      | $7374849.53   | 0.92%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                | Ukraine Government International Bond                                                                                  | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1028864 | PA      | $609379.95    | 0.08%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                           | PURCHASED EGP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | EG        |           1 | NC      | $-69267.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                               | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |           1 | NC      | $-162840.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                | PURCHASED USD / SOLD CLP                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $3466.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                        | First Quantum Minerals Ltd                                                                                             | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     2350000 | PA      | $2472176.50   | 0.31%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                           | PURCHASED USD / SOLD INR                                                                                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $8723.30      | 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      | $-2573.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                          | First Quantum Minerals Ltd                                                                                             | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $308659.80    | 0.04%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                          | First Quantum Minerals Ltd                                                                                             | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $295107.84    | 0.04%             | 2036-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CITY OF BUENOS AIRES                                              | Autonomous City of Buenos Aires Argentina                                                                              | CUSIP: 11942GAD4<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |      719369 | PA      | $728598.81    | 0.09%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CAIXA ECONOMICA FEDERAL                                           | Caixa Economica Federal                                                                                                | CUSIP: 12804DAA2<br>LEI: 254900EX2KZ57WQ1PL07 | Long             | DBT              | CORP              | BR        |     1000000 | PA      | $1014625.00   | 0.13%             | 2030-05-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                | Grupo Televisa SAB                                                                                                     | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     4250000 | PA      | $2843361.90   | 0.35%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                                  | Pampa Energia SA                                                                                                       | CUSIP: 697660AF5<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |     1100000 | PA      | $1154065.00   | 0.14%             | 2034-12-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHUBUT, PROVINCE OF                                               | CHUBUT 9.45 04/29/36 144A                                                                                              | CUSIP: 17127LAB1<br>LEI: 529900V5CYYSD8ADKQ03 | Long             | DBT              | NUSS              | AR        |      800000 | PA      | $824000.00    | 0.10%             | 2036-04-29      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO   | Colombia Government International Bonds                                                                                | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1000000 | PA      | $967950.00    | 0.12%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                           | Colombia Government International Bond                                                                                 | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2350000 | PA      | $1997500.00   | 0.25%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                           | Colombia Government International Bond                                                                                 | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     3400000 | PA      | $3581900.00   | 0.45%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                | Dominican Republic International Bond                                                                                  | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2650000 | PA      | $2497492.50   | 0.31%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                                | PURCHASED CLP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |           1 | NC      | $12764.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                            | PURCHASED ZAR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | ZA        |           1 | NC      | $-8853.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                      | Ecopetrol SA                                                                                                           | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2500000 | PA      | $2520732.50   | 0.31%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BONOS BANCO CENT ARGENT                                           | Bonos Para La Reconstruccion De Una Argentina Libre                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     2900000 | PA      | $2804300.00   | 0.35%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                          | Israel Electric Corp Ltd                                                                                               | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |      400000 | PA      | $370937.30    | 0.05%             | 2032-02-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                | Ghana Government International Bond                                                                                    | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     4053200 | PA      | $3714856.45   | 0.46%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                                 | Kenya Government International Bond                                                                                    | CUSIP: 491798AL8<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      600000 | PA      | $520700.08    | 0.06%             | 2034-01-23      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                      | Ecopetrol SA                                                                                                           | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2300000 | PA      | $2441364.90   | 0.30%             | 2029-01-19      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                      | Ecopetrol SA                                                                                                           | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     3350000 | PA      | $3474432.60   | 0.43%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                               | Nigeria Government International Bond                                                                                  | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1000000 | PA      | $1102917.58   | 0.14%             | 2046-01-13      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                      | Petroleos Mexicanos                                                                                                    | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3200000 | PA      | $3090461.76   | 0.38%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                          | Petrobras Global Finance BV                                                                                            | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     4000000 | PA      | $4000400.00   | 0.50%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                              | Raizen Fuels Finance SA                                                                                                | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     1000000 | PA      | $533661.94    | 0.07%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                           | Bahamas Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     2700000 | PA      | $3015900.00   | 0.37%             | 2032-10-15      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| ESC GCBREGS CREDITO RE                                            | ESC GCBREGS CREDITO RE                                                                                                 | CUSIP: 000000000<br>LEI: 549300W2IL7TPPCTKL39 | Long             | DBT              | CORP              | MX        |     3110000 | PA      | $8086.00      | 0.00%             | 2099-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                               | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1250000 | PA      | $1100773.25   | 0.14%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                               | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      500000 | PA      | $500143.90    | 0.06%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                      | AES Andes SA                                                                                                           | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      500000 | PA      | $526672.55    | 0.07%             | 2055-06-10      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                     | Egypt Government International Bond                                                                                    | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1300000 | PA      | $1372261.41   | 0.17%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO          | Argentine Republic Government International Bond                                                                       | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     9500000 | PA      | $6545500.00   | 0.81%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO GENERAL SA                                                  | Banco General SA                                                                                                       | CUSIP: 059597AF1<br>LEI: 549300B5C08LGDFB7205 | Long             | DBT              | CORP              | PA        |      216000 | PA      | $206280.00    | 0.03%             | 2031-05-07      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BENIN, REPUBLIC OF - MINISTRY OF FINANCE                          | Benin Government International Bond                                                                                    | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      200000 | PA      | $207916.58    | 0.03%             | 2041-01-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| RWANDA, REPUBLIC OF - MINISTRY OF FINANCE AND ECONOMIC PLANNING   | Rwanda International Government Bond                                                                                   | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |      900000 | PA      | $839426.59    | 0.10%             | 2031-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE           | Venezuela Government International Bond                                                                                | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      500000 | PA      | $260000.00    | 0.03%             | 2034-01-13      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                                  | DP World Ltd/United Arab Emirates                                                                                      | CUSIP: 23330JAC5<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     1200000 | PA      | $967353.24    | 0.12%             | 2049-09-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                                          | Digicel International Finance Ltd / Difl US LLC                                                                        | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     2600000 | PA      | $2706719.60   | 0.34%             | 2032-08-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| BONOS BANCO CENT ARGENT                                           | Bonos Para La Reconstruccion De Una Argentina Libre                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     4360000 | PA      | $4218779.60   | 0.52%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                             | Argentina Bonar Bonds                                                                                                  | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     6300000 | PA      | $4798080.00   | 0.60%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                | Dominican Republic International Bond                                                                                  | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1000000 | PA      | $960500.00    | 0.12%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                   | Dominican Republic International Bond                                                                                  | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2800000 | PA      | $2427460.00   | 0.30%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                               | PURCHASED CLP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | CL        |           1 | NC      | $-7127.79     | -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      | $7547.