# EDGAR Filing Document

**Accession Number:** 0001498498
**File Stem:** 0002066578-26-002127
**Filing Date:** 2026-6
**Character Count:** 119519
**Document Hash:** bc4b26f8447a920f6052b0088b884264
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-002127.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0002066578-26-002127

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Ashmore Funds
- **CENTRAL INDEX KEY:** 0001498498

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22468
- **FILM NUMBER:** 261119314

**BUSINESS ADDRESS:**
- **STREET 1:** C/O ROPES & GRAY, LLP
- **STREET 2:** ONE INTERNATIONAL PLACE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 617-951-7935

**MAIL ADDRESS:**
- **STREET 1:** C/O ROPES & GRAY, LLP
- **STREET 2:** ONE INTERNATIONAL PLACE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

## Series and Classes Contracts Data

### Ashmore Emerging Markets Total Return Fund (Series ID: S000030390)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000093386 | INSTITUTIONAL CLASS SHARES | EMKIX           |
| C000098150 | Class C                    | EMKCX           |
| C000098151 | Class A                    | EMKAX           |
| C000183166 | Class T                    | EMKTX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Ashmore Funds

- **b. Investment Company Act file number:** 811-22468

- **c. CIK number of Registrant:** 0001498498

- **d. LEI of Registrant:** 549300JIZK4U03Q64E73

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

  - **Street Address 1:** 61 Aldwych

  - **City:** London

  - **Zip / Postal Code:** WC2B 4AE

  - **Telephone number:** 011-44-20-3206-4500

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

- **a. Name of Series:** Ashmore Emerging Markets Total Return Fund

- **b. EDGAR series identifier (if any):** S000030390

- **c. LEI of Series:** 5493003R6Z966WCNR691

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $28764583.97

**Total Liabilities:** $644714.47

**Net Assets:** $28119869.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** 133.989933154462 | **5-Year:** 546.661580781923 | **10-Year:** 1694.810767185724 | **30-Year:** 2173.151304383918

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

- **3-Month:** 4.630555967707 | **1-Year:** 178.313250041910 | **5-Year:** 799.422570819534 | **10-Year:** 1520.693351892906 | **30-Year:** 1126.023765005475

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000093386 | 1.46%                | -4.24%               | 3.92%                |
| Class ID C000098150 | 1.23%                | -4.22%               | 3.72%                |
| Class ID C000098151 | 1.47%                | -4.14%               | 3.76%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $37325.59                | $407288.82                                 |
| Month 2  | $-19601.74               | $-1703378.87                               |
| Month 3  | $767652.39               | $215309.80                                 |

