# EDGAR Filing Document

**Accession Number:** 0000225322
**File Stem:** 0001752724-23-034864
**Filing Date:** 2023-2
**Character Count:** 170995
**Document Hash:** 492158eed6529c66f9288c944504f957
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-034864.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-034864

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SUMMER STREET TRUST
- **CENTRAL INDEX KEY:** 0000225322
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02737
- **FILM NUMBER:** 23656932

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY HIGH INCOME FUND
- **DATE OF NAME CHANGE:** 19890309

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY AGGRESSIVE INCOME FUND
- **DATE OF NAME CHANGE:** 19810205

## Series and Classes Contracts Data

### Fidelity New Markets Income Fund (Series ID: S000017692)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000048888 | Fidelity New Markets Income Fund                  | FNMIX           |
| C000206228 | Fidelity Advisor New Markets Income Fund: Class M | FGWMX           |
| C000206229 | Fidelity Advisor New Markets Income Fund: Class C | FGYMX           |
| C000206230 | Fidelity Advisor New Markets Income Fund: Class I | FGZMX           |
| C000206231 | Fidelity Advisor New Markets Income Fund: Class Z | FGBMX           |
| C000206232 | Fidelity Advisor New Markets Income Fund: Class A | FGVMX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Summer Street Trust

- **b. Investment Company Act file number:** 811-02737

- **c. CIK number of Registrant:** 0000225322

- **d. LEI of Registrant:** P1TJ3M056NR1SYX5LY49

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity New Markets Income Fund

- **b. EDGAR series identifier (if any):** S000017692

- **c. LEI of Series:** EHI16Z8Y2IEY0EEVD190

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4248041317.36

**Total Liabilities:** $23355228.02

**Net Assets:** $4224686089.34

**Cash Not Reported:** $10753247.03

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 47194.00245370 | **1-Year:** 177143.89213958 | **5-Year:** 421939.26119272 | **10-Year:** 593930.07045025 | **30-Year:** 507154.75045064

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

- **3-Month:** 31096.72021020 | **1-Year:** 178054.68488270 | **5-Year:** 390340.14712801 | **10-Year:** 363553.62550308 | **30-Year:** 166287.76373322