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                            | PURCHASED ZAR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $34946.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                     | PURCHASED USD / SOLD MXN                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $1892.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                    | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $3125.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                      | Ecopetrol SA                                                                                                           | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     4000000 | PA      | $3080382.64   | 0.38%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                  | TURKEY GOVERNMENT INTERNATIONAL BOND                                                                                   | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     5000000 | PA      | $3629066.80   | 0.45%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Unifin Financiera SAB de CV                                       | Unifin Financiera SAB de CV                                                                                            | CUSIP: 000000000<br>LEI: 5493007GRMPGDJG93Z17 | Long             | EC               | CORP              | MX        |       67865 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EMBRAER NETHERLANDS FINANCE BV                                    | Embraer Netherlands Finance BV                                                                                         | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     2100000 | PA      | $2043300.00   | 0.25%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                             | Guatemala Government Bond                                                                                              | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      600000 | PA      | $599640.00    | 0.07%             | 2050-06-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS, GOVERNMENT OF                                           | Honduras Government International Bond                                                                                 | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     2250000 | PA      | $2579782.50   | 0.32%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                                                 | InRetail Consumer                                                                                                      | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |      850000 | PA      | $821335.04    | 0.10%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                           | El Salvador Government International Bond                                                                              | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1500000 | PA      | $1605060.00   | 0.20%             | 2030-04-17      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                           | El Salvador Government International Bond                                                                              | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      650000 | PA      | $730470.00    | 0.09%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           |                  2 | On Loan: No      |
| Jamaica Government International Bonds                            | Jamaica Government International Bonds                                                                                 | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |     2960000 | PA      | $3567096.00   | 0.44%             | 2039-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                                 | MC Brazil Downstream Trading SARL                                                                                      | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |     2038937 | PA      | $1908083.39   | 0.24%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                                               | Energuate Trust 2 0                                                                                                    | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |      500000 | PA      | $501824.79    | 0.06%             | 2035-09-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| BOLIVIA GOVERNMENT                                                | Bolivian Government International Bond                                                                                 | CUSIP: 29731QAC1<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |      333350 | PA      | $321722.75    | 0.04%             | 2028-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds                            | Dominican Republic International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1200000 | PA      | $1202640.00   | 0.15%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BOLIVIA GOVERNMENT                                                | Bolivian Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |     1300000 | PA      | $1252940.00   | 0.16%             | 2030-03-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                             | Minerva Luxembourg SA                                                                                                  | CUSIP: 603374AK5<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     1300000 | PA      | $1279564.00   | 0.16%             | 2036-04-22      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHOSPHATES SA                                | OCP SA                                                                                                                 | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     3800000 | PA      | $3050118.26   | 0.38%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                               | Petroleos Mexicanos                                                                                                    | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     5450000 | PA      | $5471173.25   | 0.68%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                          | Petrobras Global Finance BV                                                                                            | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     2300000 | PA      | $1890952.82   | 0.24%             | 2051-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                                          | Kingston Airport Revenue Finance Ltd                                                                                   | CUSIP: 000000000<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |      700000 | PA      | $712950.00    | 0.09%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds                        | El Salvador Government International Bonds                                                                             | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     3650000 | PA      | $3736870.00   | 0.46%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                      | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4450000 | PA      | $4356349.75   | 0.54%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                              | Raizen Fuels Finance SA                                                                                                | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $274125.00    | 0.03%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                             | Guatemala Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     3000000 | PA      | $3032400.00   | 0.38%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INSTITUTO COSTARRICENSE                                           | Instituto Costarricense de Electricidad                                                                                | CUSIP: 000000000<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | CORP              | CR        |      850000 | PA      | $836170.50    | 0.10%             | 2043-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                             | Guatemala Government Bond                                                                                              | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     4500000 | PA      | $4659300.00   | 0.58%             | 2031-08-06      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| HTA GROUP LTD                                                     | HTA Group Ltd/Mauritius                                                                                                | CUSIP: 40435WAD2<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      600000 | PA      | $611138.92    | 0.08%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                              | Samarco Mineracao SA                                                                                                   | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     5336720 | PA      | $5357485.18   | 0.67%             | 2031-06-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                                                  | Simpar Europe SA                                                                                                       | CUSIP: 82883PAA2<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $432350.00    | 0.05%             | 2031-01-26      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| TELECOM OF TRIN & TOBAGO                                          | Telecommunications Services of Trinidad & Tobago Ltd                                                                   | CUSIP: 000000000<br>LEI: 5299007N4G3EZWXAMB76 | Long             | DBT              | CORP              | TT        |      650000 | PA      | $664286.99    | 0.08%             | 2029-10-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                              | YPF SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      600000 | PA      | $641103.00    | 0.08%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                                  | Movida Europe SA                                                                                                       | CUSIP: 62459LAC3<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |      800000 | PA      | $796744.00    | 0.10%             | 2029-04-11      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION OIL SA                                              | Constellation Oil Services Holding SA                                                                                  | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $630600.00    | 0.08%             | 2029-11-07      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                          | Republic of South Africa Government International Bond                                                                 | CUSIP: 836205AZ7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      600000 | PA      | $521357.46    | 0.06%             | 2048-06-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                                             | Suzano Netherlands BV                                                                                                  | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     1315000 | PA      | $1288930.13   | 0.16%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                            | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     1000000 | PA      | $989205.80    | 0.12%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                                 | MC Brazil Downstream