# EDGAR Filing Document

**Accession Number:** 0001034106
**File Stem:** 0001145549-25-040587
**Filing Date:** 2025-6
**Character Count:** 216124
**Document Hash:** 68916ffa0394c29a938603277bf65724
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-040587.hdr.sgml**: 20250624

**ACCESSION NUMBER**: 0001145549-25-040587

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250624

**DATE AS OF CHANGE**: 20250624

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08519
- **FILM NUMBER:** 251066860

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Warrendale

  - **State:** PA

  - **Foreign country:** US

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

  - **Telephone number:** 8003417400

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-04-30

**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:** $694027889.48

**Total Liabilities:** $8207340.33

**Net Assets:** $685820549.15

**Cash Not Reported:** $2347679.78

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -152.399116000000 | **1-Year:** -4421.614694000000 | **5-Year:** -13154.265163000000 | **10-Year:** -21370.958533000000 | **30-Year:** -11707.035263000000

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

- **3-Month:** -1466.902158000000 | **1-Year:** -34024.752067000000 | **5-Year:** -126669.978966000000 | **10-Year:** -116182.248857000000 | **30-Year:** -37606.410417000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000169915 | 0.79%                | -0.91%               | -0.59%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $426762.85               | $370178.04                                 |
| Month 2  | $6243628.25              | $-16067379.48                              |
| Month 3  | $1177138.53              | $-7496941.19                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AEROPUERTOS DOMINICANOS                                 | Aeropuertos Dominicanos Siglo XXI SA                                                                                   | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |    200000 | PA      | $203312.00    | 0.03%             | 2034-06-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                                                                  | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   2100000 | PA      | $1647240.00   | 0.24%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                                                       | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  14419571 | PA      | $11030971.72  | 1.61%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                                                       | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  17332671 | PA      | $11558877.67  | 1.69%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                                                       | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2296591 | PA      | $1493702.73   | 0.22%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                      | Bahrain Government International Bond                                                                                  | CUSIP: 05675M2D5<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |   3200000 | PA      | $2952320.00   | 0.43%             | 2032-09-16      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| BANCO CONTINENTAL S.A.E.                                | Banco Continental SAECA                                                                                                | CUSIP: 059490AB8<br>LEI: 8945005Q0D60A6FCEM55 | Long             | DBT              | CORP              | PY        |   1000000 | PA      | $984403.80    | 0.14%             | 2025-12-10      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                         | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1248315.03   | 0.18%             | 2031-01-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                         | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $267900.00    | 0.04%             | 2034-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                                                                  | CUSIP: 105756CG3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   4000000 | PA      | $4110985.60   | 0.60%             | 2031-03-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazilian Government International Bond                                                                                | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   5183000 | PA      | $4909697.61   | 0.72%             | 2054-05-13      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                                                                 | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    700000 | PA      | $709905.28    | 0.10%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                              | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    900000 | PA      | $826396.20    | 0.12%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-40482.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED GBP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $15957.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED CLP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |         1 | NC      | $17958.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD PEN                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-6738.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                     | PURCHASED USD / SOLD AUD                                                                                               | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |         1 | NC      | $-4924.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED COP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CO        |         1 | NC      | $48093.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-21487.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                           | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   3400000 | PA      | $3405569.20   | 0.50%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BOLIVIA GOVERNMENT                                      | Bolivian Government International Bond                                                                                 | CUSIP: 29731QAC1<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |    500000 | PA      | $325000.00    | 0.05%             | 2028-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                                                                    | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    248391 | PA      | $188801.77    | 0.03%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                  | Gran Tierra Energy Inc                                                                                                 | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |   2099000 | PA      | $1634340.80   | 0.24%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| INVERSIONES ATLANTIDA SA                                | Inversiones Atlantida SA                                                                                               | CUSIP: 46137GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | HN        |    300000 | PA      | $288612.00    | 0.04%             | 2026-05-19      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                       | Ivanhoe Mines Ltd                                                                                                      | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $195363.57    | 0.03%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                                      | JSW Infrastructure Ltd                                                                                                 | CUSIP: 46654XAA7<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |    700000 | PA      | $668715.47    | 0.10%             | 2029-01-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                       | Kosmos Energy Ltd                                                                                                      | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $808490.40    | 0.12%             | 2031-10-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| MEDCO LAUREL TREE                                       | Medco Laurel Tree Pte Ltd                                                                                              | CUSIP: 58406RAA6<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |    898000 | PA      | $880305.04    | 0.13%             | 2028-11-12      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                | Medco Maple Tree Pte Ltd                                                                                               | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |    750000 | PA      | $771561.75    | 0.11%             | 2029-04-27      | Fixed         | 8.96%                 | Yes           |                  2 | On Loan: No      |
| Minejesa Capital BV                                     | Minejesa Capital BV                                                                                                    | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |   1450000 | PA      | $1351160.61   | 0.20%             | 2037-08-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                                                                                  | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |   2500000 | PA      | $2552039.05   | 0.37%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                                                                  | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   2000000 | PA      | $1894040.00   | 0.28%             | 2029-03-24      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                 | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   3800000 | PA      | $2795360.75   | 0.41%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Panama Canal Railway Co                                 | Panama Canal Railway Co                                                                                                | CUSIP: 698146AA5<br>LEI: 213800RP74K9SLU23Y87 | Long             | DBT              | CORP              | KY        |    133322 | PA      | $137298.33    | 0.02%             | 2026-11-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   5750000 | PA      | $4441479.40   | 0.65%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   6000000 | PA      | $4381344.18   | 0.64%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                                                                   | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |   2699082 | PA      | $2541993.54   | 0.37%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                                        | Simpar Europe SA                                                                                                       | CUSIP: 82883PAA2<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | LU        |   1100000 | PA      | $853875.00    | 0.12%             | 2031-01-26      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bond                                                                 | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   2500000 | PA      | $1665675.00   | 0.24%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bond                                                                 | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1300000 | PA      | $933920.00    | 0.14%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                                                                 | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    500000 | PA      | $476582.24    | 0.07%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TE                                | Telecommunications co Telekom Srbija AD Belgrade                                                                       | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |    300000 | PA      | $298404.15    | 0.04%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkey Government International Bond                                                                                   | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1000000 | PA      | $1078048.00   | 0.16%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                  | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    529527 | PA      | $259182.