**Designated Index Information**

- **Index Name:** 50% EMBI GD; 25% ELMI+; 25% GBI-EM GD

- **Index Identifier:** 50% EMBI GD; 25% ELMI+; 25% GBI-EM GD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CURRENCY CONTRACT - BRL                                             | CURRENCY CONTRACT - BRL                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -211852 | NC      | $9994.07      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                             | CURRENCY CONTRACT - BRL                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -288075 | NC      | $2342.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                             | CURRENCY CONTRACT - BRL                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -497971 | NC      | $1366.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                             | CURRENCY CONTRACT - CNH                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1198862 | NC      | $-3057.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                             | CURRENCY CONTRACT - CZK                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -38795 | NC      | $124.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                             | CURRENCY CONTRACT - CZK                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -398755 | NC      | $2004.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                             | CURRENCY CONTRACT - CZK                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -29000 | NC      | $-172.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                             | CURRENCY CONTRACT - EUR                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -37800 | NC      | $676.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                             | CURRENCY CONTRACT - HUF                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -26066 | NC      | $1079.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                             | CURRENCY CONTRACT - HUF                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -61465 | NC      | $2490.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                             | CURRENCY CONTRACT - HUF                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -45627 | NC      | $123.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                             | CURRENCY CONTRACT - HUF                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -65702 | NC      | $-282.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                             | CURRENCY CONTRACT - HUF                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -121641 | NC      | $-507.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                             | CURRENCY CONTRACT - IDR                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -165614 | NC      | $-4990.36     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                             | CURRENCY CONTRACT - IDR                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -46000 | NC      | $-465.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                             | CURRENCY CONTRACT - IDR                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -47000 | NC      | $-510.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                             | CURRENCY CONTRACT - IDR                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -153081 | NC      | $-1208.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ILS                                             | CURRENCY CONTRACT - ILS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -107239 | NC      | $4889.74      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                             | CURRENCY CONTRACT - INR                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -362797 | NC      | $-6465.09     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                             | CURRENCY CONTRACT - INR                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -280414 | NC      | $-5209.97     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                             | CURRENCY CONTRACT - INR                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -113481 | NC      | $-1491.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                             | CURRENCY CONTRACT - INR                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -71925 | NC      | $-898.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                             | CURRENCY CONTRACT - INR                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -32880 | NC      | $-400.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                             | CURRENCY CONTRACT - KRW                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -676622 | NC      | $3415.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                             | CURRENCY CONTRACT - KRW                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -45000 | NC      | $233.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KZT                                             | CURRENCY CONTRACT - KZT                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -178115 | NC      | $6445.48      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                             | CURRENCY CONTRACT - MXN                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -169770 | NC      | $-431.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                             | CURRENCY CONTRACT - MXN                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -513318 | NC      | $-1142.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                             | CURRENCY CONTRACT - MXN                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -49038 | NC      | $-264.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MYR                                             | CURRENCY CONTRACT - MYR                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -59194 | NC      | $-772.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MYR                                             | CURRENCY CONTRACT - MYR                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -143000 | NC      | $-59.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MYR                                             | CURRENCY CONTRACT - MYR                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -144000 | NC      | $56.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MYR                                             | CURRENCY CONTRACT - MYR                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -334278 | NC      | $-1266.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NGN                                             | CURRENCY CONTRACT - NGN                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -68985 | NC      | $981.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NGN                                             | CURRENCY CONTRACT - NGN                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -83000 | NC      | $4188.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PEN                                             | CURRENCY CONTRACT - PEN                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -47914 | NC      | $-505.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                             | CURRENCY CONTRACT - PHP                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -47951 | NC      | $-366.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                             | CURRENCY CONTRACT - PHP                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -48752 | NC      | $-848.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                             | CURRENCY CONTRACT - PHP                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -167243 | NC      | $-3946.04     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                             | CURRENCY CONTRACT - PLN                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -772042 | NC      | $3228.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                             | CURRENCY CONTRACT - PLN                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -61235 | NC      | $167.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                             | CURRENCY CONTRACT - PLN                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -134000 | NC      | $-939.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - RON                                             | CURRENCY CONTRACT - RON                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -57982 | NC      | $-1018.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - RON                                             | CURRENCY CONTRACT - RON                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -76868 | NC      | $-1367.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                             | CURRENCY CONTRACT - SGD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -545140 | NC      | $-1090.