Trading SARL                                                                                      | CUSIP: 000000000<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |      815552 | PA      | $763211.59    | 0.09%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ORAZUL ENERGY PERU SA                                             | Orazul Energy Peru SA                                                                                                  | CUSIP: 685948AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |      275000 | PA      | $277880.94    | 0.03%             | 2032-09-17      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                | Panama Government International Bond                                                                                   | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1500000 | PA      | $1508250.00   | 0.19%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| COLOMBIA TELECOMUNICACIO                                          | Colombia Telecomunicaciones SA ESP                                                                                     | CUSIP: 000000000<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | CO        |      600000 | PA      | $563505.00    | 0.07%             | 2030-07-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                       | Corp Nacional del Cobre de Chile                                                                                       | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     2500000 | PA      | $2655000.00   | 0.33%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                                           | Acu Petroleo Luxembourg Sarl                                                                                           | CUSIP: 00110RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      421819 | PA      | $432645.82    | 0.05%             | 2032-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AXIAN TELE HOLD PLC                                               | Axian Telecom Holding & Management PLC                                                                                 | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |     1200000 | PA      | $1211898.34   | 0.15%             | 2030-07-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                               | PETROLEOS MEXICANOS                                                                                                    | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4550000 | PA      | $3835549.35   | 0.48%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SANTA FE, PROVINCE OF                                             | Province of Santa Fe                                                                                                   | CUSIP: 74409AAE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |      750000 | PA      | $735000.00    | 0.09%             | 2034-12-11      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                                | Bahrain Government International Bond                                                                                  | CUSIP: 05675M2D5<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     3200000 | PA      | $2967807.65   | 0.37%             | 2032-09-16      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Colombia Government International Bonds                           | Colombia Government International Bonds                                                                                | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      400000 | PA      | $361600.00    | 0.04%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                            | Egypt Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      500000 | PA      | $576417.62    | 0.07%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                              | Egypt Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1100000 | PA      | $1044915.99   | 0.13%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                           | Romanian Government International Bond                                                                                 | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      300000 | PA      | $303050.14    | 0.04%             | 2034-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SCOTIABANK PERU SA                                                | Scotiabank Peru SAA                                                                                                    | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |     1900000 | PA      | $1952250.00   | 0.24%             | 2035-10-01      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                                 | Trinidad & Tobago Government International Bond                                                                        | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      500000 | PA      | $508750.00    | 0.06%             | 2036-01-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                          | Turkcell Iletisim Hizmetleri AS                                                                                        | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     3000000 | PA      | $3101370.12   | 0.39%             | 2030-01-24      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds                            | Dominican Republic International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1400000 | PA      | $1396150.00   | 0.17%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                             | Guatemala Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1000000 | PA      | $1007000.00   | 0.13%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                | PURCHASED MXN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |           1 | NC      | $2592.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                                  | Grupo Nutresa SA                                                                                                       | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |     1000000 | PA      | $1056260.34   | 0.13%             | 2030-05-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bonds                            | Turkey Government International Bond                                                                                   | CUSIP: 900123AY6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     3500000 | PA      | $3426747.91   | 0.43%             | 2036-03-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                            | Turkey Government International Bond                                                                                   | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2000000 | PA      | $1717474.62   | 0.21%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENIN, REPUBLIC OF - MINISTRY OF FINANCE                          | Benin Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     1300000 | PA      | $1374881.95   | 0.17%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                         | CBB International Sukuk Programme Co. WLL                                                                              | CUSIP: 000000000<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |     1000000 | PA      | $931282.57    | 0.12%             | 2029-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARLIK KIRALAMA AS                            | Hazine Mustesarligi Varlik Kiralama AS                                                                                 | CUSIP: 421790AN6<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |     1500000 | PA      | $1523580.74   | 0.19%             | 2030-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                                             | Investment Energy Resources Ltd                                                                                        | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |     1400000 | PA      | $1399853.81   | 0.17%             | 2029-04-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                               | Republic of Turkiye                                                                                                    | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2500000 | PA      | $2408937.83   | 0.30%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                             | Mexico Government International Bond                                                                                   | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      300000 | PA      | $296151.00    | 0.04%             | 2034-02-09      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                 | Vedanta Resources Finance II PLC                                                                                       | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $744193.76    | 0.09%             | 2029-09-17      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                          | Volcan Cia Minera SAA                                                                                                  | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      730000 | PA      | $754995.20    | 0.09%             | 2032-10-28      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                      | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3150000 | PA      | $3374217.00   | 0.42%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                           | Teva Pharmaceutical Finance Netherlands III BV                                                                         | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $225837.80    | 0.03%             | 2031-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI                                          | Yinson Bergenia Production BV                                                                                          | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |     1036035 | PA      | $1111672.81   | 0.14%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                                             | Zorlu Enerji Elektrik Uretim AS                                                                                        | CUSIP: 98977LAA4<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $178053.48    | 0.02%             | 2030-04-23      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                        | Ukraine Government International Bond                                                                                  | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      529527 | PA      | $335186.02    | 0.04%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                             | Mexico Government International Bond                                                                                   | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      300000 | PA      | $295905.00    | 0.04%             | 2038-02-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                   | Long: SP310ZAV4 CDS USD R F  1.00000 SP310ZAV4_FEE CCPCDX / Short: SP310ZAV4 CDS USD P V 03MEVENT SP310ZAV4_PRO CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    17000000 | OU      | $-470039.80   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                         | Petroleos de Venezuela SA                                                                                              | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |      900000 | PA      | $426375.00    | 0.05%             | 2035-05-17      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| TELEFONICA MOVILES CHILE                                          | Telefonica Moviles Chile SA                                                                                            | CUSIP: 000000000<br>LEI: 549300PDWJ2U6A15B785 | Long             | DBT              | CORP              | CL        |     1500000 | PA      | $1180050.00   | 0.15%             | 2031-11-18      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BONOS BANCO CENT ARGENT                                           | Bonos Para La Reconstruccion De Una Argentina Libre                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |      800000 | PA      | $791040.00    | 0.10%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL BANK OF NIGERIA                                           | NGOMOB 0 06/30/26 252D                                                                                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |  6000000000 | PA      | $4226558.88   | 0.53%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                             | Guatemala Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1250000 | PA      | $1360750.00   | 0.17%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                             | Petroleos del Peru SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |      600000 | PA      | $486396.00    | 0.06%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL SA                                                     | Pluspetrol SA                                                                                                          | CUSIP: 72942BAA3<br>LEI: 254900QSCHBUBX6J6H71 | Long             | DBT              | CORP              | AR        |      300000 | PA      | $312893.35    | 0.04%             | 2032-05-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TOTAL PLAY TELECOM                                                | Total Play Telecomunicaciones SA de CV                                                                                 | CUSIP: 89157PAA6<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |      760000 | PA      | $751172.60    | 0.09%             | 2028-12-31      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE           | Venezuela Government International Bond                                                                                | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      850000 | PA      | $445400.00    | 0.06%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC 04/21 8.25                                      | LEBANESE REPUBLIC 04/21 8.25                                                                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | US        |     3800000 | PA      | $1006050.00   | 0.13%             | 2099-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                                               | Klabin Austria GmbH                                                                                                    | CUSIP: 000000000<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |      800000 | PA      | $726026.40    | 0.09%             | 2031-01-12      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                   | MARB BondCo PLC                                                                                                        | CUSIP: 000000000<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $896906.20    | 0.11%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                              | Raizen Fuels Finance SA                                                                                                | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     1095000 | PA      | $587193.75    | 0.07%             | 2027-01-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                | Dominican Republic International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     5500000 | PA      | $5183475.00   | 0.64%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                             | Costa Rica Government International Bond                                                                               | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      500000 | PA      | $479950.00    | 0.06%             | 2043-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                               | Honduras Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     1000000 | PA      | $993530.00    | 0.12%             | 2030-06-24      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NEMAK SAB DE CV                                                   | Nemak SAB de CV                                                                                                        | CUSIP: 000000000<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |      500000 | PA      | $425173.50    | 0.05%             | 2031-06-28      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                              | Paraguay Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1500000 | PA      | $1554750.00   | 0.19%             | 2033-08-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                | Ukraine Government International Bond                                                                                  | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1472198 | PA      | $749054.17    | 0.09%             | 2035-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                        | Ukraine Government International Bond                                                                                  | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     3816700 | PA      | $2924910.45   | 0.36%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                                  | Transnet SOC Ltd                                                                                                       | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |      600000 | PA      | $626678.81    | 0.08%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                            | Turkey Government International Bond                                                                                   | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     4900000 | PA      | $4299525.78   | 0.53%             | 2045-02-17      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                            | Turkey Government International Bond                                                                                   | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     3000000 | PA      | $3136970.88   | 0.39%             | 2029-04-26      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                            | Turkey Government International Bond                                                                                   | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2500000 | PA      | $2450734.03   | 0.30%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                                 | Trinidad & Tobago Government International Bond                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      750000 | PA      | $759375.00    | 0.09%             | 2031-01-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BRASKEM AMERICA FINANCE                                           | Braskem America Finance Co                                                                                             | CUSIP: 000000000<br>LEI: 254900QMQAJ26H49CL75 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $768656.25    | 0.10%             | 2041-07-22      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR, REPUBLIC OF - MINISTRY OF FINANCE                    | El Salvador Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      600000 | PA      | $632280.00    | 0.08%             | 2032-04-10      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                         | Petroleos de Venezuela SA                                                                                              | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |     1100000 | PA      | $416900.00    | 0.05%             | 2037-04-12      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SRI REJEKI ISMAN TBK PT                                           | Sri Rejeki Isman Tbk PT                                                                                                | CUSIP: 000000000<br>LEI: 254900TBASD7T48GQU02 | Long             | DBT              | CORP              | ID        |     1200000 | PA      | $36000.00     | 0.00%             | 2025-01-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                 | Lebanon Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     1700000 | PA      | $425000.00    | 0.05%             | 2022-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                            | Turkey Government International Bond                                                                                   | CUSIP: 900123DD9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1500000 | PA      | $1459241.75   | 0.18%             | 2033-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                            | Turkey Government International Bond                                                                                   | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1000000 | PA      | $1089610.62   | 0.14%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                             | Mexico Government International Bonds                                                                                  | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      350000 | PA      | $362250.00    | 0.05%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                             | Vale Overseas Ltd                                                                                                      | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      500000 | PA      | $479669.45    | 0.06%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                          | Vista Energy Argentina SAU                                                                                             | CUSIP: 000000000<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |      800000 | PA      | $825000.00    | 0.10%             | 2035-12-10      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                              | YPF SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      500000 | PA      | $531225.00    | 0.07%             | 2031-09-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                       | Ivory Coast Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      800000 | PA      | $780970.98    | 0.10%             | 2033-06-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Bahrain Government International Bonds                            | Bahrain Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     1000000 | PA      | $1001840.60   | 0.12%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                  | Turkiye Government International Bond                                                                                  | CUSIP: 900123DU1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     8800000 | PA      | $8427916.55   | 1.05%             | 2038-01-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                        | Ukraine Government International Bond                                                                                  | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1393498 | PA      | $709276.69    | 0.09%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                              | Egypt Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1100000 | PA      | $949596.14    | 0.12%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                              | Egypt Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1600000 | PA      | $1607773.10   | 0.20%             | 2028-02-21      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                              | YPF SA                                                                                                                 | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      985000 | PA      | $1052477.43   | 0.13%             | 2031-01-17      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                                          | Yinson Boronia Production BV                                                                                           | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |     2331504 | PA      | $2582935.07   | 0.32%             | 2042-07-31      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                        | Hungary Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   180000000 | PA      | $518044.22    | 0.06%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                                                     | OTP Bank Nyrt                                                                                                          | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |     1500000 | PA      | $1582965.03   | 0.20%             | 2033-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                           | Romanian Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $502278.50    | 0.06%             | 2035-10-29      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CHINA GRT WALL INTL III                                           | CHINA GREAT WA 3.875 8/27                                                                                              | CUSIP: 000000000<br>LEI: 254900Z04YK19SP3M967 | Long             | DBT              | CORP              | VG        |     1100000 | PA      | $1090384.87   | 0.14%             | 2027-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MASHREQBANK PSC                                                   | Mashreqbank PSC                                                                                                        | CUSIP: 000000000<br>LEI: 5493000SA3K24EQKA103 | Long             | DBT              | CORP              | AE        |     1000000 | PA      | $1037200.00   | 0.13%             | 2033-02-24      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                                        | Akbank TAS                                                                                                             | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     1600000 | PA      | $1621585.30   | 0.20%             | 2035-09-04      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                          | Republic of South Africa Government International Bond                                                                 | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2000000 | PA      | $1905432.00   | 0.24%             | 2037-12-11      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS COMPANY LTD                               | Country Garden Holdings Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |      824763 | PA      | $88167.16     | 0.01%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| YACIMIENTOS PETROLIFEROS FISCALES SA                              | YPF SA                                                                                                                 | CUSIP: 984245AV2<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     2050000 | PA      | $2115897.25   | 0.26%             | 2029-06-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                          | Yapi ve Kredi Bankasi AS                                                                                               | CUSIP: 984848AT8<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |      500000 | PA      | $511505.91    | 0.06%             | 2029-10-10      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| BRF SA                                                            | BRF SA                                                                                                                 | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |     1900000 | PA      | $1819316.31   | 0.23%             | 2030-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                            | Orbia Advance Corp SAB de CV                                                                                           | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      450000 | PA      | $332619.10    | 0.04%             | 2048-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                       | Lebanon Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     1000000 | PA      | $251250.00    | 0.03%             | 2023-01-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)       | Nigeria Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1750000 | PA      | $1710513.26   | 0.21%             | 2047-11-28      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bonds                            | Nigeria Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1000000 | PA      | $1032961.17   | 0.13%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                          | OCP SA                                                                                                                 | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1500000 | PA      | $1381788.60   | 0.17%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                          | Sri Lanka Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     1590000 | PA      | $1518139.30   | 0.19%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AL RAJHI SUKUK LTD                                                | Al Rajhi Sukuk Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300FHETHK3XGY8N60 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $989240.86    | 0.12%             | 2036-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK OF CHINA                                            | Industrial & Commercial Bank of China Ltd                                                                              | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |     2500000 | PA      | $2489175.50   | 0.31%             | 2026-09-24      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds                        | Ivory Coast Government International Bonds                                                                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      700000 | PA      | $742907.63    | 0.09%             | 2036-04-01      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                             | Argentina Bonar Bonds                                                                                                  | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    14398291 | PA      | $8765679.56   | 1.09%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL   | Brazil Notas do Tesouro Nacional Serie F                                                                               | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    11500000 | PA      | $2033666.24   | 0.25%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                            | Egypt Government International Bond                                                                                    | CUSIP: 03846JAF7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2800000 | PA      | $2583225.82   | 0.32%             | 2051-09-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO          | Argentine Republic Government International Bond                                                                       | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    21432671 | PA      | $15967339.90  | 1.98%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO   | COLTES 7.25 10/18/34 B                                                                                                 | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  4000000000 | PA      | $759183.07    | 0.09%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                        | Hungary Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   180000000 | PA      | $444739.84    | 0.06%             | 2034-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TURKIYE VARLIK FONU                                               | Turkiye Varlik Fonu Yonetimi AS                                                                                        | CUSIP: 000000000<br>LEI: 789000MAPAG7J8DI3112 | Long             | DBT              | CORP              | TR        |     1500000 | PA      | $1495885.46   | 0.19%             | 2031-02-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                                                 | Bharti Airtel Ltd                                                                                                      | CUSIP: 08860HAC8<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |      750000 | PA      | $704828.30    | 0.09%             | 2031-06-03      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Brazil Government International Bonds                             | Brazilian Government International Bond                                                                                | CUSIP: 105756CE8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     5500000 | PA      | $5088875.00   | 0.63%             | 2031-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                              | Colombia Government International Bond                                                                                 | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      287000 | PA      | $286339.90    | 0.04%             | 2031-01-21      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                | PURCHASED INR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |           1 | NC      | $-16543.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                 | Vedanta Resources Finance II PLC                                                                                       | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $737802.14    | 0.09%             | 2030-07-24      | Fixed         | 9.48%                 | Yes           |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                          | Vista Energy Argentina SAU                                                                                             | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |      870000 | PA      | $925027.50    | 0.11%             | 2033-06-10      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                    | Eskom Holdings SOC Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      900000 | PA      | $916657.69    | 0.11%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARL                                                  | Hazine Mustesarligi Varlik Kiralama AS                                                                                 | CUSIP: 000000000<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |     2600000 | PA      | $2600518.60   | 0.32%             | 2026-06-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                            | Romanian Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $448668.87    | 0.06%             | 2032-03-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ZAMBIA, REPUBLIC OF - MINISTRY OF FINANCE                         | Zambia Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     2999711 | PA      | $2052265.15   | 0.26%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Senegal Government International Bonds                            | Senegal Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      800000 | PA      | $430495.96    | 0.05%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                            | Egypt Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      500000 | PA      | $576417.62    | 0.07%             | 2031-04-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS COMPANY LTD                               | Country Garden Holdings Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | EC               | CORP              | KY        |        3000 | NS      | $112.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTRAL BANK OF NIGERIA                                           | Nigeria OMO Bill                                                                                                       | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        | 11100000000 | PA      | $8068326.37   | 1.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIVO ENERGY INVESTMENTS                                           | Vivo Energy Investments BV                                                                                             | CUSIP: 92856HAB0<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $695112.85    | 0.09%             | 2027-09-24      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                           | WE Soda Investments Holding PLC                                                                                        | CUSIP: 92943TAC7<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     1250000 | PA      | $1246494.84   | 0.15%             | 2031-02-14      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| YACIMIENTOS PETROLIFEROS FISCALES SA                              | YPF SA                                                                                                                 | CUSIP: 984245AY6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     1550000 | PA      | $1646797.50   | 0.20%             | 2031-09-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                              | YPF SA                                                                                                                 | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      875000 | PA      | $916667.08    | 0.11%             | 2034-01-17      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| MAF GLOBAL SECURITIES                                             | MAF Global Securities Ltd                                                                                              | CUSIP: 000000000<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |     2000000 | PA      | $1930600.08   | 0.24%             | 2030-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                          | Yapi ve Kredi Bankasi AS                                                                                               | CUSIP: 000000000<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |     1600000 | PA      | $1585301.92   | 0.20%             | 2036-06-11      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                            | Bahrain Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     1000000 | PA      | $1023539.67   | 0.13%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO | Ecuador Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     2002500 | PA      | $1714140.00   | 0.21%             | 2030-07-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO          | Peru Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1600000 | PA      | $479865.24    | 0.06%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                           | EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA                                                        | CUSIP: 000000000<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |      297106 | PA      | $276802.01    | 0.03%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                            | Bahrain Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     2500000 | PA      | $2286693.83   | 0.28%             | 2033-01-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TURKIYE VARLIK FONU                                               | Turkiye Varlik Fonu Yonetimi AS                                                                                        | CUSIP: 000000000<br>LEI: 789000MAPAG7J8DI3112 | Long             | DBT              | CORP              | TR        |     3600000 | PA      | $3784818.35   | 0.47%             | 2029-02-14      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                             | Melco Resorts Finance Ltd                                                                                              | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      300000 | PA      | $293270.23    | 0.04%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                 | Vedanta Resources Finance II PLC                                                                                       | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $384117.74    | 0.05%             | 2031-12-03      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                | Saavi Energia Sarl                                                                                                     | CUSIP: 000000000<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |     3100000 | PA      | $3452005.00   | 0.43%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                               | Braskem Netherlands Finance BV                                                                                         | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     1150000 | PA      | $568531.25    | 0.07%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                   | MV24 Capital BV                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      694030 | PA      | $698897.93    | 0.09%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE           | Venezuela Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1000000 | PA      | $507500.00    | 0.06%             | 2028-05-07      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                             | Guatemala Government Bond                                                                                              | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1000000 | PA      | $1088600.00   | 0.14%             | 2032-10-04      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| LLPL CAPITAL PTE LTD                                              | LLPL Capital Pte Ltd                                                                                                   | CUSIP: 50201PAA4<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |      168450 | PA      | $171597.15    | 0.02%             | 2039-02-04      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CEMEX-CEMENTOS MEXICANOS SAB DE CV                                | Cemex SAB de CV                                                                                                        | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $1997824.60   | 0.25%             | N/A             | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                          | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                                        | CUSIP: 000000000<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |      800000 | PA      | $850400.00    | 0.11%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                               | Minejesa Capital BV                                                                                                    | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     1350000 | PA      | $1308630.36   | 0.16%             | 2037-08-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                               | Nigeria Government International Bond                                                                                  | CUSIP: 65412AFC1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1100000 | PA      | $1240445.81   | 0.15%             | 2031-06-09      | Fixed         | 9.63%                 | Yes           |                  2 | On Loan: No      |
| COSTA RICA, REPUBLIC OF                                           | Costa Rica Government International Bond                                                                               | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     5200000 | PA      | $5584800.00   | 0.69%             | 2034-04-03      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Bolivia Government International Bonds                            | Bolivian Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |      200010 | PA      | $193033.65    | 0.02%             | 2028-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                        | Ukraine Government International Bond                                                                                  | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1978771 | PA      | $935870.96    | 0.12%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                          | First Quantum Minerals Ltd                                                                                             | CUSIP: 000000000<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $2087906.00   | 0.26%             | 2031-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ESC GCBREGS CREDITO RE                                            | ESC GCBREGS CREDITO RE                                                                                                 | CUSIP: 000000000<br>LEI: 549300W2IL7TPPCTKL39 | Long             | DBT              | CORP              | MX        |       60000 | PA      | $300.00       | 0.00%             | 2026-02-07      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                                              | Grupo Aeromexico SAB de CV                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      900000 | PA      | $876375.00    | 0.11%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                                                 | Ipoteka-Bank ATIB                                                                                                      | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |     2000000 | PA      | $2012543.42   | 0.25%             | 2030-10-09      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE           | Venezuela Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1200000 | PA      | $561000.00    | 0.07%             | 2038-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                              | YPF SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      700000 | PA      | $724214.70    | 0.09%             | 2029-06-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB DE CV                                      | Orbia Advance Corp SAB de CV                                                                                           | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      750000 | PA      | $623906.25    | 0.08%             | 2031-05-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| STILLWATER MINING CO                                              | Stillwater Mining Co                                                                                                   | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1915643.14   | 0.24%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds                        | Ivory Coast Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     7700000 | PA      | $7516845.64   | 0.93%             | 2033-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                              | Egypt Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1200000 | PA      | $1112846.04   | 0.14%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                         | Petroleos de Venezuela SA                                                                                              | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |     1200000 | PA      | $454500.00    | 0.06%             | 2027-04-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CFAMC III CO LTD                                                  | Huarong Finance 2017 Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |      400000 | PA      | $397962.74    | 0.05%             | 2027-11-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                               | Oman Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1900000 | PA      | $2072381.74   | 0.26%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALFA BANK (ALFA BOND)                                             | Alfa Bank AO Via Alfa Bond Issuance PLC                                                                                | CUSIP: 000000000<br>LEI: 54930015QM0G7XTNYR27 | Long             | DBT              | CORP              | IE        |     2300000 | PA      | $115000.00    | 0.01%             | 2030-04-15      | Fixed         | 5.95%                 | No            |                  3 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO | Ecuador Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     3840000 | PA      | $3206400.00   | 0.40%             | 2040-07-31      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bonds                               | Oman Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1000000 | PA      | $1130762.18   | 0.14%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOI FINANCE BV                                                    | BOI Finance BV                                                                                                         | CUSIP: 000000000<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | CORP              | NL        |     1500000 | PA      | $1798575.20   | 0.22%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BUENOS AIRES, PROVINCE OF                                         | Provincia de Buenos Aires/Government Bonds                                                                             | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     5025110 | PA      | $3871558.31   | 0.48%             | 2037-09-01      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                   | IHS Holding Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     1600000 | PA      | $1595453.98   | 0.20%             | 2026-11-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                              | Ghana Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1500000 | PA      | $1376159.78   | 0.17%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE GARANTI BANKASI                                           | Turkiye Garanti Bankasi AS                                                                                             | CUSIP: 000000000<br>LEI: 5493002XSS7K7RHN1V37 | Long             | DBT              | CORP              | TR        |     2000000 | PA      | $2035029.20   | 0.25%             | 2036-01-08      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                          | Republic of South Africa Government Bond                                                                               | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    35000000 | PA      | $1987986.11   | 0.25%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                            | US LONG BOND(CBT) JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -2 | NC      | $9546.