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                 | WE Soda Investments Holding PLC                                                                                        | CUSIP: 92943TAA1<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $2151387.00   | 0.31%             | 2028-10-06      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                    | YPF SA                                                                                                                 | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    985000 | PA      | $1016770.75   | 0.15%             | 2031-01-17      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                | Yapi ve Kredi Bankasi AS                                                                                               | CUSIP: 984848AT8<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |    500000 | PA      | $493846.50    | 0.07%             | 2029-10-10      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                                | Yinson Boronia Production BV                                                                                           | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |   2676186 | PA      | $2749781.12   | 0.40%             | 2042-07-31      | Fixed         | 8.95%                 | 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        |   2860000 | PA      | $2746029.00   | 0.40%             | 2026-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                   | Argentina Bonar Bonds                                                                                                  | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  11500000 | PA      | $7700400.00   | 1.12%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                     | EGYPT T-BILL FRN 7/25                                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        | 212800000 | PA      | $3920447.26   | 0.57%             | 2025-07-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                 | Energean Israel Finance Ltd                                                                                            | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    200000 | PA      | $201015.00    | 0.03%             | 2033-09-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                                                             | CUSIP: 000000000<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   3062000 | PA      | $3027491.57   | 0.44%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                | Liberty Costa Rica Senior Secured Finance                                                                              | CUSIP: 000000000<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1062605.00   | 0.15%             | 2031-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                                                              | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $725499.76    | 0.11%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEWCO HOLDING USD SARL                                  | NewCo Holding USD 20 Sarl                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    400000 | PA      | $395400.00    | 0.06%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                | Embraer Netherlands Finance BV                                                                                         | CUSIP: 000000000<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $799241.08    | 0.12%             | 2030-07-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                      | Braskem Idesa SAPI                                                                                                     | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $773300.30    | 0.11%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| COLOMBIA TELECOMUNICACIO                                | Colombia Telecomunicaciones SA ESP                                                                                     | CUSIP: 000000000<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | CO        |   1500000 | PA      | $1323879.75   | 0.19%             | 2030-07-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bonds                                                                              | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |   2000000 | PA      | $2043645.34   | 0.30%             | 2031-02-19      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   2000000 | PA      | $1795000.00   | 0.26%             | 2033-06-28      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                                                                                   | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $958529.50    | 0.14%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                 | Adani Ports & Special Economic Zone Ltd                                                                                | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    300000 | PA      | $245807.70    | 0.04%             | 2032-02-02      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   1000000 | PA      | $170990.00    | 0.02%             | 2023-01-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    800000 | PA      | $689712.00    | 0.10%             | 2033-06-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   2200000 | PA      | $2068748.00   | 0.30%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1600000 | PA      | $1497888.00   | 0.22%             | 2028-02-21      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd                                  | Eskom Holdings SOC Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   4700000 | PA      | $4804598.50   | 0.70%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1200000 | PA      | $900000.00    | 0.13%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   1500000 | PA      | $1560126.00   | 0.23%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   2100000 | PA      | $1706250.00   | 0.25%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |   1300000 | PA      | $1188296.75   | 0.17%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   2250000 | PA      | $2024437.50   | 0.30%             | 2028-09-28      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                                 | Acu Petroleo Luxembourg Sarl                                                                                           | CUSIP: 00110RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    922643 | PA      | $926537.40    | 0.14%             | 2032-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                    | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1700000 | PA      | $1419500.00   | 0.21%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                               | Baidu Inc                                                                                                              | CUSIP: 056752AR9<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |   1700000 | PA      | $1619374.20   | 0.24%             | 2030-04-07      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                                | Banco do Brasil SA/Cayman                                                                                              | CUSIP: 059578AK0<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    500000 | PA      | $505311.19    | 0.07%             | 2031-03-18      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BANCO GENERAL SA                                        | Banco General SA                                                                                                       | CUSIP: 059597AF1<br>LEI: 549300B5C08LGDFB7205 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $175560.00    | 0.03%             | 2031-05-07      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                          | Bancolombia SA                                                                                                         | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |   1000000 | PA      | $1038746.00   | 0.15%             | 2034-12-24      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bond                                                                                 | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   4000000 | PA      | $2599112.32   | 0.38%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bond                                                                                 | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   6000000 | PA      | $5631547.62   | 0.82%             | 2029-03-15      | Fixed         | 4.50%                 | 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      | $988744.50    | 0.14%             | 2049-09-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                  | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    500000 | PA      | $489050.00    | 0.07%             | 2055-02-24      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD COP                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $39044.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED MXN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |         1 | NC      | $27747.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                           | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2300000 | PA      | $2406614.20   | 0.35%             | 2029-01-19      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                 | EIG Pearl Holdings Sarl                                                                                                | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $930042.90    | 0.14%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                      | FS Luxembourg Sarl                                                                                                     | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $301820.10    | 0.04%             | 2031-02-12      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                              | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1000000 | PA      | $1048490.00   | 0.15%             | 2032-10-04      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                     | Honduras Government International Bond                                                                                 | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |   1200000 | PA      | $1189800.00   | 0.17%             | 2034-11-27      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| iShares MSCI Emerging Markets ETF                       | iShares MSCI Emerging Markets ETF                                                                                      | CUSIP: 464287234<br>LEI: 549300BPYHDEDI59G670 | Long             | EC               | RF                | US        |      8777 | NS      | $384081.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT S/A                                               | Light S/A                                                                                                              | CUSIP: 53223N208<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    651459 | PA      | $179151.23    | 0.03%             | 2027-08-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                   | Minerva Luxembourg SA                                                                                                  | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |   2150000 | PA      | $2294841.20   | 0.33%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   9500000 | PA      | $9288022.70   | 1.35%             | 2027-03-13      | Fixed         | 6.50%                 | 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      | $195767.11    | 0.03%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkey Government International Bond                                                                                   | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   4900000 | PA      | $4001977.00   | 0.58%             | 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      | $3060060.00   | 0.45%             | 2029-04-26      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                                | Turkiye Vakiflar Bankasi TAO                                                                                           | CUSIP: 90015WAM5<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |   1000000 | PA      | $1051520.00   | 0.15%             | 2028-10-12      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                  | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1028864 | PA      | $496101.76    | 0.07%             | 2036-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                   | Argentina Bonar Bonds                                                                                                  | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1800000 | PA      | $1268046.00   | 0.18%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                                     | Klabin Austria GmbH                                                                                                    | CUSIP: 000000000<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |   1500000 | PA      | $1477288.64   | 0.22%             | 2049-04-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil de norte                                                                                               | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $978128.40    | 0.14%             | 2029-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                         | Cemex SAB de CV                                                                                                        | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $1971274.60   | 0.29%             | N/A             | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1400000 | PA      | $1350020.00   | 0.20%             | 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      | $980000.00    | 0.14%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                        | Pampa Energia SA                                                                                                       | CUSIP: 000000000<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |    500000 | PA      | $510611.50    | 0.07%             | 2029-04-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Peru LNG Srl                                            | Peru LNG Srl                                                                                                           | CUSIP: 000000000<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |   1750140 | PA      | $1584447.42   | 0.23%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1000000 | PA      | $877050.00    | 0.13%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                 | Pakistan Government International Bonds                                                                                | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |   2300000 | PA      | $2168049.00   | 0.32%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARL                                        | Hazine Mustesarligi Varlik Kiralama AS                                                                                 | CUSIP: 000000000<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |   2600000 | PA      | $2573604.80   | 0.38%             | 2026-06-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                 | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   1500000 | PA      | $1325527.50   | 0.19%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MASHREQBANK PSC                                         | Mashreqbank PSC                                                                                                        | CUSIP: 000000000<br>LEI: 5493000SA3K24EQKA103 | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $1053973.50   | 0.15%             | 2033-02-24      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                   | Zambia Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    399711 | PA      | $227715.36    | 0.03%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                 | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | JP        |         1 | NC      | $33827.