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000206231 | 0.47%                | 8.20%                | 0.27%                |
| Class ID C000206232 | -3.58%               | 3.84%                | -3.77%               |
| Class ID C000206228 | -3.58%               | 3.84%                | -3.69%               |
| Class ID C000206230 | 0.46%                | 8.19%                | 0.26%                |
| Class ID C000048888 | 0.46%                | 8.19%                | 0.26%                |
| Class ID C000206229 | -0.62%               | 7.10%                | -0.82%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-11547108.97            | $-7261490.07                               |
| Month 2  | $-154220649.57           | $466592151.76                              |
| Month 3  | $-7494250.96             | $-3032759.83                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 1MDB GLOBAL INVESTMENTS LTD                        | 1MDB GLOBAL INVESTMENTS LTD 4.4% 03/09/2023 REGS                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |  41100000 | PA      | $40157268.75  | 0.95%             | 2023-03-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                | NIGERIA REPUBLIC 7.625% 11/21/2025 144A                                 | CUSIP: 65412JAJ2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  30927000 | PA      | $28336863.75  | 0.67%             | 2025-11-21      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                          | EGYPT (ARAB) REPUBLIC OF 8.7002% 03/01/2049 144A                        | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |  22940000 | PA      | $15083050.00  | 0.36%             | 2049-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                           | PAKISTAN ISLAMIC REP OF 6% 04/08/2026 144A                              | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |  24660000 | PA      | $9866712.60   | 0.23%             | 2026-04-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                 | TURKEY REPUBLIC OF 5.125% 02/17/2028                                    | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  14310000 | PA      | $12342375.00  | 0.29%             | 2028-02-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                  | JORDAN KINGDOM OF 6.125% 01/29/2026 144A                                | CUSIP: 418097AG6<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |   4385000 | PA      | $4315936.25   | 0.10%             | 2026-01-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                              | ARGENTINA REPUBLIC OF STEP 07/09/2030                                   | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  78813473 | PA      | $21319044.45  | 0.50%             | 2030-07-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                          | BAIDU INC 2.375% 10/09/2030                                             | CUSIP: 056752AT5<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |   7240000 | PA      | $5735745.20   | 0.14%             | 2030-10-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                 | TURKEY REPUBLIC OF 4.875% 04/16/2043                                    | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  21540000 | PA      | $13964651.25  | 0.33%             | 2043-04-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                              | DP WORLD CRESCENT LTD 3.7495% 01/30/2030 144A                           | CUSIP: 26139PAC7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |   8060000 | PA      | $7411673.75   | 0.18%             | 2030-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                               | COLOMBIA REPUBLIC OF 7.375% 09/18/2037                                  | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3680000 | PA      | $3450690.00   | 0.08%             | 2037-09-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV                            | EQUATE PETROCHEMICAL BV 4.25% 11/03/2026 144A                           | CUSIP: 29441WAC9<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $4771250.00   | 0.11%             | 2026-11-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                     | OMAN SULTANATE 6.75% 01/17/2048 144A                                    | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |  30140000 | PA      | $28054688.75  | 0.66%             | 2048-01-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                | LEBANON REPUBLIC OF 5.8% 12/31/2049 REGS                                | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |   8540000 | PA      | $489171.20    | 0.01%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                   | LENOVO GROUP LTD 3.421% 11/02/2030 144A                                 | CUSIP: 526250AB1<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |   5500000 | PA      | $4327125.00   | 0.10%             | 2030-11-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                               | EMIRATE OF ABU DHABI 3.125% 09/30/2049 144A                             | CUSIP: 29135LAF7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |  42178000 | PA      | $31048280.25  | 0.73%             | 2049-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                             | VENEZUELA REPUBLIC OF 9.25% 05/07/2028 REGS                             | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |  70265000 | PA      | $5796862.50   | 0.14%             | 2028-05-07      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING COMPANY                          | STILLWATER MINING COMPANY 4% 11/16/2026 144A                            | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |   8215000 | PA      | $7220471.56   | 0.17%             | 2026-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RUSSIA FEDN MINISTRY FINANCE                       | RUSSIA FEDN MINISTRY FINANCE 5.1% 03/28/2035 REGS                       | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |  12200000 | PA      | $3538000.00   | 0.08%             | 2035-03-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                  | KOSMOS ENERGY LTD 7.125% 04/04/2026 144A                                | CUSIP: 500688AC0<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |  38909000 | PA      | $33031309.19  | 0.78%             | 2026-04-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                              | FREEPORT INDONESIA PT 6.2% 04/14/2052 144A                              | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   5635000 | PA      | $4888982.35   | 0.12%             | 2052-04-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                     | OMAN SULTANATE 5.375% 03/08/2027 144A                                   | CUSIP: 682051AE7<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |  18189000 | PA      | $17737685.44  | 0.42%             | 2027-03-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                  | CHILE REPUBLIC OF 3.5% 01/31/2034                                       | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   7100000 | PA      | $6038550.00   | 0.14%             | 2034-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAP LTD                                   | PETRONAS CAP LTD 3.404% 04/28/2061 144A                                 | CUSIP: 71675CAE8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   5500000 | PA      | $3757325.00   | 0.09%             | 2061-04-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                  | CHILE REPUBLIC OF 4.34% 03/07/2042                                      | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   5555000 | PA      | $4679393.13   | 0.11%             | 2042-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                       | MEXICO UNITED MEXICAN STATES 6.05% 01/11/2040                           | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  30348000 | PA      | $29452734.00  | 0.70%             | 2040-01-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP            | SRI LANKA GOVT DEMOC SOCIA REP 6.85% 11/03/2025 144A                    | CUSIP: 85227SAQ9<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |   9145000 | PA      | $2745214.69   | 0.06%             | 2025-11-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                 | UKRAINE GOVERNMENT 7.75% 09/01/2029 144A                                | CUSIP: 903724AU6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |  10846000 | PA      | $2303419.25   | 0.05%             | 2029-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | PETROLEOS MEXICANOS 6.625% 06/15/2035                                   | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  65174000 | PA      | $47036075.80  | 1.11%             | 2035-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PROVINCE CORDOBA                                   | PROVINCE CORDOBA STEP 12/10/2025 144A                                   | CUSIP: 74408DAC8<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | CORP              | AR        |   5865241 | PA      | $4692192.80   | 0.11%             | 2025-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                | HUNGARY REPUBLIC OF 2.125% 09/22/2031 144A                              | CUSIP: 445545AM8<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |  11240000 | PA      | $8259995.00   | 0.20%             | 2031-09-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                    | IHS HOLDING LTD 5.625% 11/29/2026 144A                                  | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |   5980000 | PA      | $4962652.50   | 0.12%             | 2026-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                             | VENEZUELA REPUBLIC OF 11.95% 08/05/2031 REGS                            | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |  87250000 | PA      | $7634375.00   | 0.18%             | 2031-08-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                          | PETROLEOS DE VENEZUELA SA 9.75% 05/17/2035 144A                         | CUSIP: 716558AE1<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |  71700000 | PA      | $3405750.00   | 0.08%             | 2035-05-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                 | UKRAINE GOVT VAR 08/01/2041 144A                                        | CUSIP: 903724AW2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   8905000 | PA      | $2536811.88   | 0.06%             | 2041-08-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                            | ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A                          | CUSIP: 29280LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |  10455000 | PA      | $7291473.83   | 0.17%             | 2030-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                     | BRAZIL FEDERATIVE REPUBLIC OF 12.25% 03/06/2030                         | CUSIP: 105756AL4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  13881000 | PA      | $18846060.19  | 0.45%             | 2030-03-06      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | PETROLEOS MEXICANOS 6.5% 06/02/2041                                     | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  11163000 | PA      | $7222461.00   | 0.17%             | 2041-06-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                               | ROMANIA REPUBLIC OF 3% 02/27/2027 144A                                  | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |  10504000 | PA      | $9275032.00   | 0.22%             | 2027-02-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                  | MDGH GMTN RSC LTD 3.375% 03/28/2032 REGS                                | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |   2140000 | PA      | $1933757.50   | 0.05%             | 2032-03-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                          | SAUDI ARABIAN OIL COMPANY 4.375% 04/16/2049 144A                        | CUSIP: 80414L2F1<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |  11864000 | PA      | $10049549.50  | 0.24%             | 2049-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                 | PANAMA REPUBLIC OF 4.5% 04/16/2050                                      | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |  10760000 | PA      | $8115730.00   | 0.19%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                | NBM US HOLDINGS INC 6.625% 08/06/2029 144A                              | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |   7195000 | PA      | $6942275.63   | 0.16%             | 2029-08-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                               | PARAGUAY REPUBLIC OF 5.6% 03/13/2048 144A                               | CUSIP: 699149AF7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   2315000 | PA      | $2013037.19   | 0.05%             | 2048-03-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                  | GHANA REPUBLIC OF 8.627% 06/16/2049 144A                                | CUSIP: 374422AH6<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |  12885000 | PA      | $4413112.50   | 0.10%             | 2049-06-16      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                          | SAUDI ARABIAN OIL COMPANY 1.625% 11/24/2025 144A                        | CUSIP: 80414L2H7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |  16675000 | PA      | $15146110.94  | 0.36%             | 2025-11-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                             | VENEZUELA REPUBLIC OF 9.25% 09/15/2027                                  | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |  62675000 | PA      | $5484062.50   | 0.13%             | 2027-09-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                            | EL SALVADOR REPUBLIC OF 6.375% 01/18/2027 144A                          | CUSIP: 283875AS1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   2515000 | PA      | $1088995.00   | 0.03%             | 2027-01-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                               | EMIRATE OF ABU DHABI 1.7% 03/02/2031 144A                               | CUSIP: 29135LAM2<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   7910000 | PA      | $6509930.00   | 0.15%             | 2031-03-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                  | PERU REPUBLIC OF 3% 01/15/2034                                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |  21165000 | PA      | $16664791.88  | 0.39%             | 2034-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                 | PANAMA REPUBLIC OF 4.3% 04/29/2053                                      | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   7000000 | PA      | $5093812.50   | 0.12%             | 2053-04-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                  | JORDAN KINGDOM OF 5.85% 07/07/2030 144A                                 | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |   3945000 | PA      | $3506858.44   | 0.08%             | 2030-07-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                               | ROMANIA REPUBLIC OF 4% 02/14/2051 144A                                  | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   3535000 | PA      | $2321611.25   | 0.05%             | 2051-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                     | OMAN SULTANATE 5.625% 01/17/2028 144A                                   | CUSIP: 682051AH0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |  21625000 | PA      | $21277648.44  | 0.50%             | 2028-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GEORGIA REPUBLIC OF                                | GEORGIA REPUBLIC OF 2.75% 04/22/2026 144A                               | CUSIP: 37311PAB6<br>LEI: 254900MHQHBC58M2GR84 | Long             | DBT              | NUSS              | GE        |  15425000 | PA      | $13890212.50  | 0.33%             | 