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Argentina Bonar Bonds                                             | Argentina Bonar Bonds                                                                                                  | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    11800000 | PA      | $8647040.00   | 1.07%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                            | Republic of Uzbekistan International Bond                                                                              | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     1500000 | PA      | $1508191.80   | 0.19%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds                             | Jordan Government International Bonds                                                                                  | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     2500000 | PA      | $2487966.78   | 0.31%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                          | Turk Telekomunikasyon AS                                                                                               | CUSIP: 000000000<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |     2200000 | PA      | $2260821.73   | 0.28%             | 2029-05-20      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                          | Sri Lanka Government International Bonds                                                                               | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     1000000 | PA      | $938930.00    | 0.12%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                           | Energian Israel Finance Ltd                                                                                            | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      500000 | PA      | $479951.98    | 0.06%             | 2031-03-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                           | Energean Israel Finance Ltd                                                                                            | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      200000 | PA      | $212757.36    | 0.03%             | 2033-09-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                          | AI Candelaria Spain SA                                                                                                 | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     1688016 | PA      | $1738816.45   | 0.22%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                          | AL Candelaria -spain- SA                                                                                               | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $361345.58    | 0.04%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                           | Borr IHC Ltd / Borr Finance LLC                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      981707 | PA      | $1026176.99   | 0.13%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                               | CSN Inova Ventures                                                                                                     | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |      650000 | PA      | $554727.49    | 0.07%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOL FINANCE SA                                                    | GOLLBZ 14.375 06/06/30 REGS                                                                                            | CUSIP: 000000000<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | CORP              | KY        |      600000 | PA      | $573870.00    | 0.07%             | 2030-06-06      | Fixed         | 14.38%                | Yes           |                  2 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR SA                                | Millicom International Cellular SA                                                                                     | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     1000000 | PA      | $934161.02    | 0.12%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                              | Raizen Fuels Finance SA                                                                                                | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $326625.00    | 0.04%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| USIMINAS INTERNATIONAL                                            | Usiminas International Sarl                                                                                            | CUSIP: 000000000<br>LEI: 529900KLYX6QPXVIVP43 | Long             | DBT              | CORP              | LU        |      800000 | PA      | $827800.00    | 0.10%             | 2032-01-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                               | Braskem Netherlands Finance BV                                                                                         | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     1900000 | PA      | $1124629.00   | 0.14%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                          | Banco Mercantil de norte                                                                                               | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     1000000 | PA      | $1024018.00   | 0.13%             | 2029-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                | Braskem Idesa SAPI                                                                                                     | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      600000 | PA      | $422850.00    | 0.05%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                            | Dominican Republic International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3000000 | PA      | $3040950.00   | 0.38%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                   | Dominican Republic International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    79000000 | PA      | $1455480.79   | 0.18%             | 2035-09-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| Costa Rica Government International Bonds                         | Costa Rica Government International Bonds                                                                              | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     2500000 | PA      | $2595500.00   | 0.32%             | 2031-02-19      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BARBADOS GOVT OF                                                  | Barbados Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      200000 | PA      | $214220.00    | 0.03%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE MENDOZA                                              | Provincia de Mendoza Argentina                                                                                         | CUSIP: 000000000<br>LEI: 529900FD2SD2M48A6753 | Long             | DBT              | NUSS              | AR        |      230769 | PA      | $222115.38    | 0.03%             | 2029-03-19      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                             | Petroleos del Peru SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     3100000 | PA      | $2188584.50   | 0.27%             | 2047-06-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL SA                                                     | Pluspetrol SA                                                                                                          | CUSIP: 000000000<br>LEI: 254900QSCHBUBX6J6H71 | Long             | DBT              | CORP              | AR        |      800000 | PA      | $834382.26    | 0.10%             | 2032-05-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO          | Peruvian Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     4000000 | PA      | $1154399.00   | 0.14%             | 2037-08-12      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| TECPETROL S.A.                                                    | Tecpetrol SA                                                                                                           | CUSIP: 000000000<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |      800000 | PA      | $821000.00    | 0.10%             | 2030-11-03      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                                 | Trinidad & Tobago Government International Bond                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      750000 | PA      | $763125.00    | 0.09%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                                     | JSW Steel Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |     1550000 | PA      | $1522434.85   | 0.19%             | 2032-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PNG GOVT INTL BOND                                                | Papua New Guinea Government International Bond                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | PG        |      400000 | PA      | $418502.67    | 0.05%             | 2028-10-04      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                           | Pakistan Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     1900000 | PA      | $1907022.10   | 0.24%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                    | Eskom Holdings SOC Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     4700000 | PA      | $4957239.84   | 0.62%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                              | Saudi Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      500000 | PA      | $311852.25    | 0.04%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SENEGAL, REPUBLIC OF                                              | Senegal Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      500000 | PA      | $312696.75    | 0.04%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pakistan Global Sukuk Programme Co. Ltd.                          | Pakistan Global Sukuk Programme Co. Ltd.                                                                               | CUSIP: 000000000<br>LEI: 213800X5OY6CVYNY1M70 | Long             | DBT              | NUSS              | PK        |      700000 | PA      | $711510.59    | 0.09%             | 2029-01-31      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                         | Angola Government International Bonds                                                                                  | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      750000 | PA      | $782450.95    | 0.10%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bonds                              | Ghana Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     2187500 | PA      | $2139302.51   | 0.27%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                        | Ukraine Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1900000 | PA      | $1166162.53   | 0.14%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                          | Sri Lanka Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     2000000 | PA      | $1898803.00   | 0.24%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                | Angolan Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     4000000 | PA      | $4295914.92   | 0.53%             | 2035-10-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                                 | Gabon Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     2000000 | PA      | $1884554.28   | 0.23%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                                          | National Bank of Uzbekistan                                                                                            | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |     2000000 | PA      | $2080681.78   | 0.26%             | 2030-07-17      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SONANGOL FINANCE LTD                                              | Sonangol Finance Ltd                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AO        |      800000 | PA      | $819584.22    | 0.10%             | 2031-01-29      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                               | Ecuador Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     3250000 | PA      | $3315000.00   | 0.41%             | 2034-01-29      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                  | Turkiye Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1600000 | PA      | $1834402.82   | 0.23%             | 2034-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                               | Braskem Netherlands Finance BV                                                                                         | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     1100000 | PA      | $644204.00    | 0.08%             | 2034-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO          | Argentine Republic Government International Bond                                                                       | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    13309831 | PA      | $11447119.91  | 1.42%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                                          | Banco do Brasil SA/Cayman                                                                                              | CUSIP: 05959LAH6<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |     1300000 | PA      | $1293978.01   | 0.16%             | 2029-01-11      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Brazil Government International Bonds                             | Brazilian Government International Bond                                                                                | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     6125000 | PA      | $6335087.50   | 0.79%             | 2035-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                            | Brazilian Government International Bond                                                                                | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      350000 | PA      | $348075.00    | 0.04%             | 2036-05-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                | PURCHASED ZAR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |           1 | NC      | $-9667.