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                 | PURCHASED USD / SOLD JPY                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-10078.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                 | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-17763.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDO SUKUK LTD                                           | EDO Sukuk Ltd                                                                                                          | CUSIP: 28135J2A4<br>LEI: 5493000LZIE4T625R469 | Long             | DBT              | CORP              | KY        |    900000 | PA      | $915295.50    | 0.13%             | 2033-09-21      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HUNT OIL CO OF PERU                                     | Hunt Oil Co of Peru LLC Sucursal Del Peru                                                                              | CUSIP: 445640AC9<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |    900000 | PA      | $1007142.30   | 0.15%             | 2033-09-18      | Fixed         | 8.55%                 | Yes           |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                       | MC Brazil Downstream Trading SARL                                                                                      | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |   1380969 | PA      | $1068455.75   | 0.16%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | Turkiye Government International Bond                                                                                  | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   7200000 | PA      | $6653268.00   | 0.97%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye                                     | Republic of Turkiye                                                                                                    | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2500000 | PA      | $2287676.35   | 0.33%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DIGICEL HLDGS BERMUDA LTD                               | DIGICEL HLDGS BERMUDA LTD                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     11153 | NS      | $22306.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                 | Borr IHC Ltd / Borr Finance LLC                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1853659 | PA      | $1595425.36   | 0.23%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| QatarEnergy                                             | QatarEnergy                                                                                                            | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   2000000 | PA      | $1473565.00   | 0.21%             | 2041-07-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                            | AES Andes SA                                                                                                           | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    500000 | PA      | $510499.50    | 0.07%             | 2055-06-10      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| IND & COMM BK OF CHINA                                  | Industrial & Commercial Bank of China Ltd                                                                              | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |   1000000 | PA      | $974225.58    | 0.14%             | 2026-09-24      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                    | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   5200000 | PA      | $3884400.00   | 0.57%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                                                       | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   8800000 | PA      | $5310928.74   | 0.77%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bond                                                                                 | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1500000 | PA      | $1470841.02   | 0.21%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                                                                 | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    700000 | PA      | $711003.13    | 0.10%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                  | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1000000 | PA      | $929400.00    | 0.14%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD CLP                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-14054.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                                                              | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   1500000 | PA      | $1543520.79   | 0.23%             | 2030-04-17      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| PROVINCIA DE ENTRE RIOS                                 | Provincia de Entre Rios Argentina                                                                                      | CUSIP: 29384NAA2<br>LEI: 529900YISSWARKQRS409 | Long             | DBT              | NUSS              | AR        |    117485 | PA      | $112785.52    | 0.02%             | 2028-08-08      | Variable      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                 | Mong Duong Finance Holdings BV                                                                                         | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |   1334289 | PA      | $1282705.29   | 0.19%             | 2029-05-07      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                      | Mongolia Government International Bond                                                                                 | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    700000 | PA      | $672902.13    | 0.10%             | 2030-02-25      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1100000 | PA      | $1102422.53   | 0.16%             | 2033-02-07      | Fixed         | 10.00%                | 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      | $220447.20    | 0.03%             | 2031-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkey Government International Bond                                                                                   | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2500000 | PA      | $2332130.00   | 0.34%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkey Government International Bond                                                                                   | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   5500000 | PA      | $6034490.00   | 0.88%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                                                                      | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    700000 | PA      | $722407.70    | 0.11%             | 2033-06-12      | Fixed         | 6.13%                 | 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        |   1260000 | PA      | $1140640.20   | 0.17%             | 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      | $358372.00    | 0.05%             | 2032-02-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                                     | Klabin Austria GmbH                                                                                                    | CUSIP: 000000000<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |   1500000 | PA      | $1306281.45   | 0.19%             | 2031-01-12      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                                                             | CUSIP: 000000000<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2029608.00   | 0.30%             | 2031-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                         | Cemex SAB de CV                                                                                                        | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $495870.80    | 0.07%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    500000 | PA      | $511275.00    | 0.07%             | 2044-04-30      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Provincia de Cordoba                                    | Provincia de Cordoba                                                                                                   | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |   1103000 | PA      | $1050607.50   | 0.15%             | 2027-06-01      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   1000000 | PA      | $150000.00    | 0.02%             | 2038-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                 | Pakistan Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |   1400000 | PA      | $1376200.00   | 0.20%             | 2025-09-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bonds                  | Senegal Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |   4500000 | PA      | $3133080.00   | 0.46%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHINA GRT WALL INTL III                                 | CHINA GREAT WA 3.875 8/27                                                                                              | CUSIP: 000000000<br>LEI: 254900Z04YK19SP3M967 | Long             | DBT              | CORP              | VG        |   1100000 | PA      | $1073785.81   | 0.16%             | 2027-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                | Turk Telekomunikasyon AS                                                                                               | CUSIP: 000000000<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |   2200000 | PA      | $2207191.80   | 0.32%             | 2029-05-20      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                      | Angolan Government International Bond                                                                                  | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   1100000 | PA      | $876656.00    | 0.13%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                    | CUSIP: 03846JAE0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    900000 | PA      | $726868.80    | 0.11%             | 2033-09-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                    | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1300000 | PA      | $1240096.00   | 0.18%             | 2030-02-04      | Fixed         | 8.62%                 | 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      | $513756.00    | 0.07%             | 2029-04-08      | Fixed         | 6.25%                 | 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      | $478896.00    | 0.07%             | 2030-01-22      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazilian Government International Bond                                                                                | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   3175000 | PA      | $3164404.42   | 0.46%             | 2035-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                                   | Brazil Minas SPE via State of Minas Gerais                                                                             | CUSIP: 105860AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    234000 | PA      | $233919.92    | 0.03%             | 2028-02-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole CIB                                     | PURCHASED GBP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | GB        |         1 | NC      | $22113.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |         1 | NC      | $22056.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD MXN                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-27479.