2026-04-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                    | ANTOFAGASTA PLC 2.375% 10/14/2030 144A                                  | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |  15695000 | PA      | $12524610.00  | 0.30%             | 2030-10-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR CJSC                         | SOUTHERN GAS CORRIDOR CJSC 6.875% 03/24/2026 144A                       | CUSIP: 84302LAA0<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |  36439000 | PA      | $37231548.25  | 0.88%             | 2026-03-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                             | VENEZUELA REPUBLIC OF 9.375% 01/13/2034                                 | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |  46005000 | PA      | $3795412.50   | 0.09%             | 2034-01-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TINKOFF CREDIT SYSTEMS VIA TCS FINANCE LTD         | TINKOFF CREDIT SYSTEMS VIA TCS FINANCE LTD 6/VAR PERP 144A              | CUSIP: 87251LAA4<br>LEI: 213800VIPIONINOCLD68 | Long             | EP               | CORP              | IE        |   6660000 | PA      | $2559937.50   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                | ECUADOR REPUBLIC OF STEP 07/31/2035 144A                                | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |  48400000 | PA      | $22136950.00  | 0.52%             | 2035-07-31      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                        | ENERGEAN ISRAEL FINANCE LTD 4.875% 03/30/2026 144A REGS                 | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |  15080000 | PA      | $13917332.00  | 0.33%             | 2026-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AXTEL SAB DE CV                                    | AXTEL SAB DE CV 6.375% 11/14/2024 144A                                  | CUSIP: 05462GAJ3<br>LEI: 549300BVRDR8XTSXAD13 | Long             | DBT              | CORP              | MX        |    710000 | PA      | $579005.00    | 0.01%             | 2024-11-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                | ECUADOR REPUBLIC OF STEP 07/31/2030 144A                                | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |  52330000 | PA      | $33288421.25  | 0.79%             | 2030-07-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GEORGIAN RAILWAY JSC                               | GEORGIAN RAILWAY JSC 4% 06/17/2028 144A                                 | CUSIP: 37363BAB4<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |   6755000 | PA      | $5871783.75   | 0.14%             | 2028-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                 | DOMINICAN REPUBLIC 7.45% 04/30/2044 144A                                | CUSIP: 25714PCF3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  20824000 | PA      | $19331179.50  | 0.46%             | 2044-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP            | SRI LANKA GOVT DEMOC SOCIA REP 6.2% 05/11/2027 144A                     | CUSIP: 85227SAT3<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |  14360000 | PA      | $4144655.00   | 0.10%             | 2027-05-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA             | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 4% 08/11/2041 144A               | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |  11735000 | PA      | $9661572.19   | 0.23%             | 2041-08-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                             | VENEZUELA REPUBLIC OF 7.75% 12/31/2049 REGS                             | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |  29380000 | PA      | $2130050.00   | 0.05%             | 2049-12-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MTN MAURITIUS INVESTMENTS LTD                      | MTN MAURITIUS INVSTMENTS 4.755% 11/11/2024 144A                         | CUSIP: 55377XAA4<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | MU        |   4995000 | PA      | $4838281.88   | 0.11%             | 2024-11-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                | NIGERIA REPUBLIC 7.696% 02/23/2038 144A                                 | CUSIP: 65412JAH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   3500000 | PA      | $2366437.50   | 0.06%             | 2038-02-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                 | UKRAINE GOVERNMENT 6.876% 05/21/2031 144A                               | CUSIP: 90372UAR5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   7670000 | PA      | $1451547.50   | 0.03%             | 2031-05-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                 | TURKEY REPUBLIC OF 4.25% 03/13/2025                                     | CUSIP: 900123CX6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  12305000 | PA      | $11505175.00  | 0.27%             | 2025-03-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARBADOS GOVT OF                                   | BARBADOS GOVT OF 6.5% 10/01/2029 144A                                   | CUSIP: 067070AH5<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |  11985000 | PA      | $11039683.13  | 0.26%             | 2029-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                | NIGERIA REPUBLIC 7.143% 02/23/2030 144A                                 | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   6415000 | PA      | $4899456.25   | 0.12%             | 2030-02-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                               | COLOMBIA REPUBLIC OF 4.5% 03/15/2029                                    | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   8305000 | PA      | $7159429.06   | 0.17%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                  | GHANA REPUBLIC OF 8.125% 03/26/2032 144A                                | CUSIP: 37443GAB7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |  17605000 | PA      | $6227768.75   | 0.15%             | 2032-03-26      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN REPUBLIC OF                             | UZBEKISTAN REPUBLIC OF 3.9% 10/19/2031 144A                             | CUSIP: 91822Q2E6<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  18255000 | PA      | $14898361.88  | 0.35%             | 2031-10-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                          | PETROLEOS DE VENEZUELA SA 5.5% 04/12/2037 REGS                          | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        | 184250000 | PA      | $8297829.57   | 0.20%             | 2037-04-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN REPUBLIC OF                             | UZBEKISTAN REPUBLIC OF 4.75% 02/20/2024 144A                            | CUSIP: 91822Q2B2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   6095000 | PA      | $5939958.44   | 0.14%             | 2024-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                             | VENEZUELA REPUBLIC OF 9% 05/07/2023 REGS                                | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |  43195000 | PA      | $3455600.00   | 0.08%             | 2023-05-07      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                               | COLOMBIA REPUBLIC OF 8% 04/20/2033                                      | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  16815000 | PA      | $16781370.00  | 0.40%             | 2033-04-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                    | CEMEX SAB DE CV 5.45% 11/19/2029 144A                                   | CUSIP: 151290BV4<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   5805000 | PA      | $5552119.69   | 0.13%             | 2029-11-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                          | PETROLEOS DE VENEZUELA SA 6% 05/16/2024 144A                            | CUSIP: 716558AG6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        | 105540000 | PA      | $5013150.00   | 0.12%             | 2024-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                    | QATAR PETROLEUM 1.375% 09/12/2026 144A                                  | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |  12840000 | PA      | $11379937.92  | 0.27%             | 2026-09-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                  | MDGH GMTN RSC LTD 2.875% 11/07/2029 144A                                | CUSIP: 55276VAJ1<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |   5705000 | PA      | $5130221.25   | 0.12%             | 2029-11-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GABONESE REPUBLIC                                  | GABONESE REPUBLIC 6.95% 06/16/2025 144A                                 | CUSIP: 362420AC5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |   9000000 | PA      | $8460000.00   | 0.20%             | 2025-06-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OIL AND GAS HOLDING CO BSCC/THE                    | OIL AND GAS HOLDING CO BSCC/THE 7.625% 11/07/2024 144A                  | CUSIP: 67778M2C3<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |  35150000 | PA      | $35727778.13  | 0.85%             | 2024-11-07      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                               | COLOMBIA REPUBLIC OF 3.125% 04/15/2031                                  | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  19000000 | PA      | $14081375.00  | 0.33%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRES                          | PROVINCIA DE BUENOS AIRES STEP 09/01/2037 144A                          | CUSIP: N/A<br>LEI: 549300L6AYROPOTQ4L07       | Long             | DBT              | CORP              | AR        |  13320000 | PA      | $4595400.00   | 0.11%             | 2037-09-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                 | UKRAINE GOVERNMENT 7.75% 09/01/2024 144A                                | CUSIP: 903724AP7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |  29964000 | PA      | $7281252.00   | 0.17%             | 2024-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                          | MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A                          | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   8640000 | PA      | $7253820.00   | 0.17%             | 2031-04-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD/MAURITIUS                            | HTA GROUP LTD/MAURITIUS 7% 12/18/2025 144A                              | CUSIP: 40435WAB6<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |   5270000 | PA      | $4837860.00   | 0.11%             | 2025-12-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                           | QATAR ST 4.5% 04/23/2028 144A                                           | CUSIP: 74727PAX9<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |  10970000 | PA      | $11038891.60  | 0.26%             | 2028-04-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                              | INDONESIA REPUBLIC OF 5.125% 01/15/2045 144A                            | CUSIP: 455780BU9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |  20042000 | PA      | $19317682.12  | 0.46%             | 2045-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                                      | CABLE ONDA SA 4.5% 01/30/2030 144A                                      | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |  11160000 | PA      | $9939375.00   | 0.24%             | 2030-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VEON HOLDINGS BV                                   | VEON HOLDINGS BV 7.25% 04/26/2023 144A                                  | CUSIP: 36251BAB1<br>LEI: 5493000XDKGUH5NQGE22 | Long             | DBT              | CORP              | NL        |   2410000 | PA      | $2108750.00   | 0.05%             | 2023-04-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                | LEBANON REPUBLIC OF 6.2% 02/26/2025 REGS                                | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |   5669000 | PA      | $321715.75    | 0.01%             | 2025-02-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                 | PANAMA REPUBLIC OF 2.252% 09/29/2032                                    | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |  22155000 | PA      | $16405777.50  | 0.39%             | 2032-09-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF BENIN                                  | REPUBLIC OF BENIN 4.875% 01/19/2032 144A                                | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |  11755000 | PA      | $9689017.58   | 0.23%             | 2032-01-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                           | PAKISTAN ISLAMIC REP OF 7.375% 04/08/2031 144A                          | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    775000 | PA      | $273272.75    | 0.01%             | 2031-04-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN REPUBLIC OF                             | UZBEKISTAN REPUBLIC OF 5.375% 02/20/2029 144A                           | CUSIP: 91822Q2A4<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   4250000 | PA      | $3929390.63   | 0.09%             | 2029-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAP LTD                                   | PETRONAS CAP LTD 3.5% 04/21/2030 144A                                   | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   8990000 | PA      | $8198340.60   | 0.19%             | 2030-04-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS    | EMIRATE OF DUBAI GOVT INTL BONDS 3.9% 09/09/2050 REGS                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AE        |  15155000 | PA      | $10767627.50  | 0.25%             | 2050-09-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                              | BERMUDA GOVERNMENT OF 5% 07/15/2032 144A                                | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |   3830000 | PA      | $3799599.38   | 0.09%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                              | ARGENTINA REPUBLIC OF STEP 07/09/2035                                   | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  65085665 | PA      | $16401587.58  | 0.39%             | 2035-07-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE            | CORPORACION NACIONAL DEL COBRE DE CHILE 3.15% 01/15/2051 144A           | CUSIP: 21987BBD9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   8130000 | PA      | $5651874.38   | 0.13%             | 2051-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                               | PARAGUAY REPUBLIC OF 2.739% 01/29/2033 144A                             | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   5873000 | PA      | $4688489.31   | 0.11%             | 2033-01-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                    | ESKOM HLDGS LTD 6.35% 08/10/2028 144A                                   | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |  13265000 | PA      | $12236962.50  | 0.29%             | 2028-08-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF MONGOLIA                       | DEVELOPMENT BANK OF MONGOLIA 7.25% 10/23/2023 144A                      | CUSIP: 25161AAA7<br>LEI: 254900HRWK3OKXS9UW60 | Long             | DBT              | CORP              | MN        |   2475000 | PA      | $2200120.31   | 0.05%             | 2023-10-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                | LEBANON REPUBLIC OF 6% 12/31/2049 REGS                                  | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |   5256000 | PA      | $298278.00    | 0.01%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                   | GALAXY PIPELINE ASSETS BIDCO LTD 2.16% 03/31/2034 144A                  | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   9796773 | PA      | $8315010.83   | 0.20%             | 2034-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KAZMUAIGAZ NATIONAL CO JSC                         | KAZMUNAYGAS NATIONAL CO JSC 