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                             | CURRENCY CONTRACT - THB                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -706640 | NC      | $-9304.49     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                             | CURRENCY CONTRACT - THB                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -52000 | NC      | $-133.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                             | CURRENCY CONTRACT - THB                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -52500 | NC      | $-158.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                             | CURRENCY CONTRACT - THB                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -104743 | NC      | $-162.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                             | CURRENCY CONTRACT - TRY                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -15050 | NC      | $-24.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                             | CURRENCY CONTRACT - TRY                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -374370 | NC      | $-757.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                             | CURRENCY CONTRACT - TWD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -454355 | NC      | $-2178.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1322404 | NC      | $3135.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -6078400 | NC      | $4989.96      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1296645 | NC      | $-383.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1967065 | NC      | $-25916.49    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -10000000 | NC      | $3250.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1026480 | NC      | $-12018.84    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -82867500 | NC      | $-1054.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -821110 | NC      | $-9100.18     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -389259 | NC      | $-3505.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -2056845102 | NC      | $2242.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2717013 | NC      | $-384.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -857252592 | NC      | $945.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -70150000 | NC      | $-231.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2009735 | NC      | $1318.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -20771719 | NC      | $-2673.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -607439 | NC      | $-726.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1918965 | NC      | $-457.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -62876 | NC      | $-850.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -352409 | NC      | $1300.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1600865 | NC      | $30.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4017385 | NC      | $625.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -811997 | NC      | $-4462.20     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -8787499 | NC      | $1292.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2526325 | NC      | $889.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -498231 | NC      | $173.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -327836 | NC      | $139.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -584543 | NC      | $2797.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -462901500 | NC      | $295.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -662606 | NC      | $678.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -413540 | NC      | $221.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -417255 | NC      | $255.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -32720 | NC      | $142.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -897608000 | NC      | $515.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1322404 | NC      | $1259.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -284980188 | NC      | $2057.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -6352698 | NC      | $1287.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -2265572047 | NC      | $16643.78     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2475911 | NC      | $-1165.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                             | CURRENCY CONTRACT - USD                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -130355000 | NC      | $120.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - UZS                                             | CURRENCY CONTRACT - UZS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -87436 | NC      | $878.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                             | CURRENCY CONTRACT - ZAR                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -268823 | NC      | $-3257.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                             | CURRENCY CONTRACT - ZAR                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -63952 | NC      | $-683.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA SCE GROUP HOLDINGS LTD                                        | CHINSC 6 02/04/26                                      | CUSIP: G21190AH9<br>LEI: 549300Q8UEI2ERAP6P49 | Long             | DBT              | CORP              | KY        |      727000 | PA      | $27626.00     | 0.10%             | 2026-02-04      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                    | TURKGB 31.08 11/08/28 5Y                               | CUSIP: M8T85VCB1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2088318 | PA      | $42348.93     | 0.15%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO            | ARGENT 4.125 07/09/35                                  | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      179560 | PA      | $133951.76    | 0.48%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| INDIA, GOVERNMENT OF                                                | IGB 7.3 06/19/53                                       | CUSIP: Y2R3MBUY9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |     3970000 | PA      | $40255.07     | 0.14%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                    | TURKGB 26.2 10/05/33 10Y                               | CUSIP: M8T85T8U9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1480429 | PA      | $27423.39     | 0.10%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL     | BLTN 0 01/01/28 LTN                                    | CUSIP: P8T60NQF1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1343000 | PA      | $218900.62    | 0.78%             | 2028-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA, REPUBLIC OF - MINISTRY OF FINANCE                           | ZAMBIN 5.75 06/30/33 REGS                              | CUSIP: V7179UML0<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      142473 | PA      | $140549.91    | 0.50%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO    | MEX 6.4 05/07/54                                       | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      228000 | PA      | $215602.50    | 0.77%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP LTD                                         | ZHPRHK 8.7 08/03/22                                    | CUSIP: G9897EBH1<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     1110000 | PA      | $1387.50      | 0.00%             | 2022-08-03      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP LTD                                         | ZHPRHK 7.875 04/14/24                                  | CUSIP: G9897EAQ2<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     3591000 | PA      | $8977.50      | 0.03%             | 2024-04-14      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO   | ECUA 6.9 07/31/35 REGS                                 | CUSIP: P8054QBC6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      140000 | PA      | $129780.00    | 0.46%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL     | BLTN 0 01/01/30 LTN                                    | CUSIP: P8T60NQJ3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     7380000 | PA      | $932019.72    | 3.31%             | 2030-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA SCE GROUP HOLDINGS LTD                                        | CHINSC 7 05/02/25                                      | CUSIP: G21190AG1<br>LEI: 549300Q8UEI2ERAP6P49 | Long             | DBT              | CORP              | KY        |     1330000 | PA      | $48212.50     | 0.17%             | 2025-05-02      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                            | CHILE 4.95 01/05/36                                    | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $199840.00    | 0.71%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                | POLAND 5.5 03/18/54 30Y                                | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      137000 | PA      | $127481.93    | 0.45%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                    | TURKEY 5.25 03/13/30 10Y                               | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      356000 | PA      | $343718.00    | 1.22%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                          | IVYCST 8.25 01/30/37 REGS                              | CUSIP: V73789BK0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      200000 | PA      | $214568.00    | 0.76%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO            | PERUGB 7.6 08/12/39                                    | CUSIP: P6S32DFJ7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      324000 | PA      | $97164.74     | 0.35%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO            | PERU 5.375 02/08/35                                    | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      223000 | PA      | $225230.00    | 0.80%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                            | KAISAG 6.5 12/28/29 144A                               | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       63227 | PA      | $837.76       | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                            | KAISAG 7.721 12/28/27 144A                             | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       30151 | PA      | $452.27       | 0.00%             | 2027-12-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                            | KAISAG 7 12/28/31 144A                                 | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      622807 | PA      | $9030.70      | 0.03%             | 2031-12-28      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| YUZHOU GROUP HOLDINGS CO LTD                                        | YUZHOU 5 06/30/30 .                                    | CUSIP: YL7114843<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |      400992 | PA      | $10526.04     | 0.04%             | 2030-06-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                            | KAISAG 0 12/31/28 144A                                 | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      401005 | PA      | $200.50       | 0.00%             | 2028-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                            | KAISAG 0 12/31/32 144A                                 | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      945649 | PA      | $4728.25      | 0.02%             | 2032-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| THAILAND, KINGDOM OF - MINISTRY OF FINANCE                          | THAIGB 3.39 06/17/37                                   | CUSIP: Y6065BRA7<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |      628000 | PA      | $21147.76     | 0.08%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO    | MEX 6.338 05/04/53                                     | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      274000 | PA      | $258005.25    | 0.92%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| THAILAND, KINGDOM OF - MINISTRY OF FINANCE                          | THAIGB 2.98 06/17/45                                   | CUSIP: Y603CLBS2<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     2877000 | PA      | $86897.34     | 0.31%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO    | MUDI 4 08/30/29 S                                      | CUSIP: P4R1NQAW1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1210000 | PA      | $607796.09    | 2.16%             | 2029-08-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL BANK OF NIGERIA                                             | NGOMOB 0 08/11/26 203D                                 | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |    84610000 | PA      | $58169.49     | 0.21%             | 2026-08-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CZECH, REPUBLIC - MINISTRY OF FINANCE                               | CZGB 1.95 07/30/37 142                                 | CUSIP: 999OCT302<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     2450000 | PA      | $87896.50     | 0.31%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CZECH, REPUBLIC - MINISTRY OF FINANCE                               | CZGB 4.9 04/14/34 151                                  | CUSIP: ZK1433224<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |      970000 | PA      | $47080.04     | 0.17%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                | B 0 06/04/26                                           | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1437500 | PA      | $1432619.40   | 5.09%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 6.125 01/22/44 REGS                             | CUSIP: 77586TAE6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       56000 | PA      | $52080.00     | 0.19%             | 2044-01-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                | POLGB 6 10/25/33 1033                                  | CUSIP: X8T024CH6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      133000 | PA      | $37693.82     | 0.13%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMGB 7.35 04/28/31 8Y                                 | CUSIP: X5S007KS5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      375000 | PA      | $85838.45     | 0.31%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMGB 7.9 02/24/38 15Y                                 | CUSIP: X5S007KZ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      390000 | PA      | $92048.80     | 0.33%             | 2038-02-24      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Central Bank of Nigeria                                             | Central Bank of Nigeria 0% BILL 21/07/2026 NGN (OMO91) | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   150959000 | PA      | $105035.42    | 0.37%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                            | SUNAC CHINA HOLDINGS LTD HKD0.10                       | CUSIP: G8569A106<br>LEI: 549300OLARYHDXP3WK18 | Long             | EC               | CORP              | HK        |      538000 | NS      | $79671.18     | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                           | PDVSA 9.75 05/17/35 REGS                               | CUSIP: P7807HAQ8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |      123780 | PA      | $57929.04     | 0.21%             | 2035-05-17      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO    | MUDI 4.5 11/22/35 S                                    | CUSIP: P6625CAN8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       80000 | PA      | $40161.48     | 0.14%             | 2035-11-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO    | MBONO 7.75 05/29/31 M                                  | CUSIP: P9767HEK1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3520000 | PA      | $193756.81    | 0.69%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO     | COLTES 6 04/28/28 B                                    | CUSIP: P28714AP1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1901000000 | PA      | $452249.59    | 1.61%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                          | HGB 3 10/27/38 38/A                                    | CUSIP: X51627BW0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    40600000 | PA      | $96561.06     | 0.34%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                            | KAISAG 6.75 12/28/30 144A                              | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       78872 | PA      | $1230.40      | 0.00%             | 2030-12-28      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                            | KAISAG 0 12/31/30 .                                    | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      501256 | PA      | $1192.99      | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE             | VENZ 9.25 09/15/27                                     | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      301000 | PA      | $154142.10    | 0.55%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                            | KAISA GROUP HOLDINGS LTD HKD0.10                       | CUSIP: G52132100<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | HK        |       61465 | NS      | $602.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO            | PERU 5.625 11/18/50                                    | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      104000 | PA      | $100360.00    | 0.36%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COSTA RICA, REPUBLIC OF                                             | COSTAR 7 04/04/44 REGS                                 | CUSIP: P3699PGH4<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      200000 | PA      | $218362.50    | 0.78%             | 2044-04-04      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                       | SAGB 8.75 01/31/44 2044                                | CUSIP: S69124VF9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     4942821 | PA      | $279819.45    | 1.00%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                | POLGB 1.25 10/25/30 1030                               | CUSIP: X8T024V85<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      403000 | PA      | $94271.07     | 0.34%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SUNAC SERVICES HOLDINGS LTD                                         | SUNAC SERVICES HOLDINGS LTD HKD0.01                    | CUSIP: G8569B104<br>LEI: 549300K4OFRSVPWF2W77 | Long             | EC               | CORP              | KY        |       66000 | NS      | $8882.36      | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                       | EGYGB 23.381 08/26/28 3Y                               | CUSIP: M5R189YU4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     4333000 | PA      | $79282.65     | 0.28%             | 2028-08-26      | Fixed         | 23.38%                | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                        | INDON 7.75 01/17/38 REGS                               | CUSIP: Y20721AL3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      170000 | PA      | $204425.00    | 0.73%             | 2038-01-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| YUZHOU GROUP HOLDINGS CO LTD                                        | YUZHOU 1 06/30/34 .                                    | CUSIP: YL7132365<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |      535795 | PA      | $2678.98      | 0.01%             | 2034-06-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE             | VENZ 11.75 10/21/26                                    | CUSIP: P17625AE7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      311300 | PA      | $176974.05    | 0.63%             | 2026-10-21      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                          | UKRAIN 4.5 02/01/34 REGS                               | CUSIP: X5S0055W7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      221735 | PA      | $135258.35    | 0.48%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                           | ANGOL 9.125 11/26/49 REGS                              | CUSIP: V5S1ASAA8<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      208000 | PA      | $198432.00    | 0.71%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| JORDAN, HASHEMITE KINGDOM OF - MINISTRY OF FINANCE                  | JORDAN 7.5 01/13/29 REGS                               | CUSIP: M5269UAP9<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      200000 | PA      | $207504.00    | 0.74%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                          | UKRAIN 4.5 02/01/35 REGS                               | CUSIP: X5S0055X5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      278322 | PA      | $166993.20    | 0.59%             | 2035-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP LTD                                         | ZHPRHK 9.15 05/06/23                                   | CUSIP: G9897EAN9<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $500.00       | 0.00%             | 2023-05-06      | Fixed         | 9.15%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                | PETMK 4.55 04/21/50 REGS                               | CUSIP: Y68856AV8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      325000 | PA      | $281092.50    | 1.00%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO            | PERU 3.23 07/28/21                                     | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       66000 | PA      | $36102.00     | 0.13%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL     | BRAZIL 7.25 01/12/56                                   | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      265000 | PA      | $266855.00    | 0.95%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| YUZHOU GROUP HOLDINGS CO LTD                                        | YUZHOU 4 06/30/28 .                                    | CUSIP: YL7124701<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |      169635 | PA      | $5937.23      | 0.02%             | 2028-06-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                               | DPWDU 3.875 07/18/29 EMTN                              | CUSIP: G28288AC5<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |      218000 | PA      | $208408.00    | 0.74%             | 2029-07-18      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL CHINA REAL ESTATE LTD                                       | CENCHI 7.9 11/07/23                                    | CUSIP: G20769AE8<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |     1910000 | PA      | $19100.00     | 0.07%             | 2023-11-07      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| BULGARIA, REPUBLIC OF - MINISTRY OF FINANCE                         | BGARIA 5 03/05/37 13Y                                  | CUSIP: X0R483BD3<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       24000 | PA      | $23350.32     | 0.08%             | 2037-03-05      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| YUZHOU GROUP HOLDINGS CO LTD                                        | YUZHOU 5.5 06/30/31 .                                  | CUSIP: YL7128363<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |      566193 | PA      | $14157.66     | 0.05%             | 2031-06-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY      | PANAMA 4.3 04/29/53                                    | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      357000 | PA      | $275318.40    | 0.98%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                        | INDOGB 8.375 03/15/34 FR68                             | CUSIP: Y39814JF9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  2536000000 | PA      | $159734.30    | 0.57%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CZECH, REPUBLIC - MINISTRY OF FINANCE                               | CZGB 5 09/30/30 150                                    | CUSIP: BY3335613<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |      920000 | PA      | $45375.10     | 0.16%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO    | MUDI 4 08/24/34 S                                      | CUSIP: P4R07X5G7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      410000 | PA      | $197788.17    | 0.70%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                            | KAISAG 7.25 12/28/32 144A                              | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      964680 | PA      | $9637.15      | 0.03%             | 2032-12-28      | Fixed         |  | Yes           |                  2 | On Loan: No      |
| YUZHOU GROUP HOLDINGS CO LTD                                        | YUZHOU GROUP HOLDINGS CO LTD HKD1                      | CUSIP: G9884A102<br>LEI: 213800MP59KHGJSPHE82 | Long             | EC               | CORP              | KY        |      270000 | NS      | $5688.67      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND, KINGDOM OF - MINISTRY OF FINANCE                          | THAIGB 1.84 05/17/36                                   | CUSIP: Y603CLDG6<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |      420000 | PA      | $12448.10     | 0.04%             | 2036-05-17      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                            | KSA 4.5 04/22/60 REGS                                  | CUSIP: M6320UBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      297000 | PA      | $230109.66    | 0.82%             | 2060-04-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMGB 4.25 04/28/36 5Y                                 | CUSIP: X5S007GZ4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      215000 | PA      | $38173.36     | 0.14%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                | POLGB 5 10/25/35 1035                                  | CUSIP: X8T02EHY2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      440000 | PA      | $114838.75    | 0.41%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 5.75 03/24/35 REGS                              | CUSIP: X7360WDA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      146000 | PA      | $140306.00    | 0.50%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO SA                                      | BGOSK 5.75 07/09/34 REGS                               | CUSIP: X0645ADB5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $207318.00    | 0.74%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                  | GHANA 5 07/03/35 REGS                                  | CUSIP: V3R60FEN0<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      300000 | PA      | $274632.00    | 0.98%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                  | GHANA 0 01/03/30 REGS                                  | CUSIP: V3R60FEP5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       80659 | PA      | $70577.03     | 0.25%             | 2030-01-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NAVOI MINING AND METALLURGICAL CO JSC                               | NAVOIM 6.75 05/14/30 REGS                              | CUSIP: Y6S30MAC9<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |      200000 | PA      | $208250.00    | 0.74%             | 2030-05-14      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                        | PEMEX 6.7 02/16/32                                     | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      419000 | PA      | $420466.50    | 1.50%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT (WORLD BANK)  | IBRD 6.5 04/17/30 EMTN                                 | CUSIP: U7230SLF7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     4500000 | PA      | $45313.51     | 0.16%             | 2030-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL     | BRAZIL 6.625 03/15/35                                  | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      200000 | PA      | $207102.00    | 0.74%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KAZAKHSTAN, REPUBLIC OF - MINISTRY OF FINANCE                       | KAZAKS 4.714 04/09/35 REGS                             | CUSIP: Y7276LDX3<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      290000 | PA      | $284990.25    | 1.01%             | 2035-04-09      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| BENIN, REPUBLIC OF - MINISTRY OF FINANCE                            | BENIN 8.375 01/23/41 REGS                              | CUSIP: 08205QAE8<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      200000 | PA      | $208036.00    | 0.74%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| YUZHOU GROUP HOLDINGS CO LTD                                        | YUZHOU 4.5 06/30/29 .                                  | CUSIP: YL7122382<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |      298874 | PA      | $8592.63      | 0.03%             | 2029-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                     | DOMREP 6.4 06/05/49 REGS                               | CUSIP: P3579ECE5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      156000 | PA      | $149448.00    | 0.53%             | 2049-06-05      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO     | COLTES 11.5 07/25/46 B                                 | CUSIP: P6S335Q44<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   296000000 | PA      | $71797.59     | 0.26%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| CHINA, PEOPLE'S REPUBLIC OF - MINISTRY OF FINANCE                   | CGB 1.83 08/25/35 INBK                                 | CUSIP: Y6S39CCG1<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1360000 | PA      | $200000.65    | 0.71%             | 2035-08-25      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| INDIA, GOVERNMENT OF                                                | IGB 7.36 09/12/52                                      | CUSIP: Y2R3MBCG8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |     2920000 | PA      | $29737.11     | 0.11%             | 2052-09-12      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                    | TURKEY 7.25 05/29/32                                   | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      209000 | PA      | $213531.12    | 0.76%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP LTD                                         | ZHPRHK 8.3 09/15/23                                    | CUSIP: G9897EAT6<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     3158000 | PA      | $3947.50      | 0.01%             | 2023-09-15      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP LTD                                         | ZHPRHK 8.35 03/10/24                                   | CUSIP: G9897EAS8<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |      387000 | PA      | $967.50       | 0.00%             | 2024-03-10      | Fixed         | 8.35%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 6.625 05/16/36 REGS                             | CUSIP: X73648AA9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       52000 | PA      | $52546.00     | 0.19%             | 2036-05-16      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                            | KAISAG 0 12/31/29 144A                                 | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      401005 | PA      | $1283.22      | 0.00%             | 2029-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PARAGUAY, REPUBLIC OF - MINISTRY OF FINANCE                         | PARGUY 8.5 04/04/38 144A                               | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   809000000 | PA      | $132124.49    | 0.47%             | 2038-04-04      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMGB 6.75 04/25/35 11Y                                | CUSIP: X5S007PG6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $43622.76     | 0.16%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY        | BHRAIN 6.625 10/06/37 144A                             | CUSIP: 056909AA2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | CORP              | BH        |      202000 | PA      | $191578.82    | 0.68%             | 2037-10-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL BANK OF NIGERIA                                             | NGOMOB 0 01/12/27 350D                                 | CUSIP: YI4469379<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   469139000 | PA      | $301510.68    | 1.07%             | 2027-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                            | BTPCL 5.8 10/01/29                                     | CUSIP: P3719CKX9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   375000000 | PA      | $423696.98    | 1.51%             | 2029-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                            | KAISAG 5 11/30/27 144A                                 | CUSIP: YK3664892<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       39484 | PA      | $3170.57      | 0.01%             | 2027-11-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| URUGUAY, REPUBLICA ORIENTAL DEL - MINISTERIO DE ECONOMIA Y FINANZAS | URUGUA 8 10/29/35                                      | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     1082544 | PA      | $27474.88     | 0.10%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                            | SUNAC 0 06/23/28 144A                                  | CUSIP: DC5107891<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      694000 | PA      | $178316.36    | 0.63%             | 2028-06-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                            | KAISAG 0 12/31/27 144A                                 | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      250639 | PA      | $1274.93      | 0.00%             | 2027-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                            | KAISAG 0 12/31/31 144A                                 | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      501256 | PA      | $2506.28      | 0.01%             | 2031-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO            | LECAP 2.75 07/31/26                                    | CUSIP: YI4487157<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   248461060 | PA      | $197341.83    | 0.70%             | 2026-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 5.75 07/04/36 144A                              | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       66000 | PA      | $62183.88     | 0.22%             | 2036-07-04      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA, FEDERATION OF                                             | MGS 4.054 04/18/39 0124                                | CUSIP: Y2R35QGD7<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      554000 | PA      | $142168.69    | 0.51%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ZAMBIA, REPUBLIC OF - MINISTRY OF FINANCE                           | ZAMGB 16 02/16/33 7Y                                   | CUSIP: YI8956033<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      846000 | PA      | $43586.55     | 0.16%             | 2033-02-16      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO            | PERU 2.78 12/01/60                                     | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      146000 | PA      | $78694.00     | 0.28%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| THAILAND, KINGDOM OF - MINISTRY OF FINANCE                          | THAIGB 2.7 06/17/40                                    | CUSIP: Y603CLBT0<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     1277000 | PA      | $39538.06     | 0.14%             | 2040-06-17      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                            | KAISAG 6.25 12/28/28 144A                              | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       36437 | PA      | $455.46       | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP LTD                                         | ZHPRHK 7.1 09/10/24                                    | CUSIP: G9897EBA6<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     4406000 | PA      | $5507.50      | 0.02%             | 2024-09-10      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                           | ANGOL 9.375 03/31/33 144A                              | CUSIP: 035198AK6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      200000 | PA      | $211536.00    | 0.75%             | 2033-03-31      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL CHINA REAL ESTATE LTD                                       | CENCHI 7.65 08/27/23                                   | CUSIP: G20769AG3<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |     1900000 | PA      | $19000.00     | 0.07%             | 2023-08-27      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP LTD                                         | ZHPRHK 7.35 02/05/25                                   | CUSIP: G9897EAV1<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     8407000 | PA      | $10508.75     | 0.04%             | 2025-02-05      | Fixed         | 7.35%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO     | COLTES 13.25 02/09/33 B                                | CUSIP: P6S32JW71<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   765600000 | PA      | $202740.95    | 0.72%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 3 02/14/31 REGS                                 | CUSIP: X7360WBP6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       60000 | PA      | $53717.40     | 0.19%             | 2031-02-14      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMGB 8.25 09/29/32 10Y                                | CUSIP: X5S007KD8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      370000 | PA      | $87544.63     | 0.31%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CHINA SCE GROUP HOLDINGS LTD                                        | CHINSC 5.95 09/29/24                                   | CUSIP: G21190AJ5<br>LEI: 549300Q8UEI2ERAP6P49 | Long             | DBT              | CORP              | KY        |     1180000 | PA      | $36875.00     | 0.13%             | 2024-09-29      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL CHINA REAL ESTATE LTD                                       | CENCHI 7.25 08/13/24                                   | CUSIP: G20769AH1<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |     3666000 | PA      | $54990.00     | 0.20%             | 2024-08-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA, FEDERATION OF                                             | MGS 4.504 04/30/29 0322                                | CUSIP: Y2R35QDM0<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      920000 | PA      | $240054.79    | 0.85%             | 2029-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMAN, GOVERNMENT OF THE SULTANATE OF                                | OMAN 6.75 10/28/27 REGS                                | CUSIP: M75242BN2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      267000 | PA      | $275015.34    | 0.98%             | 2027-10-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                | PETMK 2.48 01/28/32 REGS                               | CUSIP: Y6886MAE0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      204000 | PA      | $183416.40    | 0.65%             | 2032-01-28      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                        | INDOGB 8.25 05/15/29 FR78                              | CUSIP: Y6S86ZKJ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  4633000000 | PA      | $280314.16    | 1.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP LTD                                         | ZHPRHK 17.254 PERP                                     | CUSIP: G9897EAL3<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     1360000 | PA      | $4977.60      | 0.02%             | 2049-12-31      | Fixed         | 17.25%                | Yes           |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO            | ARGENT 0.75 07/09/30                                   | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      316028 | PA      | $272732.30    | 0.97%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO            | PERU 3.3 03/11/41                                      | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       45000 | PA      | $34515.00     | 0.12%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP LTD                                         | ZHPRHK 8 03/06/23                                      | CUSIP: G9897EBF5<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     1532000 | PA      | $1915.00      | 0.01%             | 2023-03-06      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| URUGUAY, REPUBLICA ORIENTAL DEL - MINISTERIO DE ECONOMIA Y FINANZAS | URUGUA 4.125 11/20/45                                  | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      114498 | PA      | $98954.90     | 0.35%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO     | COLOM 5 06/15/45                                       | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      344000 | PA      | $262902.00    | 0.93%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO            | ARGENT 3.5 07/09/41                                    | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      133093 | PA      | $91767.62     | 0.33%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                            | CHILE 3.1 01/22/61                                     | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      354000 | PA      | $218506.50    | 0.78%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MALAYSIA, FEDERATION OF                                             | MGS 3.519 04/20/28 0223                                | CUSIP: Y2R35QFA4<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1754000 | PA      | $444683.05    | 1.58%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                        | INDON 5.95 01/08/46 REGS                               | CUSIP: Y20721BP3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      213000 | PA      | $217228.05    | 0.77%             | 2046-01-08      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                          | REPHUN 3.125 09/21/51 REGS                             | CUSIP: X93622FY3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      394000 | PA      | $245444.27    | 0.87%             | 2051-09-21      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL CHINA REAL ESTATE LTD                                       | CENCHI 7.65 08/27/25                                   | CUSIP: G20769AM0<br>LEI: 549300JDML9PYG0CIJ22 | Long             | DBT              | CORP              | KY        |     1667000 | PA      | $22921.25     | 0.08%             | 2025-08-27      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA, FEDERATION OF                                             | MGS 3.9 11/30/26 0316                                  | CUSIP: Y55745WS1<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      829000 | PA      | $209886.35    | 0.75%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                        | INDOGB 7.5 06/15/35 FR80                               | CUSIP: Y6S86ZMF3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   625000000 | PA      | $37723.86     | 0.13%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA, FEDERATION OF                                             | MGS 3.828 07/05/34 0419                                | CUSIP: Y2R35QCD1<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      271000 | PA      | $69336.49     | 0.25%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP LTD                                         | ZHPRHK 6.63 01/07/26                                   | CUSIP: G9897EAX7<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     2065000 | PA      | $2581.25      | 0.01%             | 2026-01-07      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP LTD                                         | ZHPRHK 6.7 08/04/26                                    | CUSIP: G9897EAY5<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |     5713000 | PA      | $7141.25      | 0.03%             | 2026-08-04      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 7.625 01/17/53 REGS                             | CUSIP: X7360WCP5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       32000 | PA      | $34096.00     | 0.12%             | 2053-01-17      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO    | MBONO 7.75 11/23/34 M                                  | CUSIP: P4R07XEY8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4190000 | PA      | $219991.73    | 0.78%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA, FEDERATION OF                                             | MGS 4.254 05/31/35 0415                                | CUSIP: Y55745VM5<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      218000 | PA      | $57508.31     | 0.20%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| URUGUAY, REPUBLICA ORIENTAL DEL - MINISTERIO DE ECONOMIA Y FINANZAS | URUGUA 5.75 10/28/34                                   | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      184978 | PA      | $194735.59    | 0.69%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                            | BTPCL 6 04/01/33                                       | CUSIP: P3718SBL1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   100000000 | PA      | $114044.83    | 0.41%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                    | PHILIP 9.5 02/02/30                                    | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      145000 | PA      | $170012.50    | 0.60%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL     | BNTNF 10 01/01/29 NTNF                                 | CUSIP: P8T60MZC0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1342000 | PA      | $250303.94    | 0.89%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CHINA SCE GROUP HOLDINGS LTD                                        | CHINSC 7.375 04/09/24                                  | CUSIP: G21190AB2<br>LEI: 549300Q8UEI2ERAP6P49 | Long             | DBT              | CORP              | KY        |     1800000 | PA      | $65250.00     | 0.23%             | 2024-04-09      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMGB 4.75 10/11/34 15Y                                | CUSIP: X5S007FC6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      290000 | PA      | $55185.40     | 0.20%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO            | ARGENT 5 01/09/38                                      | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       87624 | PA      | $68040.04     | 0.24%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 3.625 03/27/32 