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                                                             | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2350000 | PA      | $2327977.68   | 0.34%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                              | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   4500000 | PA      | $4473717.08   | 0.65%             | 2031-08-06      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| HUNT OIL CO OF PERU                                     | Hunt Oil Co of Peru LLC Sucursal Del Peru                                                                              | CUSIP: 445640AD7<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |   1350000 | PA      | $1393294.50   | 0.20%             | 2038-11-05      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| IHS NETHERLANDS HOLDCO                                  | IHS Netherlands Holdco BV                                                                                              | CUSIP: 44963LAC0<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |    824970 | PA      | $826916.36    | 0.12%             | 2027-09-18      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                                                                        | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |   2000000 | PA      | $1754584.00   | 0.26%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LLPL Capital Pte Ltd                                    | LLPL Capital Pte Ltd                                                                                                   | CUSIP: 50201PAA4<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |    181800 | PA      | $179157.16    | 0.03%             | 2039-02-04      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| MERSIN ULUSLARARASI LIMA                                | Mersin Uluslararasi Liman Isletmeciligi AS                                                                             | CUSIP: 590454AC8<br>LEI: 635400DAFN6NT43HM530 | Long             | DBT              | CORP              | TR        |    500000 | PA      | $514641.25    | 0.08%             | 2028-11-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | PETROLEOS MEXICANOS                                                                                                    | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   6800000 | PA      | $4571299.39   | 0.67%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $231234.65    | 0.03%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   5500000 | PA      | $3554571.57   | 0.52%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                                                                   | CUSIP: 716743AR0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $168839.96    | 0.02%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                | Puma International Financing SA                                                                                        | CUSIP: 74588YAB6<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |   1400000 | PA      | $1391215.00   | 0.20%             | 2029-04-25      | Fixed         | 7.75%                 | 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      | $1696320.00   | 0.25%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkey Government International Bond                                                                                   | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2000000 | PA      | $2165604.00   | 0.32%             | 2030-07-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                  | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1978771 | PA      | $761332.14    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                                                                      | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $466684.45    | 0.07%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                | Vista Energy Argentina SAU                                                                                             | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |    356000 | PA      | $340603.00    | 0.05%             | 2035-12-10      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                   | Argentina Bonar Bonds                                                                                                  | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   9286496 | PA      | $6151375.00   | 0.90%             | 2030-07-09      | Variable      | 0.75%                 | 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      | $7897.52      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Energuate Trust                                         | Energuate Trust                                                                                                        | CUSIP: 000000000<br>LEI: 549300RVM37LH8GY7E41 | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1182120.00   | 0.17%             | 2027-05-03      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                         | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $875492.79    | 0.13%             | 2033-02-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   3000000 | PA      | $3017100.00   | 0.44%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   3000000 | PA      | $2312959.29   | 0.34%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bonds                              | Guatemala Government Bonds                                                                                             | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   2000000 | PA      | $1997531.64   | 0.29%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| INSTITUTO COSTARRICENSE                                 | Instituto Costarricense de Electricidad                                                                                | CUSIP: 000000000<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | CORP              | CR        |    850000 | PA      | $751952.50    | 0.11%             | 2043-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                      | Mongolia Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    800000 | PA      | $737275.97    | 0.11%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1430835 | PA      | $1314651.18   | 0.19%             | 2032-12-31      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds              | Ivory Coast Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   3500000 | PA      | $3017490.00   | 0.44%             | 2033-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                  | Bahrain Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |   2500000 | PA      | $2351575.00   | 0.34%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   3899453 | PA      | $2338552.38   | 0.34%             | 2035-07-31      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    800000 | PA      | $486431.10    | 0.07%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Serbia International Bonds                              | Serbia International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $166818.90    | 0.02%             | 2030-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 LTD                                          | NBK Tier 1 Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | AE        |   1500000 | PA      | $1446984.38   | 0.21%             | 2026-08-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1100000 | PA      | $1041854.00   | 0.15%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                  | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    500000 | PA      | $496400.00    | 0.07%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| AKBANK TAS                                              | Akbank TAS                                                                                                             | CUSIP: 00971YAK6<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |   2000000 | PA      | $2001608.00   | 0.29%             | 2029-03-14      | Fixed         | 9.37%                 | Yes           |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                         | Antofagasta PLC                                                                                                        | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1015746.00   | 0.15%             | 2034-05-02      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TOTAL PLAY TELECOM                                      | Total Play Telecomunicaciones SA de CV                                                                                 | CUSIP: 89157PAA6<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $178964.06    | 0.03%             | 2028-12-31      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                     | TURKEY GOVERNMENT INTERNATIONAL BOND                                                                                   | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   5000000 | PA      | $3376260.00   | 0.49%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                    | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    400000 | PA      | $340472.00    | 0.05%             | 2032-05-29      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                                                       | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  11550000 | PA      | $8041535.50   | 1.17%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                | Azul Secured Finance LLP                                                                                               | CUSIP: 05501WAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800732 | PA      | $483185.71    | 0.07%             | 2028-08-28      | Fixed         | 11.93%                | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                | AZULE ENERGY FINANCE PLC                                                                                               | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $482100.00    | 0.07%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                                                                    | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    600000 | PA      | $539766.00    | 0.08%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazilian Government International Bond                                                                                | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1700000 | PA      | $1663542.21   | 0.24%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VIVO ENERGY INVESTMENTS                                 | Vivo Energy Investments BV                                                                                             | CUSIP: 92856HAB0<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $682377.73    | 0.10%             | 2027-09-24      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                   | Argentina Bonar Bonds                                                                                                  | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   4500000 | PA      | $3110940.00   | 0.45%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                | CUSIP: 195325DX0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1500000 | PA      | $764613.29    | 0.11%             | 2061-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bond                                                                                 | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1500000 | PA      | $1155679.70   | 0.17%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                                                                               | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |   2500000 | PA      | $2543607.58   | 0.37%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED AUD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |         1 | NC      | $18967.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONO GAR PROV DEL CHUBUT                                | Provincia del Chubut Argentina                                                                                         | CUSIP: 000000000<br>LEI: 529900V5CYYSD8ADKQ03 | Long             | DBT              | NUSS              | AR        |    255426 | PA      | $246485.77    | 0.04%             | 2030-07-26      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1750000 | PA      | $1254876.00   | 0.18%             | 2047-11-28      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED PEN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PE        |         1 | NC      | $6678.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $-2295.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                | Hazine Mustesarligi Varlik Kiralama AS                                                                                 | CUSIP: 000000000<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |   2600000 | PA      | $2639218.40   | 0.38%             | 2027-02-24      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED AUD / SOLD CHF                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $-219.