5.75% 04/19/2047 144A                       | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |   5240000 | PA      | $3999757.50   | 0.09%             | 2047-04-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                  | MDGH GMTN RSC LTD 5.5% 04/28/2033 144A                                  | CUSIP: 55285GAB0<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |   5925000 | PA      | $6251985.94   | 0.15%             | 2033-04-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| B2W DIGITAL LUX SARL                               | B2W DIGITAL LUX SARL 4.375% 12/20/2030 144A                             | CUSIP: 05609AAA9<br>LEI: 222100KMO43GQ28M6N31 | Long             | DBT              | CORP              | LU        |  15775000 | PA      | $9965856.25   | 0.24%             | 2030-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                             | COSTA RICA REPUBLIC OF 6.125% 02/19/2031 144A                           | CUSIP: 221597CP0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |   7000000 | PA      | $6773812.50   | 0.16%             | 2031-02-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                       | MEXICO UNITED MEXICAN STATES 3.75% 01/11/2028                           | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  18765000 | PA      | $17676630.00  | 0.42%             | 2028-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                           | QATAR ST 4.817% 03/14/2049 144A                                         | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |  38811000 | PA      | $37544791.13  | 0.89%             | 2049-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENDEAVOUR MINING PLC                               | ENDEAVOUR MINING PLC 5% 10/14/2026 144A                                 | CUSIP: 29261HAA3<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |   6000000 | PA      | $5046750.00   | 0.12%             | 2026-10-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE            | CORPORACION NACIONAL DEL COBRE DE CHILE 3.7% 01/30/2050 144A            | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |  14035000 | PA      | $10547302.50  | 0.25%             | 2050-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                    | ANGOLA REPUBLIC 8.75% 04/14/2032 144A                                   | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   9205000 | PA      | $7962325.00   | 0.19%             | 2032-04-14      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BRF SA                                             | BRF SA 4.875% 01/24/2030 144A                                           | CUSIP: 10552TAG2<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |   2590000 | PA      | $2184266.87   | 0.05%             | 2030-01-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | PETROLEOS MEXICANOS 6.95% 01/28/2060                                    | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  35910000 | PA      | $22722052.50  | 0.54%             | 2060-01-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                              | BERMUDA GOVERNMENT OF 2.375% 08/20/2030 144A                            | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |   5325000 | PA      | $4472334.38   | 0.11%             | 2030-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP            | SRI LANKA GOVT DEMOC SOCIA REP 7.55% 03/28/2030 144A                    | CUSIP: 85227SBB1<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |   8530000 | PA      | $2483296.25   | 0.06%             | 2030-03-28      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                    | ANGOLA REPUBLIC 9.125% 11/26/2049 144A                                  | CUSIP: 035198AE0<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   7695000 | PA      | $5993924.06   | 0.14%             | 2049-11-26      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| KAZMUAIGAZ NATIONAL CO JSC                         | KAZMUNAYGAS NATIONAL CO JSC 3.5% 04/14/2033 144A                        | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |  10395000 | PA      | $7652019.38   | 0.18%             | 2033-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                  | KENYA REPUBLIC OF 6.3% 01/23/2034 144A                                  | CUSIP: 491798AL8<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |  13130000 | PA      | $10142925.00  | 0.24%             | 2034-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                              | INDONESIA REPUBLIC OF 6.625% 02/17/2037 144A                            | CUSIP: 455780AX4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |  15086000 | PA      | $17048839.46  | 0.40%             | 2037-02-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                              | ARGENTINA REPUBLIC OF STEP 01/09/2038                                   | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  53139088 | PA      | $16732170.33  | 0.40%             | 2038-01-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | PETROLEOS MEXICANOS 6.875% 10/16/2025                                   | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  11570000 | PA      | $11253994.38  | 0.27%             | 2025-10-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                               | COLOMBIA REPUBLIC OF 4.125% 05/15/2051                                  | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   6805000 | PA      | $4080022.81   | 0.10%             | 2051-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                        | IVORY COAST (COTE D'IVOIRE) 6.125% 06/15/2033 144A                      | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |   8860000 | PA      | $7885400.00   | 0.19%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCING DAC                       | C and W SENIOR FINANCING DAC 6.875% 09/15/2027 144A                     | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |   5000000 | PA      | $4630625.00   | 0.11%             | 2027-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINANCE BV                     | EMBRAER NETHERLANDS FINANCE BV 5.05% 06/15/2025                         | CUSIP: 29082HAA0<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   5500000 | PA      | $5336031.25   | 0.13%             | 2025-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                 | TURKEY REPUBLIC OF 5.75% 03/22/2024                                     | CUSIP: 900123CF5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  11335000 | PA      | $11195437.81  | 0.27%             | 2024-03-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN LIMITED                    | MISC CAPITAL TWO LABUAN LIMITED 3.625% 04/06/2025 144A                  | CUSIP: 60475DAA9<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |   3770000 | PA      | $3584563.13   | 0.08%             | 2025-04-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                    | ESKOM HLDGS LTD 7.125% 02/11/2025 144A                                  | CUSIP: 29646AAB2<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |  22975000 | PA      | $20846940.63  | 0.49%             | 2025-02-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                     | OMAN SULTANATE 6.5% 03/08/2047 144A                                     | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |  27725000 | PA      | $25160437.50  | 0.60%             | 2047-03-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                             | VENEZUELA REPUBLIC OF 11.75% 10/21/2026 REGS                            | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |  65000000 | PA      | $5525000.00   | 0.13%             | 2026-10-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GABONESE REPUBLIC                                  | GABONESE REPUBLIC 7% 11/24/2031 144A                                    | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |  13095000 | PA      | $10715802.19  | 0.25%             | 2031-11-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                           | SOUTH AFRICA REPUBLIC OF 5% 10/12/2046                                  | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   3190000 | PA      | $2222632.50   | 0.05%             | 2046-10-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                          | EGYPT (ARAB) REPUBLIC OF 7.903% 02/21/2048 144A                         | CUSIP: 03846JW55<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |  11740000 | PA      | $7308150.00   | 0.17%             | 2048-02-21      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MEDCO LAUREL TREE PTE LTD                          | MEDCO LAUREL TREE PTE LTD 6.95% 11/12/2028 144A                         | CUSIP: 58406RAA6<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |  15125000 | PA      | $13379007.81  | 0.32%             | 2028-11-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DAE FDG LLC                                        | DAE FDG LLC 1.55% 08/01/2024 144A                                       | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |   6275000 | PA      | $5846731.25   | 0.14%             | 2024-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                               | OLEODUCTO CENTRAL SA 4% 07/14/2027 144A                                 | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |   8725000 | PA      | $7660550.00   | 0.18%             | 2027-07-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACCESS BANK NIGERIA PLC                            | ACCESS BANK NIGERIA PLC 6.125% 09/21/2026 144A                          | CUSIP: 00434G2B5<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |   5825000 | PA      | $4479060.94   | 0.11%             | 2026-09-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                 | TURKEY REPUBLIC OF 6% 01/14/2041                                        | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  22183000 | PA      | $16027217.50  | 0.38%             | 2041-01-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                    | ESKOM HLDGS LTD 8.45% 08/10/2028 144A                                   | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   8165000 | PA      | $7164787.50   | 0.17%             | 2028-08-10      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| STATE OIL COMPANY OF THE AZERBAIJAN REPUBLIC       | STATE OIL CO OF THE AZER 6.95% 03/18/2030 REGS                          | CUSIP: N/A<br>LEI: 2549002HARR1VE257O76       | Long             | DBT              | CORP              | AZ        |  11845000 | PA      | $12180361.56  | 0.29%             | 2030-03-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIQUID TELECOMMUNICATIONS FINANCING PLC            | LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A            | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |   9060000 | PA      | $6488092.50   | 0.15%             | 2026-09-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAMPOSOL SA RGS                                    | CAMPOSOL SA 6% 02/03/2027 144A                                          | CUSIP: 134638AE5<br>LEI: 5493008B0STMH3JFSW17 | Long             | DBT              | CORP              | PE        |   4435000 | PA      | $2649358.13   | 0.06%             | 2027-02-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                 | PANAMA REPUBLIC OF 3.16% 01/23/2030                                     | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |  14515000 | PA      | $12462941.88  | 0.30%             | 2030-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE            | CORPORACION NACIONAL DEL COBRE DE CHILE 3.15% 01/14/2030 144A           | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   7740000 | PA      | $6802976.25   | 0.16%             | 2030-01-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                | REPUBLIC OF ARMENIA 3.6% 02/02/2031 144A                                | CUSIP: 042207AD2<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   6510000 | PA      | $5170567.50   | 0.12%             | 2031-02-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                  | GUATEMALA REP OF 4.9% 06/01/2030 144A                                   | CUSIP: 401494AQ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   2500000 | PA      | $2358281.25   | 0.06%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                  | PERU REPUBLIC OF 3.3% 03/11/2041                                        | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |  33390000 | PA      | $24328788.75  | 0.58%             | 2041-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                 | DOMINICAN REPUBLIC 5.875% 01/30/2060 144A                               | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  18130000 | PA      | $13249630.63  | 0.31%             | 2060-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                | NIGERIA REPUBLIC 6.125% 09/28/2028 144A                                 | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  13115000 | PA      | $10098550.00  | 0.24%             | 2028-09-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AZERBAIJAN REP                                     | AZERBAIJAN REP 3.5% 09/01/2032 144A                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AZ        |   8235000 | PA      | $6834020.63   | 0.16%             | 2032-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                            | EL SALVADOR REPUBLIC OF 7.1246% 01/20/2050 144A                         | CUSIP: 283875BZ4<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   8578000 | PA      | $3258567.75   | 0.08%             | 2050-01-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TELEFONICA CELULAR DEL PARAGUAY SA                 | TELEFONICA CELULAR PARAGUAY SA 5.875% 04/15/2027 144A                   | CUSIP: 87936VAB3<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |   4000000 | PA      | $3858250.00   | 0.09%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM TBK PT                  | INDONESIA ASAHAN ALUMINIUM TBK PT 5.45% 05/15/2030 144A                 | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |  13335000 | PA      | $12720756.56  | 0.30%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                  | NEXA RESOURCES SA 6.5% 01/18/2028 144A                                  | CUSIP: 65290DAA1<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |   4920000 | PA      | $4761022.50   | 0.11%             | 2028-01-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                          | PETROLEOS DE VENEZUELA SA 12.75% 12/31/2049 144A                        | CUSIP: 716558AC5<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |  53000000 | PA      | $2385439.37   | 0.06%             | 2049-12-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                   | GALAXY PIPELINE ASSETS BIDCO LTD 2.625% 03/31/2036 144A                 | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |  10620000 | PA      | $8511266.25   | 0.20%             | 2036-03-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                          | PROSUS NV 3.061% 07/13/2031 144A                                        | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   6215000 | PA      | $4816376.40   | 0.11%             | 2031-07-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                          | PETROLEOS DE VENEZUELA SA 5.375% 04/12/2027 REGS                        | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        | 152515000 | PA      | $6863175.00   | 0.16%             | 2027-04-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                              | FREEPORT INDONESIA PT 5.315% 04/14/2032 144A                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   8260000 | PA      | $7579458.60   | 0.18%             | 2032-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                | NIGERIA REPUBLIC 7.625% 11/28/2047 144A                                 | CUSIP: 65412JAB9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  