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                               | PURCHASED USD / SOLD MXN                                                                                               | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |           1 | NC      | $-16550.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                             | Brazilian Government International Bond                                                                                | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     3000000 | PA      | $3441000.00   | 0.43%             | 2034-01-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                 | PURCHASED CLP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CL        |           1 | NC      | $2166.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEMAK SAB DE CV                                                   | Nemak SAB de CV                                                                                                        | CUSIP: 64045DAC8<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |      300000 | PA      | $255104.10    | 0.03%             | 2031-06-28      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| SIERRACOL EN AND/ARA/DEV                                          | SierraCol Energy Andina LLC/SierraCol Energy Arauca/Colombia Energy Development                                        | CUSIP: 82653NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $608739.00    | 0.08%             | 2030-11-14      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole CIB                                               | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |           1 | NC      | $-3125.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                           | El Salvador Government International Bond                                                                              | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1500000 | PA      | $57750.00     | 0.01%             | 2030-04-17      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                    | Eskom Holdings SOC Ltd                                                                                                 | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     2300000 | PA      | $2342243.66   | 0.29%             | 2028-08-10      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                          | Greensaif Pipelines Bidco Sarl                                                                                         | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $511619.28    | 0.06%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                                  | Grupo Nutresa SA                                                                                                       | CUSIP: 40052JAA9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |      500000 | PA      | $500000.00    | 0.06%             | 2031-10-21      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| KENYA, GOVERNMENT OF                                              | Republic of Kenya Government International Bond                                                                        | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      300000 | PA      | $316820.15    | 0.04%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                                 | Republic of Kenya Government International Bond                                                                        | CUSIP: 491798AR5<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     2600000 | PA      | $2429520.68   | 0.30%             | 2034-02-26      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERATED HERMES MONEY MARKET OBLIGATIONS TRUST                   | Federated Hermes Government Obligations Fund                                                                           | CUSIP: 608919718<br>LEI: 254900VAJ9169N7JRF45 | Long             | STIV             | RF                | US        |    14888362 | NS      | $14888361.70  | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                          | Turkcell Iletisim Hizmetleri AS                                                                                        | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     1000000 | PA      | $1044616.20   | 0.13%             | 2032-01-24      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bonds                            | Turkiye Government International Bonds                                                                                 | CUSIP: 900123BG4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2000000 | PA      | $1870216.62   | 0.23%             | 2040-05-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                             | Vale Overseas Ltd                                                                                                      | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      700000 | PA      | $738692.50    | 0.09%             | 2033-06-12      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                            | Nigeria Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      800000 | PA      | $843300.42    | 0.10%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                             | Angola Government International Bonds                                                                                  | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     4000000 | PA      | $4085485.20   | 0.51%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO | Ecuador Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     5919453 | PA      | $5451816.21   | 0.68%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REPUBLIC OF                                     | Pakistan Government International Bonds                                                                                | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     2800000 | PA      | $2696161.16   | 0.34%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                | Angolan Government International Bond                                                                                  | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     5300000 | PA      | $5525329.92   | 0.69%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                            | Egypt Government International Bond                                                                                    | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2200000 | PA      | $2054640.43   | 0.26%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                                          | Banco BTG Pactual SA/Cayman Islands                                                                                    | CUSIP: 05971AAL5<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |      480000 | PA      | $488400.00    | 0.06%             | 2030-01-22      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                        | Ivory Coast Government International Bond                                                                              | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1350000 | PA      | $1242854.71   | 0.15%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                 | PURCHASED CLP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CL        |           1 | NC      | $-10050.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOL FINANCE                                                       | Gol Finance Inc                                                                                                        | CUSIP: 36254VAN8<br>LEI: 549300FRXVB8W0960Y03 | Long             | DBT              | CORP              | KY        |      785000 | PA      | $750813.25    | 0.09%             | 2030-06-06      | Fixed         | 14.38%                | Yes           |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                                                | JSW Infrastructure Ltd                                                                                                 | CUSIP: 46654XAA7<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |      700000 | PA      | $695127.57    | 0.09%             | 2029-01-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| SOCIEDAD TRANSMISORA MET                                          | Sociedad Transmisora Metropolitana SpA                                                                                 | CUSIP: 83363UAA8<br>LEI: 549300LITZNRC4TB4848 | Long             | DBT              | CORP              | CL        |      700000 | PA      | $712250.00    | 0.09%             | 2055-12-15      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                                             | Termocandelaria Power SA                                                                                               | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $514387.50    | 0.06%             | 2031-09-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bonds                            | Turkey Government International Bond                                                                                   | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2400000 | PA      | $2322000.00   | 0.29%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BONOS BANCO CENT ARGENT                                           | Bonos Para La Reconstruccion De Una Argentina Libre                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |      640000 | PA      | $620332.80    | 0.08%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                             | Argentina Bonar Bonds                                                                                                  | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2000000 | PA      | $1212600.00   | 0.15%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                     | EGYTB 0 07/21/26 364D                                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   486200000 | PA      | $8629679.95   | 1.07%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO  | MBONO 8 02/21/36 M                                                                                                     | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     7500000 | PA      | $395052.52    | 0.05%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                  | CSN Resources SA                                                                                                       | CUSIP: 000000000<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |     1150000 | PA      | $788293.49    | 0.10%             | 2031-06-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                            | Orbia Advance Corp SAB de CV                                                                                           | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     1600000 | PA      | $1252856.00   | 0.16%             | 2044-09-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                              | TECOAR 9.25 05/28/33 REGS                                                                                              | CUSIP: 000000000<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     1000000 | PA      | $1063340.00   | 0.13%             | 2033-05-28      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds                  | Republic of Kenya Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     2347000 | PA      | $2308306.72   | 0.29%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                       | QatarEnergy                                                                                                            | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     2000000 | PA      | $1502600.00   | 0.19%             | 2041-07-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                               | Ecuador Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     3150000 | PA      | $3260250.00   | 0.41%             | 2039-01-29      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-23

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

**Signature:** Stephen Van Meter

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

**Title:** Chief Compliance Officer