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRA                                | Empresa Electrica Cochrane SpA                                                                                         | CUSIP: 29246XAB6<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |    961250 | PA      | $949844.38    | 0.14%             | 2027-05-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd                                  | Eskom Holdings SOC Ltd                                                                                                 | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   2300000 | PA      | $2275597.00   | 0.33%             | 2028-08-10      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                       | Gabon Government International Bond                                                                                    | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |   1100000 | PA      | $777040.00    | 0.11%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                | Greensaif Pipelines Bidco Sarl                                                                                         | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $503902.50    | 0.07%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| GUARA NORTE SARL                                        | Guara Norte Sarl                                                                                                       | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |   1597300 | PA      | $1481083.01   | 0.22%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Israel Electric Corp Ltd                                | Israel Electric Corp Ltd                                                                                               | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    100000 | PA      | $97187.50     | 0.01%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Federated Hermes Government Obligations Fund            | Federated Hermes Government Obligations Fund                                                                           | CUSIP: 608919718<br>LEI: 254900VAJ9169N7JRF45 | Long             | STIV             | RF                | US        |  16905142 | NS      | $16905141.96  | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                 | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1500000 | PA      | $1260000.00   | 0.18%             | 2033-01-29      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2450000 | PA      | $2028572.81   | 0.30%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Provincia de Cordoba                                    | Provincia de Cordoba                                                                                                   | CUSIP: 74408DAD6<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    708401 | PA      | $674751.95    | 0.10%             | 2027-06-01      | Variable      | 6.99%                 | Yes           |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                                   | Termocandelaria Power SA                                                                                               | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |   1250000 | PA      | $1245056.25   | 0.18%             | 2031-09-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkey Government International Bond                                                                                   | CUSIP: 900123DD9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1500000 | PA      | $1389435.00   | 0.20%             | 2033-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                  | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   4172198 | PA      | $2098991.09   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                  | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1393498 | PA      | $697348.20    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                 | WE Soda Investments Holding PLC                                                                                        | CUSIP: 92943TAC7<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1268906.25   | 0.19%             | 2031-02-14      | Fixed         | 9.38%                 | 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        |   1140000 | PA      | $1107270.60   | 0.16%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                     | CSN Inova Ventures                                                                                                     | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |   1300000 | PA      | $1213932.59   | 0.18%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIG HLDNG/DIG FIN/DIFL                                  | Digicel Intermediate Holdings Ltd / Digicel International Finance Ltd / Difl US                                        | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | DBT              | CORP              | XX        |   1119449 | PA      | $1122902.50   | 0.16%             | 2027-05-25      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                         | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1659479.82   | 0.24%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                         | MV24 Capital BV                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    902520 | PA      | $860969.06    | 0.13%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1200000 | PA      | $1151640.00   | 0.17%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   5500000 | PA      | $4932125.00   | 0.72%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bond                                                                               | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |   3000000 | PA      | $3066000.00   | 0.45%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HLDG SA/KY                                | Itau Unibanco Holding SA/Cayman Island                                                                                 | CUSIP: 000000000<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $199954.68    | 0.03%             | 2025-08-27      | Fixed         | 7.56%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                   | Petroleos del Peru SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    500000 | PA      | $368807.80    | 0.05%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                   | Petroleos del Peru SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   1500000 | PA      | $925289.85    | 0.13%             | 2047-06-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    800000 | PA      | $693040.00    | 0.10%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan International Bonds              | Republic of Azerbaijan International Bond                                                                              | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    800000 | PA      | $698520.00    | 0.10%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   1900000 | PA      | $1920390.80   | 0.28%             | 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    | 0.02%             | 2030-04-15      | Fixed         | 5.95%                 | No            |                  3 | On Loan: No      |
| Qatar Government International Bonds                    | Qatar Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   1000000 | PA      | $847560.00    | 0.12%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   5800000 | PA      | $4936670.00   | 0.72%             | 2032-05-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Finance Department Government of Sharjah                | Finance Department Government of Sharjah                                                                               | CUSIP: 000000000<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |    800000 | PA      | $508243.20    | 0.07%             | 2050-07-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORYX FUNDING LTD                                        | Oryx Funding Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300S728CF0BBRC295 | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1203204.00   | 0.18%             | 2031-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                    | Country Garden Holdings Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $85000.00     | 0.01%             | 2031-01-12      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                                   | Finance Department Government of Sharjah                                                                               | CUSIP: 000000000<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |    800000 | PA      | $544032.00    | 0.08%             | 2051-03-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                         | IHS Holding Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |   1600000 | PA      | $1564832.51   | 0.23%             | 2026-11-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romanian Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    500000 | PA      | $414939.92    | 0.06%             | 2032-03-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    800000 | PA      | $892610.78    | 0.13%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD AUD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-6488.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                | Turkcell Iletisim Hizmetleri AS                                                                                        | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |   3000000 | PA      | $3016165.50   | 0.44%             | 2030-01-24      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Banco de Bogota SA                                      | Banco de Bogota SA                                                                                                     | CUSIP: 000000000<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |   1250000 | PA      | $1253383.75   | 0.18%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   3000000 | PA      | $3010200.00   | 0.44%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Azul SA                                                 | Azul SA                                                                                                                | CUSIP: 05501U106<br>LEI: 549300Z0MWZ57Q9RR205 | Long             | EC               | CORP              | BR        |     58450 | NS      | $44609.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                | Azul Secured Finance LLP                                                                                               | CUSIP: 05501WAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198486 | PA      | $37874.11     | 0.01%             | 2030-08-28      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                      | Bahrain Government International Bond                                                                                  | CUSIP: 05675M2G8<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |   2600000 | PA      | $2347683.00   | 0.34%             | 2033-01-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BANCO INDUSTRIAL SA                                     | Banco Industrial SA/Guatemala                                                                                          | CUSIP: 05991CAA1<br>LEI: 529900GF99QF67JEQU85 | Long             | DBT              | CORP              | GT        |    500000 | PA      | $488250.03    | 0.07%             | 2031-01-29      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazilian Government International Bond                                                                                | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   3000000 | PA      | $3345747.21   | 0.49%             | 2034-01-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazilian Government International Bond                                                                                | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   3000000 | PA      | $2108468.91   | 0.31%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITY OF BUENOS AIRES                                    | Autonomous City of Buenos Aires Argentina                                                                              | CUSIP: 11942GAD4<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |   1079000 | PA      | $1072203.47   | 0.16%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bond                                                                                 | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   4500000 | PA      | $4164321.42   | 0.61%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                                                                 | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   9000000 | PA      | $8602128.63   | 1.25%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bond                                                                                 | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2850000 | PA      | $2714789.99   | 0.40%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                                | Cia de Minas Buenaventura SAA                                                                                          | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |    500000 | PA      | $497505.00    | 0.07%             | 2032-02-04      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                  | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   2650000 | PA      | $2376387.50   | 0.35%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                   | PURCHASED USD / SOLD MXN                                                                                               | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-14464.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                     | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | BR        |         1 | NC      | $19672.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                     | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |         1 | NC      | $-14434.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED AUD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |         1 | NC      | $-1558.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $-2668.26     | -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      | $30679.62     | 0.00%             | 2030-04-17      | Fixed         | 0.25%                 | 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      | $644209.07    | 0.09%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                                                                    | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |   3427800 | PA      | $2925798.69   | 0.43%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                                       | InRetail Consumer                                                                                                      | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |    850000 | PA      | $795471.65    | 0.12%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                                   | Investment Energy Resources Ltd                                                                                        | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |   1400000 | PA      | $1336740.05   | 0.19%             | 2029-04-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                                                                        | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    300000 | PA      | $285870.00    | 0.04%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                 | Latam Airlines Group SA                                                                                                | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |   1300000 | PA      | $1274000.00   | 0.19%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LIGHT SERV ELETRICIDADE                                 | Light Servicos de Eletricidade SA                                                                                      | CUSIP: 53222MAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    225161 | PA      | $113036.45    | 0.02%             | 2032-12-19      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| NEMAK SAB DE CV                                         | Nemak SAB de CV                                                                                                        | CUSIP: 64045DAC8<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $241848.78    | 0.04%             | 2031-06-28      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                                                                  | CUSIP: 65412AFC1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1100000 | PA      | $1035430.00   | 0.15%             | 2031-06-09      | Fixed         | 9.63%                 | Yes           |                  2 | On Loan: No      |