18415000 | PA      | $11808618.75  | 0.28%             | 2047-11-28      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                       | MEXICO UNITED MEXICAN STATES 5.75% 10/12/2110                           | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  10595000 | PA      | $8911719.38   | 0.21%             | 2110-10-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA             | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 5.125% 08/11/2061 144A           | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |   5020000 | PA      | $4107928.75   | 0.10%             | 2061-08-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                     | TULLOW OIL PLC 10.25% 05/15/2026 144A                                   | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |  23935000 | PA      | $19028325.00  | 0.45%             | 2026-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                 | UKRAINE GOVERNMENT 7.75% 09/01/2028 144A                                | CUSIP: 903724AT9<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   7360000 | PA      | $1571360.00   | 0.04%             | 2028-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GCM MINING CORP                                    | GCM MINING CORP 6.875% 08/09/2026 144A                                  | CUSIP: 38501DAR6<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |   6230000 | PA      | $4841167.28   | 0.11%             | 2026-08-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                     | URUGUAY REPUBLICA ORIENTAL DL 5.1% 06/18/2050                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  24210000 | PA      | $23871060.00  | 0.57%             | 2050-06-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                 | PANAMA REPUBLIC OF 3.298% 01/19/2033                                    | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |  21210000 | PA      | $17164192.50  | 0.41%             | 2033-01-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                | NIGERIA REPUBLIC 6.5% 11/28/2027 144A                                   | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  20043000 | PA      | $16109561.25  | 0.38%             | 2027-11-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                              | INDONESIA REPUBLIC OF 5.95% 01/08/2046 144A                             | CUSIP: 455780BW5<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   6230000 | PA      | $6497890.00   | 0.15%             | 2046-01-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                           | QATAR ST 3.75% 04/16/2030 144A                                          | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |  47140000 | PA      | $45484207.50  | 1.08%             | 2030-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAGACORP LTD                                       | NAGACORP LTD 7.95% 07/06/2024 REGS                                      | CUSIP: N/A<br>LEI: 549300MMNKN0RBJELS20       | Long             | DBT              | CORP              | KY        |   8460000 | PA      | $7607655.00   | 0.18%             | 2024-07-06      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                           | CT TRUST 5.125% 02/03/2032 144A                                         | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |   8720000 | PA      | $7656160.00   | 0.18%             | 2032-02-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                            | PHILIPPINES REPUBLIC OF 5.609% 04/13/2033                               | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   6190000 | PA      | $6531130.90   | 0.15%             | 2033-04-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                  | GHANA REPUBLIC OF 7.75% 04/07/2029 144A                                 | CUSIP: 37443GAL5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |  12265000 | PA      | $4446062.50   | 0.11%             | 2029-04-07      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | PETROLEOS MEXICANOS 7.69% 01/23/2050                                    | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  80500000 | PA      | $55645625.00  | 1.32%             | 2050-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | PETROLEOS MEXICANOS 6.875% 08/04/2026                                   | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2780000 | PA      | $2642390.00   | 0.06%             | 2026-08-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                              | ARGENTINA REPUBLIC OF 1% 07/09/2029                                     | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  30551997 | PA      | $8096279.21   | 0.19%             | 2029-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                             | VENEZUELA REPUBLIC OF 7% 03/31/2038 REGS                                | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |  18925000 | PA      | $1561312.50   | 0.04%             | 2038-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                 | TURKEY REPUBLIC OF 7.375% 02/05/2025                                    | CUSIP: 900123AW0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  10509000 | PA      | $10535272.50  | 0.25%             | 2025-02-05      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                | HUNGARY REPUBLIC OF 5.25% 06/16/2029 144A                               | CUSIP: 445545AP1<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |   6100000 | PA      | $5799956.25   | 0.14%             | 2029-06-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                       | MEXICO UNITED MEXICAN STATES 4.5% 04/22/2029                            | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  10460000 | PA      | $9989300.00   | 0.24%             | 2029-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                          | SAUDI ARABIAN OIL COMPANY 4.25% 04/16/2039 144A                         | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |  14375000 | PA      | $12760507.81  | 0.30%             | 2039-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                              | INDONESIA REPUBLIC OF 7.75% 01/17/2038 144A                             | CUSIP: 455780AZ9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |  17722000 | PA      | $21219879.75  | 0.50%             | 2038-01-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NATURA COSMETICOS SA                               | NATURA COSMETICOS SA 4.125% 05/03/2028 144A                             | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |  13090000 | PA      | $10666713.75  | 0.25%             | 2028-05-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZAMBIA REPUBLIC                                    | ZAMBIA REPUBLIC 8.5% 04/14/2024 144A                                    | CUSIP: 988895AE8<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |   2190000 | PA      | $985500.00    | 0.02%             | 2024-04-14      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                             | COSTA RICA REPUBLIC OF 5.625% 04/30/2043 144A                           | CUSIP: 221597BT3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |  13473000 | PA      | $10945128.38  | 0.26%             | 2043-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN LTD                            | GENM CAPITAL LABUAN LTD 3.882% 04/19/2031 144A                          | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |  15305000 | PA      | $11555275.00  | 0.27%             | 2031-04-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                | NIGERIA REPUBLIC 7.875% 02/16/2032 144A                                 | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   9000000 | PA      | $6750000.00   | 0.16%             | 2032-02-16      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| STATE SAVINGS BANK OF UKRAINE VIA SSB #1 PLC       | STATE SAVINGS BANK OF UKRAINE VIA SSB #1 PLC STEP 03/10/2023 144A       | CUSIP: N/A<br>LEI: 213800X3YF17XQS13O34       | Long             | DBT              | CORP              | GB        |   1201700 | PA      | $844044.04    | 0.02%             | 2023-03-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                             | VENEZUELA REPUBLIC OF 6% 12/31/2049 REGS                                | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |  17250000 | PA      | $1078125.00   | 0.03%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                            | SAUDI ARABIA KINGDOM OF 2.25% 02/02/2033 144A                           | CUSIP: 80413TAV1<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |  18170000 | PA      | $14675681.88  | 0.35%             | 2033-02-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                             | VTR COMUNICACIONES SPA 5.125% 01/15/2028 144A                           | CUSIP: 918367AA1<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |  16142000 | PA      | $9940445.38   | 0.24%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                        | IVORY COAST (COTE D'IVOIRE) 6.375% 03/03/2028 144A                      | CUSIP: 221625AM8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |  18040000 | PA      | $17453700.00  | 0.41%             | 2028-03-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| YPF SA                                             | YPF SA 8.75% 04/04/2024 144A                                            | CUSIP: 984245AK6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |  14063700 | PA      | $13288438.54  | 0.31%             | 2024-04-04      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER LTD                          | TERMOCANDELARIA POWER LTD 7.875% 01/30/2029 144A                        | CUSIP: 880879AA9<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | KY        |   5965300 | PA      | $5453775.53   | 0.13%             | 2029-01-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                  | JORDAN KINGDOM OF 7.75% 01/15/2028 144A                                 | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |   6645000 | PA      | $6696083.44   | 0.16%             | 2028-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                    | QATAR PETROLEUM 3.3% 07/12/2051 144A                                    | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |  36535000 | PA      | $26745903.44  | 0.63%             | 2051-07-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                    | CEMEX SAB DE CV 5.125/VAR PERP 144A                                     | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | EP               | CORP              | MX        |  16320000 | PA      | $15096000.00  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| SENEGAL REPUBLIC OF                                | SENEGAL REPUBLIC OF 6.75% 03/13/2048 144A                               | CUSIP: 81720TAD7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |   5110000 | PA      | $3589136.25   | 0.08%             | 2048-03-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                    | ANGOLA REPUBLIC 8.25% 05/09/2028 144A                                   | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |  18775000 | PA      | $16991375.00  | 0.40%             | 2028-05-09      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| IRAQ REPUBLIC OF                                   | IRAQ REPUBLIC OF 5.8% 01/15/2028 REGS                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IQ        |   6608250 | PA      | $6070503.66   | 0.14%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                     | BRAZIL FEDERATIVE REPUBLIC OF 5.625% 02/21/2047                         | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   8822000 | PA      | $6976547.88   | 0.17%             | 2047-02-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                | HUNGARY REPUBLIC OF 3.125% 09/21/2051 144A                              | CUSIP: 445545AN6<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |   7415000 | PA      | $4420266.88   | 0.10%             | 2051-09-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAHRAIN KINGDOM                                    | BAHRAIN KINGDOM 5.625% 05/18/2034 144A                                  | CUSIP: 05675M2J2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |  11770000 | PA      | $10131763.13  | 0.24%             | 2034-05-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                           | QATAR ST 4% 03/14/2029 144A                                             | CUSIP: 74727PBA8<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |  24755000 | PA      | $24272277.50  | 0.57%             | 2029-03-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                          | PROSUS NV 3.832% 02/08/2051 144A                                        | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   7355000 | PA      | $4497122.81   | 0.11%             | 2051-02-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                              | DP WORLD CRESCENT LTD 3.875% 07/18/2029 REGS                            | CUSIP: N/A<br>LEI: 21380096JRTWB8TL9236       | Long             | DBT              | CORP              | KY        |  21172000 | PA      | $19753476.00  | 0.47%             | 2029-07-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                  | GHANA REPUBLIC OF 10.75% 10/14/2030 144A                                | CUSIP: 374422AD5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |  11025000 | PA      | $7717500.00   | 0.18%             | 2030-10-14      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                  | CHILE REPUBLIC OF 2.45% 01/31/2031                                      | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  31325000 | PA      | $25937100.00  | 0.61%             | 2031-01-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                 | SASOL FING USA LLC 4.375% 09/18/2026                                    | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |  16375000 | PA      | $14469359.38  | 0.34%             | 2026-09-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                           | SOUTH AFRICA REPUBLIC OF 5.65% 09/27/2047                               | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  22135000 | PA      | $16269225.00  | 0.39%             | 2047-09-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                 | TURKEY REPUBLIC OF 6% 03/25/2027                                        | CUSIP: 900123CL2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  10000000 | PA      | $9137500.00   | 0.22%             | 2027-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RUSSIA FEDN MINISTRY FINANCE                       | RUSSIA FEDN MINISTRY FINANCE 4.375% 03/21/2029 REGS                     | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |  12600000 | PA      | $3276000.00   | 0.08%             | 2029-03-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                          | PETROLEOS DE VENEZUELA SA 8.5% 12/31/2199 REGS                          | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |  20540000 | PA      | $3902600.00   | 0.09%             | 2199-12-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                  | CHILE REPUBLIC OF 4% 01/31/2052                                         | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   3960000 | PA      | $3048705.00   | 0.07%             | 2052-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                 | TURKEY REPUBLIC OF 6.35% 08/10/2024                                     | CUSIP: 900123CV0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   6500000 | PA      | $6407781.25   | 0.15%             | 2024-08-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                     | BRAZIL FEDERATIVE REPUBLIC OF 5% 01/27/2045                             | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  14450000 | PA      | $10691193.75  | 0.25%             | 2045-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                | LEBANON REPUBLIC OF 6.65% 11/03/2028 REGS                               | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |   3000000 | PA      | $170250.00    | 0.00%             | 2028-11-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AZUL INVESTMENTS LLP                               | AZUL INVESTMENTS LLP 5.875% 10/26/2024 144A                             | CUSIP: 05502FAA6<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |  22223000 | PA      | $17789511.50  | 0.42%             | 2024-10-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                        | UNITED STATES TREASURY BOND 2.875% 05/15/2052                           | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 141960000 | PA      | $114255569.06 | 2.70%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                  | GUATEMALA REP OF 6.125% 06/01/2050 144A                                 | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   5650000 | PA      | $5296168.75   | 0.13%             | 2050-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                             | VENEZUELA REPUBLIC OF 7.65% 04/21/2025 REGS                             | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |  34825000 | PA      | $2786000.00   | 0.07%             | 2025-04-21      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                    | ANGOLA REPUBLIC 9.375% 05/08/2048 144A                                  | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |  13330000 | PA      | $10499874.38  | 0.25%             | 2048-05-08      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                 | TURKEY REPUBLIC OF 4.75% 01/26/2026                                     | CUSIP: 900123DB3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  15150000 | PA      | $13786500.00  | 0.33%             | 2026-01-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GHANA REPUBLIC OF                                  | GHANA REPUBLIC OF 8.125% 01/18/2026 144A                                | CUSIP: 374422AC7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |   6566924 | PA      | $2577517.67   | 0.06%             | 2026-01-18      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                            | SAUDI ARABIA KINGDOM OF 4.5% 10/26/2046 144A                            | CUSIP: 80413TAC3<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |  14169000 | PA      | $12489087.94  | 0.30%             | 2046-10-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                     | BRAZIL FEDERATIVE REPUBLIC OF 8.25% 01/20/2034                          | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  11336000 | PA      | $12687818.00  | 0.30%             | 2034-01-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                          | PETROLEOS DE VENEZUELA SA 6% 11/15/2026 REGS                            | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |  89700000 | PA      | $4036500.00   | 0.10%             | 2026-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                 | LEVIATHAN BOND LTD 6.5% 06/30/2027 144A REGS                            | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |   2365000 | PA      | $2288374.00   | 0.05%             | 2027-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                  | PERU REPUBLIC OF 2.783% 01/23/2031                                      | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |  29735000 | PA      | $24583411.25  | 0.58%             | 2031-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ JSC                                  | UZBEKNEFTEGAZ JSC 4.75% 11/16/2028 144A                                 | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |   4640000 | PA      | $3723600.00   | 0.09%             | 2028-11-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAMAR FDG LTD                                      | LAMAR FDG LTD 3.958% 05/07/2025 144A                                    | CUSIP: 513063AA5<br>LEI: 549300TSXHL7X0727895 | Long             | DBT              | CORP              | KY        |   6200000 | PA      | $5850475.00   | 0.14%             | 2025-05-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA INC                                | MEGLOBAL CANADA INC 5% 05/18/2025 144A                                  | CUSIP: 58518N2B7<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2938687.50   | 0.07%             | 2025-05-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                           | QATAR ST 5.103% 04/23/2048 144A                                         | CUSIP: 74727PAY7<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |  11510000 | PA      | $11508561.25  | 0.27%             | 2048-04-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                            | SAUDI ARABIA KINGDOM OF 4.5% 04/22/2060 144A                            | CUSIP: 80413TAU3<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |  10670000 | PA      | $9424944.38   | 0.22%             | 2060-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MONGOLIA GOVERNMENT OF                             | MONGOLIA GOVERNMENT OF 3.5% 07/07/2027 144A                             | CUSIP: 60937LAF2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |   6000000 | PA      | $4770660.00   | 0.11%             | 2027-07-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                     | BRAZIL FEDERATIVE REPUBLIC OF 7.125% 01/20/2037                         | CUSIP: 105756BK5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   8510000 | PA      | $8833380.00   | 0.21%             | 2037-01-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                    | ANTOFAGASTA PLC 5.625% 05/13/2032 144A                                  | CUSIP: 03718NAB2<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |   5445000 | PA      | $5349712.50   | 0.13%             | 2032-05-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                      | ABU DHABI NATL ENERGY CO PJSC 4.875% 04/23/2030 144A                    | CUSIP: 00388WAG6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |   1990000 | PA      | $2045098.13   | 0.05%             | 2030-04-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                          | EGYPT (ARAB) REPUBLIC OF 8.5% 01/31/2047 144A                           | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |  34441000 | PA      | $22731060.00  | 0.54%             | 2047-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                   | COMISION FEDERAL DE ELECTRICID 3.348% 02/09/2031 144A                   | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   2970000 | PA      | $2313444.38   | 0.05%             | 2031-02-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD                                 | COSAN OVERSEAS LTD 8.25% PERP REGS                                      | CUSIP: N/A<br>LEI: 222100V5GTJGKUH55655       | Long             | EP               | CORP              | KY        |  14470000 | PA      | $14377753.75  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA                                             | OCP SA 3.75% 06/23/2031 144A                                            | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |  14540000 | PA      | $12116363.75  | 0.29%             | 2031-06-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC/THE                           | BIDVEST GROUP UK PLC/THE 3.625% 09/23/2026 144A                         | CUSIP: 88332EAA1<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |   6255000 | PA      | $5601352.50   | 0.13%             | 2026-09-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                 | PANAMA REPUBLIC OF 3.87% 07/23/2060                                     | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |  17120000 | PA      | $11029560.00  | 0.26%             | 2060-07-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                              | FREEPORT INDONESIA PT 4.763% 04/14/2027 144A                            | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   4870000 | PA      | $4669648.20   | 0.11%             | 2027-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                        | IVORY COAST (COTE D'IVOIRE) 5.875% 10/17/2031 144A                      | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |  10110000 | PA      | $9045371.39   | 0.21%             | 2031-10-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                  | KENYA REPUBLIC OF 6.875% 06/24/2024 144A                                | CUSIP: 491798AE4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |  18000000 | PA      | $16627500.00  | 0.39%             | 2024-06-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                     | OMAN SULTANATE 6.25% 01/25/2031 144A                                    | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   6340000 | PA      | $6355057.50   | 0.15%             | 2031-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN REPUBLIC OF                             | UZBEKISTAN REPUBLIC OF 3.7% 11/25/2030 144A                             | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   7400000 | PA      | $6145700.00   | 0.15%             | 2030-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                 | TURKEY REPUBLIC OF 5.75% 05/11/2047                                     | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  16250000 | PA      | $11022578.13  | 0.26%             | 2047-05-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                                | SA GLOBAL SUKUK LTD 1.602% 06/17/2026 144A                              | CUSIP: 78397PAB7<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |  14175000 | PA      | $12627267.19  | 0.30%             | 2026-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JAMAICA GOVT OF                                    | JAMAICA GOVT OF 7.875% 07/28/2045                                       | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |   7490000 | PA      | $8394885.63   | 0.20%             | 2045-07-28      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                   | COMISION FEDERAL DE ELECTRICID 4.688% 05/15/2029 144A                   | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |  12425000 | PA      | $10932446.88  | 0.26%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                          | BAIDU INC 1.72% 04/09/2026                                              | CUSIP: 056752AS7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |   9665000 | PA      | $8534871.55   | 0.20%             | 2026-04-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MOROCCO KINGDOM OF                                 | MOROCCO GOV 5.5 12/11/42 144A                                           | CUSIP: 617726AG9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   5750000 | PA      | $4897562.50   | 0.12%             | 2042-12-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                             | VTR COMUNICACIONES SPA 4.375% 04/15/2029 144A                           | CUSIP: 918367AC7<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |   4050000 | PA      | $2348493.75   | 0.06%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                 | SERBIA REPUBLIC OF 2.125% 12/01/2030 144A                               | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |  11740000 | PA      | $8392632.50   | 0.20%             | 2030-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                 | UKRAINE GOVERNMENT 7.375% 09/25/2034 144A                               | CUSIP: 903724BM3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |  11640000 | PA      | $2155582.50   | 0.05%             | 2034-09-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AZUL INVESTMENTS LLP                               | AZUL INVESTMENTS LLP 7.25% 06/15/2026 144A                              | CUSIP: 05502FAC2<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |   6345000 | PA      | $3887502.19   | 0.09%             | 2026-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UAE INTERNATIONAL GOVERNMENT BOND                  | UAE INTERNATIONAL GOVERNMENT BOND 4.05% 07/07/2032 144A                 | CUSIP: 31424EAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |   5420000 | PA      | $5331247.50   | 0.13%             | 2032-07-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                 | DOMINICAN REPUBLIC 6% 07/19/2028 144A                                   | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  18101000 | PA      | $17352071.13  | 0.41%             | 2028-07-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD      | ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD 3.375% 05/12/2026 144A    | CUSIP: 268733AA0<br>LEI: 3003009YZ3S5V395NR77 | Long             | DBT              | CORP              | VG        |  12435000 | PA      | $10585293.75  | 0.25%             | 2026-05-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                | LEBANON REPUBLIC OF 6.375% 12/31/2049                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |  35061000 | PA      | $2038446.54   | 0.05%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                 | DOMINICAN REPUBLIC 4.5% 01/30/2030 144A                                 | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  29255000 | PA      | $24817382.19  | 0.59%             | 2030-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                       | Fidelity Cash Central Fund                                              | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  76226099 | NS      | $76241343.91  | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| MOROCCO KINGDOM OF                                 | MOROCCO KINGDOM OF 2.375% 12/15/2027 144A                               | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |  14200000 | PA      | $12298975.00  | 0.29%             | 2027-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                 | UKRAINE GOVERNMENT 7.75% 09/01/2026 144A                                | CUSIP: 903724AR3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |  35377000 | PA      | $7435803.19   | 0.18%             | 2026-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                  | GUATEMALA REP OF 3.7% 10/07/2033 144A                                   | CUSIP: 401494AT6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   2500000 | PA      | $2052812.50   | 0.05%             | 2033-10-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                            | MEITUAN 2.125% 10/28/2025 144A                                          | CUSIP: 58533EAB9<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |  13535000 | PA      | $11926026.88  | 0.28%             | 2025-10-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NOSTRUM OIL and GAS FINANCE BV                     | NOSTRUM OIL and GAS FINANCE BV 8% 12/31/2049 144A                       | CUSIP: 66978CAB8<br>LEI: 213800SGF6UKA42KSB50 | Long             | DBT              | CORP              | NL        |  42004000 | PA      | $10920619.96  | 0.26%             | 2049-12-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                 | UKRAINE GOVERNMENT 7.75% 09/01/2027 144A                                | CUSIP: 903724AS1<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   7275000 | PA      | $1508653.13   | 0.04%             | 2027-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                             | COSTA RICA REPUBLIC OF 7% 04/04/2044 144A                               | CUSIP: 221602AC9<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |   4575000 | PA      | $4294209.38   | 0.10%             | 2044-04-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                            | EIG PEARL HOLDINGS SARL 3.545% 08/31/2036 144A                          | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |  17815000 | PA      | $14940104.38  | 0.35%             | 