REGS                             | CUSIP: X7360WCA8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       44000 | PA      | $39435.00     | 0.14%             | 2032-03-27      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| NEW WORLD RESOURCES NV                                              | NWRLN 8 04/07/20 REGS                                  | CUSIP: N6342WAF5<br>LEI: 6354007MKEEGGVUMXO83 | Long             | DBT              | CORP              | NL        |     1938518 | PA      | $2.28         | 0.00%             | 2020-04-07      | Fixed         | 11.00%                | Yes           |                  3 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                       | SOAF 4.3 10/12/28 12Y                                  | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      380000 | PA      | $376002.40    | 1.34%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                       | EGYPT 8.5 01/31/47 REGS                                | CUSIP: M1487WBS3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      399000 | PA      | $363329.40    | 1.29%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)         | NGERIA 7.625 11/28/47 REGS                             | CUSIP: V342A3BW3<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      343000 | PA      | $334425.00    | 1.19%             | 2047-11-28      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                        | INDOGB 7 09/15/30 FR82                                 | CUSIP: Y6S86ZMP1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  1230000000 | PA      | $71844.69     | 0.26%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA, FEDERATION OF                                             | MGS 3.582 07/15/32 0122                                | CUSIP: Y2R35QDR9<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      533000 | PA      | $135159.08    | 0.48%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 6 05/25/34 REGS                                 | CUSIP: X7360WCG5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       24000 | PA      | $23700.00     | 0.08%             | 2034-05-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NEW WORLD RESOURCES NV                                              | NWRLN 4 10/07/20 REGS                                  | CUSIP: N6342WAD0<br>LEI: 6354007MKEEGGVUMXO83 | Long             | DBT              | CORP              | NL        |      669526 | PA      | $0.79         | 0.00%             | 2020-10-07      | Fixed         | 4.00%                 | Yes           |                  3 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO     | COLTES 7.75 09/18/30 B                                 | CUSIP: P6S32JH78<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   192500000 | PA      | $42136.37     | 0.15%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                           | PDVSA 8.5 10/27/20 REGS                                | CUSIP: P7807HAV7<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |     3022000 | PA      | $3120215.00   | 11.10%            | 2020-10-27      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO   | ECUA 5 07/31/40 REGS                                   | CUSIP: P8054QBE2<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       46000 | PA      | $38433.00     | 0.14%             | 2040-07-31      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                     | DOMREP 4.875 09/23/32 REGS                             | CUSIP: P3579ECH8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      290000 | PA      | $274050.00    | 0.97%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO     | COLTES 7 03/26/31 B                                    | CUSIP: P6S32JV64<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   928000000 | PA      | $193785.09    | 0.69%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA, FEDERATION OF                                             | MGS 4.696 10/15/42 0222                                | CUSIP: Y2R35QDL2<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      161000 | PA      | $44105.85     | 0.16%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                            | KSA 4.75 01/18/28 REGS                                 | CUSIP: M6320UBZ1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      348000 | PA      | $349305.00    | 1.24%             | 2028-01-18      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EL SALVADOR, REPUBLIC OF - MINISTRY OF FINANCE                      | ELSALV 7.65 06/15/35 REGS                              | CUSIP: P01012AN6<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |       27000 | PA      | $27691.20     | 0.10%             | 2035-06-15      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                           | PDVSA 12.75 02/17/22 REGS                              | CUSIP: P7807HAM7<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |      100900 | PA      | $51963.50     | 0.18%             | 2022-02-17      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE             | VENZ 11.95 08/05/31                                    | CUSIP: P17625AD9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      233400 | PA      | $132979.65    | 0.47%             | 2031-08-05      | Fixed         | 11.95%                | Yes           |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY      | PANAMA 6.7 01/26/36                                    | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       54000 | PA      | $58752.00     | 0.21%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| THAILAND, KINGDOM OF - MINISTRY OF FINANCE                          | THAIGB 3.6 06/17/67                                    | CUSIP: Y6065BHP5<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |      575000 | PA      | $19293.96     | 0.07%             | 2067-06-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                | POLGB 5 10/25/34 1034                                  | CUSIP: X8T02EDK6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      323000 | PA      | $85360.24     | 0.30%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                       | SAGB 9 01/31/40 2040                                   | CUSIP: S69124WH4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2118855 | PA      | $124292.80    | 0.44%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| THAILAND, KINGDOM OF - MINISTRY OF FINANCE                          | THAIGB 3.3 06/17/38                                    | CUSIP: Y6065BKV8<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     2197000 | PA      | $72544.02     | 0.26%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                       | SAGB 8.75 02/28/48 2048                                | CUSIP: S6989ZAQ7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1008946 | PA      | $57113.49     | 0.20%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| THAILAND, KINGDOM OF - MINISTRY OF FINANCE                          | THAIGB 2.65 06/17/28                                   | CUSIP: Y6065BQT7<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     2359000 | PA      | $74299.73     | 0.26%             | 2028-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CZECH, REPUBLIC - MINISTRY OF FINANCE                               | CZGB 1.75 06/23/32 138                                 | CUSIP: 999APR302<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     1400000 | PA      | $57342.12     | 0.20%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV JIBAR3M PAY 7.3545% 24-APR-2028                     | IRS_CCP ZAR RCV JIBAR3M PAY 7.3545% 24-APR-2028        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |     7300000 | OU      | $666.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP MXN RCV MXIBTIEF1D PAY 7.7875% 11-JUN-2031                  | OIS_CCP MXN RCV MXIBTIEF1D PAY 7.7875% 11-JUN-2031     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |     5900000 | OU      | $1772.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP MXN RCV MXIBTIEF1D PAY 8.0405% 04-JUN-2036                  | OIS_CCP MXN RCV MXIBTIEF1D PAY 8.0405% 04-JUN-2036     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |     4000000 | OU      | $4242.54      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP COP RCV 8.17% PAY COOVI1D 07-APR-2027                       | OIS_CCP COP RCV 8.17% PAY COOVI1D 07-APR-2027          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |  2609650000 | OU      | $-26859.48    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP MXN RCV MXIBTIEF1D PAY 7.6455% 11-JUN-2031                  | OIS_CCP MXN RCV MXIBTIEF1D PAY 7.6455% 11-JUN-2031     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |     3600000 | OU      | $2290.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CLP RCV CAMAR1D PAY 4.71% 02-FEB-2031                       | OIS_CCP CLP RCV CAMAR1D PAY 4.71% 02-FEB-2031          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CL        |   403000000 | OU      | $6457.15      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CLP RCV CAMAR1D PAY 5.25% 26-JAN-2036                       | OIS_CCP CLP RCV CAMAR1D PAY 5.25% 26-JAN-2036          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CL        |   480000000 | OU      | $614.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-29

**Name of Applicant:** Ashmore Funds

**Signature:** Taurai Sigauke

**Name of Signer:** Taurai Sigauke

**Title:** Treasurer