| Petrobras Global Finance BV                             | Petrobras Global Finance BV                                                                                            | CUSIP: 71647NBL2<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   9100000 | PA      | $8628665.50   | 1.26%             | 2035-01-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3000000 | PA      | $2674079.70   | 0.39%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3750000 | PA      | $2500574.25   | 0.36%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD JPY                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-184.02      | -0.00%            |  |  |  | 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      |
| KOSMOS ENERGY LTD                                       | Kosmos Energy Ltd                                                                                                      | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    800000 | PA      | $723613.36    | 0.11%             | 2027-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)JUN25                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        63 | NC      | $154896.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $984082.89    | 0.14%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                                                                                | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $2635497.76   | 0.38%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) JUN25                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       205 | NC      | $446385.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEMAK SAB DE CV                                         | Nemak SAB de CV                                                                                                        | CUSIP: 000000000<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $1612325.20   | 0.24%             | 2031-06-28      | Fixed         | 3.62%                 | 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      | $390072.00    | 0.06%             | 2027-11-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   5215000 | PA      | $2718996.70   | 0.40%             | 2040-07-31      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                                                                                | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1802894.23   | 0.26%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                              | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   1100000 | PA      | $1134529.08   | 0.17%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SOVCOMBANK (SOVCOM CAPT)                                | Sovcombank Via SovCom Capital DAC                                                                                      | CUSIP: 84605LAD8<br>LEI: 635400EQFFCXMNLYU680 | Long             | DBT              | CORP              | IE        |   1800000 | PA      | $90000.00     | 0.01%             | N/A             | Fixed         | 7.60%                 | No            |                  3 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkey Government International Bond                                                                                   | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2000000 | PA      | $1591976.00   | 0.23%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkey Government International Bond                                                                                   | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   4200000 | PA      | $3034609.20   | 0.44%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | UKRAINE GOVERNMENT INTERNATIONAL BOND                                                                                  | CUSIP: 903724AW2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1505000 | PA      | $1074250.94   | 0.16%             | 2041-08-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                       | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1543016.22   | 0.22%             | 2033-04-24      | Fixed         | 9.85%                 | Yes           |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                    | YPF SA                                                                                                                 | CUSIP: 984245AY6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |   1550000 | PA      | $1570500.30   | 0.23%             | 2031-09-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                                   | Zorlu Enerji Elektrik Uretim AS                                                                                        | CUSIP: 98977LAA4<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $183594.31    | 0.03%             | 2030-04-23      | Fixed         | 11.00%                | 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        |   1500000 | PA      | $1354500.00   | 0.20%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                     | Egypt Treasury Bills                                                                                                   | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        | 221100000 | PA      | $3896601.15   | 0.57%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ESC GCBREGS CREDITO RE                                  | ESC GCBREGS CREDITO RE                                                                                                 | CUSIP: 000000000<br>LEI: 549300W2IL7TPPCTKL39 | Long             | DBT              | CORP              | MX        |     60000 | PA      | $7128.00      | 0.00%             | 2026-02-07      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                 | EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA                                                        | CUSIP: 000000000<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $688308.08    | 0.10%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                         | MARB BondCo PLC                                                                                                        | CUSIP: 000000000<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1731084.40   | 0.25%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                        | CSN Resources SA                                                                                                       | CUSIP: 000000000<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    750000 | PA      | $568741.88    | 0.08%             | 2031-06-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                  | Millicom International Cellular SA                                                                                     | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $891384.70    | 0.13%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                        | Greenko Dutch BV                                                                                                       | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |   1760000 | PA      | $1706738.00   | 0.25%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                  | BRF SA                                                                                                                 | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |   1500000 | PA      | $1423143.00   | 0.21%             | 2030-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1250000 | PA      | $1310612.50   | 0.19%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| HERITAGE PETROL CO LTD                                  | Heritage Petroleum Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 25490055MYPABN06OA04 | Long             | DBT              | CORP              | TT        |    800000 | PA      | $810943.94    | 0.12%             | 2029-08-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                     | Honduras Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |   2200000 | PA      | $2003100.00   | 0.29%             | 2030-06-24      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ORAZUL ENERGY PERU SA                                   | Orazul Energy Egenor SCA                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |   1214000 | PA      | $1190770.11   | 0.17%             | 2027-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TELFON CELUAR DEL PARAGU                                | Telefonica Celular del Paraguay SA                                                                                     | CUSIP: 000000000<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |   1052000 | PA      | $1045588.06   | 0.15%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                       | Trinidad & Tobago Government International Bond                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    750000 | PA      | $713587.48    | 0.10%             | 2031-01-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                      | Canacol Energy Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $209281.59    | 0.03%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                  | SierraCol Energy Andina LLC                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $598524.16    | 0.09%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                                                                                   | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1687041.00   | 0.25%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lamar Funding Ltd                                       | Lamar Funding Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 549300TSXHL7X0727895 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $800112.00    | 0.12%             | 2025-05-07      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                              | Southern Gas Corridor CJSC                                                                                             | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |    800000 | PA      | $808620.00    | 0.12%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   1600000 | PA      | $1587449.60   | 0.23%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OmGrid Funding Ltd                                      | OmGrid Funding Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300L1HIVZ83RMAP18 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $497926.25    | 0.07%             | 2027-05-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HLDGS LTD                                  | Shimao Property Holdings Ltd                                                                                           | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |   2100000 | PA      | $118125.00    | 0.02%             | 2022-07-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                 | Pakistan Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |   3800000 | PA      | $3337433.60   | 0.49%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds        | Kenya Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    800000 | PA      | $597233.60    | 0.09%             | 2048-02-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd.                                 | Eskom Holdings SOC Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    900000 | PA      | $890451.00    | 0.13%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                  | Republic of Uzbekistan International Bond                                                                              | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   1500000 | PA      | $1458000.00   | 0.21%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    500000 | PA      | $489749.40    | 0.07%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                     | Republic of Armenia International Bond                                                                                 | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   1000000 | PA      | $899919.00    | 0.13%             | 2029-09-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                | Yapi ve Kredi Bankasi AS                                                                                               | CUSIP: 000000000<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |    700000 | PA      | $699784.75    | 0.10%             | 2031-01-22      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                  | Bahrain Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |   2500000 | PA      | $2256515.00   | 0.33%             | 2033-01-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                     | Senegal Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |   2500000 | PA      | $1809476.80   | 0.26%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                                                               | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1000000 | PA      | $655500.00    | 0.10%             | 2051-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pakistan Global Sukuk Programme Co. Ltd.                | Pakistan Global Sukuk Programme Co. Ltd.                                                                               | CUSIP: 000000000<br>LEI: 213800X5OY6CVYNY1M70 | Long             | DBT              | NUSS              | PK        |    700000 | PA      | $614775.00    | 0.09%             | 2029-01-31      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   2190000 | PA      | $2006697.00   | 0.29%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ACCESS BANK PLC                                         | Access Bank PLC                                                                                                        | CUSIP: 00434G2C3<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |    600000 | PA      | $562271.49    | 0.08%             | 2026-10-07      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                   | Alibaba Group Holding Ltd                                                                                              | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $1178386.92   | 0.17%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                                                                    | CUSIP: 03846JAF7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   2800000 | PA      | $2061606.40   | 0.30%             | 2051-09-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                  | Egypt Government International Bond                                                                                    | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1600000 | PA      | $1504000.00   | 0.22%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                                                       | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2070000 | PA      | $1664280.00   | 0.24%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                      | Bahrain Government International Bond                                                                                  | CUSIP: 05675M2C7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |   1000000 | PA      | $1039657.00   | 0.15%             | 2030-05-14      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                      | Bahrain Government International Bond                                                                                  | CUSIP: 05675M2J2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |   1300000 | PA      | $1183000.00   | 0.17%             | 2034-05-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                                | Banco de Credito e Inversiones SA                                                                                      | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    500000 | PA      | $518565.00    | 0.08%             | 2029-05-08      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| BANCO BRADESCO (CAYMAN)                                 | Banco Bradesco SA/Cayman Islands                                                                                       | CUSIP: 05947KBB5<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |   2200000 | PA      | $2284304.00   | 0.33%             | 2030-01-22      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                                                                    | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $182800.00    | 0.03%             | 2041-01-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                                       | Bharti Airtel Ltd                                                                                                      | CUSIP: 08860HAC8<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |    750000 | PA      | $685353.79    | 0.10%             | 2031-06-03      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazilian Government International Bond                                                                                | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   5000000 | PA      | $4069025.40   | 0.59%             | 2047-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazilian Government International Bond                                                                                | CUSIP: 105756CE8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   5500000 | PA      | $4936433.32   | 0.72%             | 2031-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazilian Government International Bond                                                                                | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   4450000 | PA      | $4383004.23   | 0.64%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                        | CSN Resources SA                                                                                                       | CUSIP: 12644VAF5<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $958147.20    | 0.14%             | 2030-12-05      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bond                                                                                 | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   6000000 | PA      | $6092885.28   | 0.89%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bond                                                                                 | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2013000 | PA      | $1959581.52   | 0.29%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1500000 | PA      | $1371936.54   | 0.20%             | 2054-11-07      | Fixed         | 8.38%                 | 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      | $767313.75    | 0.11%             | 2029-04-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                              | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1900000 | PA      | $1756257.31   | 0.26%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                      | Dominican Republic International Bond                                                                                  | CUSIP: 25714PCF3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1500000 | PA      | $1533825.00   | 0.22%             | 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      | $2700040.00   | 0.39%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-205633.58   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                   | PURCHASED MXN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | MX        |         1 | NC      | $35164.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |         1 | NC      | $21607.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | PURCHASED USD / SOLD JPY                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-6874.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD JPY                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-10501.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                           | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   5000000 | PA      | $4870491.50   | 0.71%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                           | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2500000 | PA      | $2341781.35   | 0.34%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                                                              | CUSIP: 283875AH5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   1000000 | PA      | $985709.82    | 0.14%             | 2032-04-10      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ENDEAVOUR MINING PLC                                    | Endeavour Mining PLC                                                                                                   | CUSIP: 29261HAA3<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196449.90    | 0.03%             | 2026-10-14      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FORTEBANK JSC                                           | ForteBank JSC                                                                                                          | CUSIP: 34955XAB7<br>LEI: 529900TH5WJ6KE8N8Z35 | Long             | DBT              | CORP              | KZ        |   1000000 | PA      | $978803.44    | 0.14%             | 2030-02-04      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                                                                    | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    141600 | PA      | $133670.42    | 0.02%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                                                                    | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |   4053200 | PA      | $2756176.00   | 0.40%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GREENKO POWER II LTD                                    | Greenko Power II Ltd                                                                                                   | CUSIP: 39530MAA6<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |    417500 | PA      | $383855.05    | 0.06%             | 2028-12-13      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                       | Jordan Government International Bond                                                                                   | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |   1300000 | PA      | $1197586.00   | 0.17%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| IHS HOLDING LTD                                         | IHS Holding Ltd                                                                                                        | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |   1100000 | PA      | $1061995.00   | 0.15%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Kenya Government International Bond                                                                                    | CUSIP: 491798AL8<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    600000 | PA      | $462872.60    | 0.07%             | 2034-01-23      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| LIGHT ENERGIA SA                                        | Light Energia SA                                                                                                       | CUSIP: 531959AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    507556 | PA      | $470758.19    | 0.07%             | 2026-06-18      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                                                                  | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1650000 | PA      | $1349452.50   | 0.20%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                    | Paraguay Government International Bond                                                                                 | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   4000000 | PA      | $3395000.00   | 0.50%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2500000 | PA      | $2144464.58   | 0.31%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    750000 | PA      | $517020.53    | 0.08%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                                 | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    300000 | PA      | $284172.00    | 0.04%             | 2034-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF RWANDA                                      | Rwanda International Government Bond                                                                                   | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |    900000 | PA      | $705456.00    | 0.10%             | 2031-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SASOL Financing USA LLC                                 | SASOL Financing USA LLC                                                                                                | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1766161.72   | 0.26%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                                                                    | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    500000 | PA      | $423905.00    | 0.06%             | 2053-01-18      | Fixed         | 5.00%                 | 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      | $466422.00    | 0.07%             | 2048-06-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                        | Transnet SOC Ltd                                                                                                       | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |    600000 | PA      | $605308.50    | 0.09%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                | Turkcell Iletisim Hizmetleri AS                                                                                        | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |   1000000 | PA      | $1001482.00   | 0.15%             | 2032-01-24      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkey Government International Bond                                                                                   | CUSIP: 900123AY6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   3500000 | PA      | $3271177.00   | 0.48%             | 2036-03-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                 | CUSIP: 