2036-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                          | PROSUS NV 4.193% 01/19/2032 144A                                        | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |  14100000 | PA      | $11683612.50  | 0.28%             | 2032-01-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                  | JORDAN KINGDOM OF 4.95% 07/07/2025 144A                                 | CUSIP: 418097AK7<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |  15855000 | PA      | $15129633.75  | 0.36%             | 2025-07-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                      | ABU DHABI NATL ENERGY CO PJSC 4% 10/03/2049 144A                        | CUSIP: 00388WAH4<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |   4435000 | PA      | $3823247.19   | 0.09%             | 2049-10-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SENEGAL REPUBLIC OF                                | SENEGAL REPUBLIC OF 6.25% 05/23/2033 144A                               | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |   9965000 | PA      | $8182510.63   | 0.19%             | 2033-05-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                 | PANAMA REPUBLIC OF 4.5% 05/15/2047                                      | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   8025000 | PA      | $6153168.75   | 0.15%             | 2047-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                | HUNGARY REPUBLIC OF 5.5% 06/16/2034 144A                                | CUSIP: 445545AQ9<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |   6365000 | PA      | $5928599.69   | 0.14%             | 2034-06-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                               | COLOMBIA REPUBLIC OF 6.125% 01/18/2041                                  | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   6410000 | PA      | $5099155.00   | 0.12%             | 2041-01-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                 | SASOL FING USA LLC 5.875% 03/27/2024                                    | CUSIP: 80386WAA3<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   7025000 | PA      | $6849375.00   | 0.16%             | 2024-03-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                          | SAUDI ARABIAN OIL COMPANY 3.5% 04/16/2029 144A                          | CUSIP: 80414L2D6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |  74226000 | PA      | $67768338.00  | 1.60%             | 2029-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                           | SOUTH AFRICA REPUBLIC OF 4.85% 09/30/2029                               | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   8535000 | PA      | $7573745.63   | 0.18%             | 2029-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTERNATIONAL FINANCE LTD                  | OOREDOO INTL FIN LTD 2.625% 04/08/2031 144A                             | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |  11930000 | PA      | $10229975.00  | 0.24%             | 2031-04-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                          | EGYPT (ARAB) REPUBLIC OF 7.5% 02/16/2061 144A                           | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |  13095000 | PA      | $7987950.00   | 0.19%             | 2061-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                               | PARAGUAY REPUBLIC OF 5.4% 03/30/2050 144A                               | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   9115000 | PA      | $7826366.88   | 0.19%             | 2050-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                              | INDONESIA REPUBLIC OF 4.1% 04/24/2028                                   | CUSIP: 455780CF1<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |  17280000 | PA      | $16910640.00  | 0.40%             | 2028-04-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                 | LEVIATHAN BOND LTD 5.75% 06/30/2023 144A REGS                           | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |   6755000 | PA      | $6726737.08   | 0.16%             | 2023-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | PETROLEOS MEXICANOS 6.7% 02/16/2032                                     | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  18989000 | PA      | $14882628.75  | 0.35%             | 2032-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                 | CA MAGNUM HOLDINGS 5.375% 10/31/2026 144A                               | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |   8295000 | PA      | $7508053.35   | 0.18%             | 2026-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                 | DOMINICAN REPUBLIC 6.4% 06/05/2049 144A                                 | CUSIP: 25714PEB0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   6013000 | PA      | $4841592.44   | 0.11%             | 2049-06-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ADECOAGRO SA                                       | ADECOAGRO SA 6% 09/21/2027 144A                                         | CUSIP: 00676LAA4<br>LEI: 529900Q00UR5LFELO811 | Long             | DBT              | CORP              | LU        |   6168000 | PA      | $5795221.50   | 0.14%             | 2027-09-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                 | DOMINICAN REPUBLIC 5.95% 01/25/2027 144A                                | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  24724000 | PA      | $24125988.25  | 0.57%             | 2027-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                     | OMAN SULTANATE 6% 08/01/2029 144A                                       | CUSIP: 68205LAB9<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |  11510000 | PA      | $11490576.88  | 0.27%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMIRATE OF ABU DHABI                               | EMIRATE OF ABU DHABI 3.875% 04/16/2050 144A                             | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |  34465000 | PA      | $29043224.69  | 0.69%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                       | MEXICO UNITED MEXICAN STATES 4.75% 04/27/2032                           | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   5375000 | PA      | $5026632.81   | 0.12%             | 2032-04-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCP SA                                             | OCP SA 5.125% 06/23/2051 144A                                           | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   4000000 | PA      | $3009500.00   | 0.07%             | 2051-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                 | TURKEY REPUBLIC OF 6.375% 10/14/2025                                    | CUSIP: 900123CZ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  17175000 | PA      | $16488000.00  | 0.39%             | 2025-10-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                          | EGYPT (ARAB) REPUBLIC OF 5.8% 09/30/2027 144A                           | CUSIP: 03846JAD2<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   6390000 | PA      | $5271750.00   | 0.12%             | 2027-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                  | GUATEMALA REP OF 5.25% 08/10/2029 144A                                  | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   9000000 | PA      | $8633250.00   | 0.20%             | 2029-08-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                          | PETROLEOS DE VENEZUELA SA 9% 12/31/2049 REGS                            | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |  48700000 | PA      | $2069750.00   | 0.05%             | 2049-12-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | PETROLEOS MEXICANOS 6.5% 03/13/2027                                     | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   9810000 | PA      | $8914837.50   | 0.21%             | 2027-03-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                             | VENEZUELA REPUBLIC OF 12.75% 12/31/2049 REGS                            | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |  42425000 | PA      | $3287937.50   | 0.08%             | 2049-12-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                  | KENYA REPUBLIC OF 7% 05/22/2027 144A                                    | CUSIP: 491798AJ3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |  18115000 | PA      | $16235568.75  | 0.38%             | 2027-05-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                            | MEITUAN 3.05% 10/28/2030 144A                                           | CUSIP: 58533EAC7<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |  10295000 | PA      | $7851867.81   | 0.19%             | 2030-10-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP            | SRI LANKA GOVT DEMOC SOCIA REP 6.825% 07/18/2026 144A                   | CUSIP: 85227SAR7<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |  11470000 | PA      | $3572979.78   | 0.08%             | 2026-07-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                 | UKRAINE GOVERNMENT 7.253% 03/15/2035 144A                               | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |  15850000 | PA      | $2955034.38   | 0.07%             | 2035-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAMEROON REPUBLIC OF                               | CAMEROON REPUBLIC OF 5.95% 07/07/2032 144A                              | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |  14070000 | PA      | $11096362.27  | 0.26%             | 2032-07-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH | BANCO MERCANTIL DEL NORTE SA GRAND CAYMAN BRH 6.75%/VAR PERP 144A       | CUSIP: 05971PAA6<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |  13000000 | PA      | $12661187.50  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                               | COLOMBIA REPUBLIC OF 3.875% 02/15/2061                                  | CUSIP: 195325DX0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   6730000 | PA      | $3751133.75   | 0.09%             | 2061-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                                    | QATAR PETROLEUM 2.25% 07/12/2031 144A                                   | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |  26625000 | PA      | $21970617.19  | 0.52%             | 2031-07-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                 | LEVIATHAN BOND LTD 6.125% 06/30/2025 144A REGS                          | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |  16920000 | PA      | $16539300.00  | 0.39%             | 2025-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                            | SAUDI ARABIA KINGDOM OF 3.75% 01/21/2055 144A                           | CUSIP: 80413TAR0<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |  19480000 | PA      | $15258927.50  | 0.36%             | 2055-01-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC                                 | KONDOR FIN PLC 7.625% 11/08/2026 144A                                   | CUSIP: 50050MAB1<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |   7055000 | PA      | $1128800.00   | 0.03%             | 2026-11-08      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                            | PHILIPPINES REPUBLIC OF 2.65% 12/10/2045                                | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   7890000 | PA      | $5287167.90   | 0.13%             | 2045-12-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                              | BERMUDA GOVERNMENT OF 3.375% 08/20/2050 144A                            | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |   5015000 | PA      | $3520843.44   | 0.08%             | 2050-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT DEMOCRATIC SOCIALIST REP            | SRI LANKA GOVT DEMOC SOCIA REP 7.85% 03/14/2029 144A                    | CUSIP: 85227SAZ9<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |  26015000 | PA      | $7492320.00   | 0.18%             | 2029-03-14      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                           | QATAR ST 4.4% 04/16/2050 144A                                           | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |  19070000 | PA      | $17357275.63  | 0.41%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TV AZTECA SAB DE CV                                | TV AZTECA SAB DE CV 8.25% 08/09/2024 REGS                               | CUSIP: N/A<br>LEI: 549300H2ZXE4KL0NUV88       | Long             | DBT              | CORP              | MX        |  27098000 | PA      | $12431207.50  | 0.29%             | 2024-08-09      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JAMAICA GOVT OF                                    | JAMAICA GOVT OF 6.75% 04/28/2028                                        | CUSIP: 470160CA8<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |   4255000 | PA      | $4491152.50   | 0.11%             | 2028-04-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OIL AND GAS HOLDING CO BSCC/THE                    | OIL AND GAS HOLDING CO BSCC/THE 7.5% 10/25/2027 144A                    | CUSIP: 67778M2A7<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |  28868000 | PA      | $29450772.75  | 0.70%             | 2027-10-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                    | ANGOLA REPUBLIC 8% 11/26/2029 144A                                      | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |  17800000 | PA      | $15664000.00  | 0.37%             | 2029-11-26      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DP WORLD SALAAM                                    | DP WORLD SALAAM 6%/VAR PERP REGS                                        | CUSIP: N/A<br>LEI: 549300SUYBT9X88E9435       | Long             | EP               | CORP              | KY        |  13905000 | PA      | $13731187.50  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OIL COMPANY OF THE AZERBAIJAN REPUBLIC       | STATE OIL CO OF THE AZER 4.75% 03/13/2023 REGS                          | CUSIP: N/A<br>LEI: 2549002HARR1VE257O76       | Long             | DBT              | CORP              | AZ        |   5000000 | PA      | $4968125.00   | 0.12%             | 2023-03-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                          | EGYPT (ARAB) REPUBLIC OF 7.6003% 03/01/2029 144A                        | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |  34319000 | PA      | $27969985.00  | 0.66%             | 2029-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                 | DOMINICAN REPUBLIC 4.875% 09/23/2032 144A                               | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  10930000 | PA      | $9036377.50   | 0.21%             | 2032-09-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                     | BRAZIL FEDERATIVE REPUBLIC OF 5.625% 01/07/2041                         | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   9434000 | PA      | $7955810.13   | 0.19%             | 2041-01-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INVESTMENT ENERGY RESOURCES LTD                    | INVESTMENT ENERGY RESOURCES LTD 6.25% 04/26/2029 144A                   | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |   6260000 | PA      | $5858186.25   | 0.14%             | 2029-04-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                 | TURKEY REPUBLIC OF 6.125% 10/24/2028                                    | CUSIP: 900123CQ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   8780000 | PA      | $7815846.25   | 0.19%             | 2028-10-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                 | UKRAINE GOVERNMENT 9.75% 11/01/2030 144A                                | CUSIP: 903724BV3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   3105000 | PA      | $667186.88    | 0.02%             | 2030-11-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                               | ROMANIA REPUBLIC OF 3.625% 03/27/2032 144A                              | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |  10504000 | PA      | $8329672.00   | 0.20%             | 2032-03-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGOLA REPUBLIC                                    | ANGOLA REPUBLIC 9.5% 11/12/2025 144A                                    | CUSIP: 035198AA8<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |  18525000 | PA      | $19080750.00  | 0.45%             | 2025-11-12      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                     | OMAN SULTANATE 6.75% 10/28/2027 144A                                    | CUSIP: 68205LAD5<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   6520000 | PA      | $6735160.00   | 0.16%             | 2027-10-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                               | COLOMBIA REPUBLIC OF 5.2% 05/15/2049                                    | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  16120000 | PA      | $11009960.00  | 0.26%             | 2049-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                | LEBANON REPUBLIC OF 6.1% 12/31/2049 REGS                                | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |  22896000 | PA      | $1311482.88   | 0.03%             | 2049-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AXIAN TELECOM                                      | AXIAN TELECOM 7.375% 02/16/2027 144A                                    | CUSIP: 05466AAA1<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |   5500000 | PA      | $4767125.00   | 0.11%             | 2027-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | PETROLEOS MEXICANOS 4.875% 01/18/2024                                   | CUSIP: 71654QBH4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  35888000 | PA      | $35134352.00  | 0.83%             | 2024-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                               | COLOMBIA REPUBLIC OF 5% 06/15/2045                                      | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  34965000 | PA      | $23990360.63  | 0.57%             | 2045-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                               | ROMANIA REPUBLIC OF 3% 02/14/2031 144A                                  | CUSIP: 77586RAH3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |  34824000 | PA      | $27288957.00  | 0.65%             | 2031-02-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                 | TURKEY REPUBLIC OF 5.6% 11/14/2024                                      | CUSIP: 900123CW8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  12070000 | PA      | $11738075.00  | 0.28%             | 2024-11-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                            | PHILIPPINES REPUBLIC OF 5.95% 10/13/2047                                | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   9890000 | PA      | $10632837.90  | 0.25%             | 2047-10-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QATAR ST                                           | QATAR ST 9.75% 06/15/2030 144A                                          | CUSIP: 74727PAE1<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   3827000 | PA      | $5094215.38   | 0.12%             | 2030-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DOWNSTREAM TRADING SARL                  | MC BRAZIL DOWNSTREAM TRADING SARL 7.25% 06/30/2031 144A                 | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |  13410000 | PA      | $11004581.25  | 0.26%             | 2031-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                 | DOMINICAN REPUBLIC 6.85% 01/27/2045 144A                                | CUSIP: 25714PCW6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  16129000 | PA      | $13939488.25  | 0.33%             | 2045-01-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ADARO INDONESIA PT                                 | ADARO INDONESIA PT 4.25% 10/31/2024 144A                                | CUSIP: 69368KAB2<br>LEI: 2549009Z0YED3S2BID40 | Long             | DBT              | CORP              | ID        |  12520000 | PA      | $11990247.50  | 0.28%             | 2024-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                          | EGYPT (ARAB) REPUBLIC OF 7.5% 01/31/2027 144A                           | CUSIP: 038461AL3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |  33344000 | PA      | $29842880.00  | 0.71%             | 2027-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC                                 | KONDOR FIN PLC 7.375% 07/19/2024 REGS                                   | CUSIP: N/A<br>LEI: 213800PUC1T9GI6EIO63       | Long             | DBT              | CORP              | GB        |  12720000 | PA      | $2416800.00   | 0.06%             | 2024-07-19      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                            | SAUDI ARABIA KINGDOM OF 3.625% 03/04/2028 144A                          | CUSIP: 80413TAE9<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |   9976000 | PA      | $9514111.20   | 0.23%             | 2028-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, REPUBLIC OF                             | VENEZUELA REPUBLIC OF 8.25% 10/13/2024 REGS                             | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |  30860000 | PA      | $2468800.00   | 0.06%             | 2024-10-13      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| YPF SA                                             | YPF SA 8.5% 03/23/2025 144A                                             | CUSIP: 984245AT7<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |  10999375 | PA      | $9987432.50   | 0.24%             | 2025-03-23      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| LCPR SENIOR SECURED FINANCING DAC                  | LCPR SENIOR SECURED FINANCING DAC 5.125% 07/15/2029 144A                | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   9500000 | PA      | $7869877.52   | 0.19%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                           | PAKISTAN ISLAMIC REP OF 8.25% 04/15/2024 144A                           | CUSIP: 695847AK9<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |  14680000 | PA      | $7782014.80   | 0.18%             | 2024-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                 | DOMINICAN REPUBLIC 6.5% 02/15/2048 144A                                 | CUSIP: 25714PDW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  17655000 | PA      | $14502479.06  | 0.34%             | 2048-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | PETROLEOS MEXICANOS 4.625% 09/21/2023                                   | CUSIP: 71654QCD2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3250000 | PA      | $3185487.50   | 0.08%             | 2023-09-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEMS MENASA KY LTD/GEMS                            | GEMS MENASA KY LTD/GEMS 7.125% 07/31/2026 144A                          | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |   6960000 | PA      | $6652455.00   | 0.16%             | 2026-07-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                              | INDONESIA REPUBLIC OF 6.75% 01/15/2044 144A                             | CUSIP: 455780BR6<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   6465000 | PA      | $7249592.40   | 0.17%             | 2044-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MOROCCO KINGDOM OF                                 | MOROCCO KINGDOM OF 4% 12/15/2050 144A                                   | CUSIP: 617726AM6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   3385000 | PA      | $2297145.63   | 0.05%             | 2050-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                 | UKRAINE GOVERNMENT 7.75% 09/01/2025 144A                                | CUSIP: 903724AQ5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |  43671000 | PA      | $9793221.75   | 0.23%             | 2025-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                              | INDONESIA REPUBLIC OF 8.5% 10/12/2035 144A                              | CUSIP: 455780AT3<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |  19301000 | PA      | $24353036.75  | 0.58%             | 2035-10-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                 | DOMINICAN REPUBLIC 5.3% 01/21/2041 144A                                 | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   6000000 | PA      | $4617375.00   | 0.11%             | 2041-01-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                            | EL SALVADOR REPUBLIC OF 7.625% 02/01/2041 144A                          | CUSIP: 283875AQ5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |  11695000 | PA      | $4479185.00   | 0.11%             | 2041-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                              | INDONESIA REPUBLIC OF 3.85% 10/15/2030                                  | CUSIP: 455780CS3<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |  14805000 | PA      | $13882463.44  | 0.33%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENN ENERGY HLDGS LTD                               | ENN ENERGY HLDGS LTD 4.625% 05/17/2027 144A                             | CUSIP: 29336EAA1<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | KY        |  10930000 | PA      | $10552915.00  | 0.25%             | 2027-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN LIMITED                    | MISC CAPITAL TWO LABUAN LIMITED 3.75% 04/06/2027 144A                   | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |  12315000 | PA      | $11220504.38  | 0.27%             | 2027-04-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                    | ESKOM HLDGS LTD 6.75% 08/06/2023 144A                                   | CUSIP: 29646AAA4<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |  10218000 | PA      | $9804809.63   | 0.23%             | 2023-08-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT OF                              | BERMUDA GOVERNMENT OF 3.717% 01/25/2027 144A                            | CUSIP: 085209AD6<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |   7900000 | PA      | $7565731.25   | 0.18%             | 2027-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                  | GUATEMALA REP OF 5.375% 04/24/2032 144A                                 | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   5270000 | PA      | $5135944.38   | 0.12%             | 2032-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MONGOLIA GOVERNMENT OF                             | MONGOLIA GOVERNMENT OF 5.125% 04/07/2026 144A                           | CUSIP: 60937LAC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |   4015000 | PA      | $3453341.65   | 0.08%             | 2026-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                            | PHILIPPINES REPUBLIC OF 2.95% 05/05/2045                                | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   3200000 | PA      | $2296352.00   | 0.05%             | 2045-05-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TUNISIA REPUBLIC OF                                | TUNISIA REPUBLIC OF 5.75% 01/30/2025 144A                               | CUSIP: 066716AH4<br>LEI: N/A                  | Long             | DBT              | NUSS              | TN        |   4685000 | PA      | $3177894.06   | 0.08%             | 2025-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD        | TENGIZCHEVROIL FIN CO IN 3.25% 08/15/2030 144A                          | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |   7000000 | PA      | $4964750.00   | 0.12%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                               | COLOMBIA REPUBLIC OF 3% 01/30/2030                                      | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  36130000 | PA      | $27603320.00  | 0.65%             | 2030-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ZAMBIA REPUBLIC                                    | ZAMBIA REPUBLIC 8.97% 07/30/2027 144A                                   | CUSIP: 988895AF5<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |  10325000 | PA      | $4543000.00   | 0.11%             | 2027-07-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                  | CHILE REPUBLIC OF 2.75% 01/31/2027                                      | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   6865000 | PA      | $6297779.38   | 0.15%             | 2027-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                               | PARAGUAY REPUBLIC OF 4.95% 04/28/2031 144A                              | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  21130000 | PA      | $20394411.88  | 0.48%             | 2031-04-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC | JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 2.5% 01/15/2027 144A | CUSIP: 46590XAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5950000 | PA      | $5204584.00   | 0.12%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                           | PAKISTAN ISLAMIC REP OF 6.875% 12/05/2027 144A                          | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |   5510000 | PA      | $2121956.10   | 0.05%             | 2027-12-05      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                           | SOUTH AFRICA REPUBLIC OF 5.75% 09/30/2049                               | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  22085000 | PA      | $16177262.50  | 0.38%             | 2049-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                 | PANAMA REPUBLIC OF 6.4% 02/14/2035                                      | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   9790000 | PA      | $9929507.50   | 0.24%             | 2035-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                     | BRAZIL FEDERATIVE REPUBLIC OF 3.875% 06/12/2030                         | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  15660000 | PA      | $13553730.00  | 0.32%             | 2030-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                               | ROMANIA REPUBLIC OF 3.375% 01/28/2050 REGS                              | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   5550000 | PA      | $3406048.12   | 0.08%             | 2050-01-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                     | OMAN SULTANATE 4.75% 06/15/2026 144A                                    | CUSIP: 682051AC1<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   4238000 | PA      | $4078545.25   | 0.10%             | 2026-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                       | MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030                           | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  19910000 | PA      | $17306767.50  | 0.41%             | 2030-04-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LEBANON REPUBLIC OF                                | LEBANON REPUBLIC OF 6.75% 11/29/2027 REGS                               | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |   3000000 | PA      | $170250.00    | 0.00%             | 2027-11-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                          | EGYPT (ARAB) REPUBLIC OF 7.0529% 01/15/2032 144A                        | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   4740000 | PA      | $3447757.50   | 0.08%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RWANDA REPUBLIC OF                                 | RWANDA REPUBLIC OF 5.5% 08/09/2031 144A                                 | CUSIP: 78347YAL7<br>LEI: 213800AKFASSQE52AZ88 | Long             | DBT              | NUSS              | RW        |  12780000 | PA      | $9667271.25   | 0.23%             | 2031-08-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Stacie M. Smith

**Signature:** Stacie M. Smith

**Name of Signer:** Stacie M. Smith

**Title:** President and Treasurer