900123BG4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2000000 | PA      | $1762296.00   | 0.26%             | 2040-05-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkey Government International Bond                                                                                   | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2400000 | PA      | $2217036.00   | 0.32%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATENTO LUXCO 1                                          | ATENTO LUXCO 1                                                                                                         | CUSIP: 000000000<br>LEI: 549300MLFF3HYCZQTC48 | Long             | EC               | CORP              | LU        |    191350 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                  | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   2575651 | PA      | $1266808.19   | 0.18%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| ESC CB144A UNIFIN FINA                                  | ESC CB144A UNIFIN FINA                                                                                                 | CUSIP: 904ESCAN0<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $15650.00     | 0.00%             | 2029-01-28      | Fixed         | 9.88%                 | Yes           |                  3 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                       | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $275853.44    | 0.04%             | 2030-07-24      | Fixed         | 9.48%                 | Yes           |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                    | YPF SA                                                                                                                 | CUSIP: 984245AV2<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |   1750000 | PA      | $1797402.25   | 0.26%             | 2029-06-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SP1908SK4 CDS USD R F  1.00000 SP1908SK4_FEE CCPCDX / Short: SP1908SK4 CDS USD P V 03MEVENT SP1908SK4_PRO CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   9000000 | OU      | $-823566.60   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | BAC002363 EUR CALL USD PUT                                                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |  -1100000 | OU      | $-15703.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                 | Energian Israel Finance Ltd                                                                                            | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    500000 | PA      | $453570.00    | 0.07%             | 2031-03-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                | AI Candelaria Spain SA                                                                                                 | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |   2020869 | PA      | $1994318.46   | 0.29%             | 2028-12-15      | Fixed         | 7.50%                 | 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      | $957732.70    | 0.14%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                | CT Trust                                                                                                               | CUSIP: 000000000<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |   2050000 | PA      | $1867701.09   | 0.27%             | 2032-02-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                                                         | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $900182.50    | 0.13%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds              | El Salvador Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   1000000 | PA      | $804469.79    | 0.12%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALSEA S.A.                                              | Alsea SAB de CV                                                                                                        | CUSIP: 000000000<br>LEI: 4469000001BJLPKNUN21 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $1006608.00   | 0.15%             | 2026-12-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                                  | Banco Nacional de Comercio Exterior SNC/Cayman Islands                                                                 | CUSIP: 000000000<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $1887315.60   | 0.28%             | 2031-08-11      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                 | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $1014459.60   | 0.15%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ESC GCBREGS CREDITO RE                                  | ESC GCBREGS CREDITO RE                                                                                                 | CUSIP: 000000000<br>LEI: 549300W2IL7TPPCTKL39 | Long             | DBT              | CORP              | MX        |   3110000 | PA      | $349875.00    | 0.05%             | 2099-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   5450000 | PA      | $4480172.50   | 0.65%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bolivia Government International Bonds                  | Bolivian Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |   1300000 | PA      | $845000.00    | 0.12%             | 2028-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOLIVIA GOVERNMENT                                      | Bolivian Government International Bond                                                                                 | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |   1000000 | PA      | $649520.00    | 0.09%             | 2030-03-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   3000000 | PA      | $2878746.93   | 0.42%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1000000 | PA      | $983735.13    | 0.14%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE MENDOZA                                    | Provincia de Mendoza Argentina                                                                                         | CUSIP: 000000000<br>LEI: 529900FD2SD2M48A6753 | Long             | DBT              | NUSS              | AR        |    307692 | PA      | $284615.39    | 0.04%             | 2029-03-19      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| TELECOM OF TRIN & TOBAGO                                | Telecommunications Services of Trinidad & Tobago Ltd                                                                   | CUSIP: 000000000<br>LEI: 5299007N4G3EZWXAMB76 | Long             | DBT              | CORP              | TT        |   1300000 | PA      | $1291446.00   | 0.19%             | 2029-10-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                       | Trinidad & Tobago Government International Bond                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    750000 | PA      | $706655.72    | 0.10%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                    | YPF SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |   1000000 | PA      | $851938.60    | 0.12%             | 2047-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DELHI INTL AIRPORT                                      | Delhi International Airport Ltd                                                                                        | CUSIP: 000000000<br>LEI: 335800HBF5DARYMEUD12 | Long             | DBT              | CORP              | IN        |   1315000 | PA      | $1322640.15   | 0.19%             | 2029-06-04      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIO                                | GMR Hyderabad International Airport Ltd                                                                                | CUSIP: 000000000<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |   1250000 | PA      | $1190677.00   | 0.17%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                           | JSW Steel Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |   1550000 | PA      | $1378160.07   | 0.20%             | 2032-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SRI REJEKI ISMAN TBK PT                                 | Sri Rejeki Isman Tbk PT                                                                                                | CUSIP: 000000000<br>LEI: 254900TBASD7T48GQU02 | Long             | DBT              | CORP              | ID        |   1200000 | PA      | $54000.00     | 0.01%             | 2025-01-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   3000000 | PA      | $2957129.46   | 0.43%             | 2032-04-10      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   1700000 | PA      | $289000.00    | 0.04%             | 2022-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                      | Angolan Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   1800000 | PA      | $1759550.40   | 0.26%             | 2025-11-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                  | Bahrain Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |   3200000 | PA      | $3249228.80   | 0.47%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1100000 | PA      | $757350.00    | 0.11%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds        | Kenya Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $188000.00    | 0.03%             | 2028-02-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MAF GLOBAL SECURITIES                                   | MAF Global Securities Ltd                                                                                              | CUSIP: 000000000<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $2003312.50   | 0.29%             | 2026-03-20      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bonds                  | Senegal Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    800000 | PA      | $489728.00    | 0.07%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SHARJAH SUKUK PROGRAM                                   | Sharjah Sukuk Program Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300N3BQ9P6RRMVV02 | Long             | DBT              | NUSS              | KY        |    500000 | PA      | $488277.50    | 0.07%             | 2028-03-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| CHINA OVERSEAS FIN                                      | CHINA OVERSEAS FIN COMPANY GUAR REGS 04/28 4.75                                                                        | CUSIP: 000000000<br>LEI: 3003003EQA2BE4U94Y86 | Long             | DBT              | CORP              | KY        |   1700000 | PA      | $1700254.18   | 0.25%             | 2028-04-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds        | Republic of Kenya Government International Bond                                                                        | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |   3000000 | PA      | $2642160.00   | 0.39%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   2150000 | PA      | $1985998.00   | 0.29%             | 2031-01-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                  | Egypt Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    500000 | PA      | $489749.40    | 0.07%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   4715543 | PA      | $3524161.06   | 0.51%             | 2030-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Saudi Government International Bonds                    | Saudi Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1500000 | PA      | $921300.00    | 0.13%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                 | Pakistan Government International Bonds                                                                                | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |   1300000 | PA      | $1021280.00   | 0.15%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                | Provincia de Buenos Aires/Government Bonds                                                                             | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |   4469275 | PA      | $2994414.25   | 0.44%             | 2037-09-01      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                | Provincia de Buenos Aires/Government Bonds                                                                             | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |   2364670 | PA      | $1584328.82   | 0.23%             | 2037-09-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| OTP BANK NYRT                                           | OTP Bank Nyrt                                                                                                          | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |   1500000 | PA      | $1591035.00   | 0.23%             | 2033-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TURKIYE VARLIK FONU                                     | Turkiye Varlik Fonu Yonetimi AS                                                                                        | CUSIP: 000000000<br>LEI: 789000MAPAG7J8DI3112 | Long             | DBT              | CORP              | TR        |   3600000 | PA      | $3678865.20   | 0.54%             | 2029-02-14      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                   | Zambia Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    479681 | PA      | $416699.03    | 0.06%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |   2500000 | PA      | $2134250.00   | 0.31%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   4000000 | PA      | $3258938.92   | 0.48%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   4000000 | PA      | $2770000.00   | 0.40%             | 2033-03-15      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-24

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

**Signature:** Stephen Van Meter

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

**Title:** Chief Compliance Officer