# EDGAR Filing Document

**Accession Number:** 0000835597
**File Stem:** 0002048251-26-004543
**Filing Date:** 2026-5
**Character Count:** 529355
**Document Hash:** 0d99cc443401ce2c8251eab28663fe48
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-004543.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0002048251-26-004543

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INTERNATIONAL TRUST
- **CENTRAL INDEX KEY:** 0000835597

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05601
- **FILM NUMBER:** 261041941

**BUSINESS ADDRESS:**
- **STREET 1:** SEI INVESTMENTS ATTN: CAREN ROSCH
- **STREET 2:** 1FREEDOM CIRCLE DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610 676-3097

**MAIL ADDRESS:**
- **STREET 1:** SEI INVESTMENTS ATTN: CAREN ROSCH
- **STREET 2:** 1FREEDOM CIRCLE DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SEI INTERNATIONAL TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SEI WEALTH MANAGEMENT TRUST
- **DATE OF NAME CHANGE:** 19900129

## Series and Classes Contracts Data

### SIT EMERGING MARKETS DEBT FUND (Series ID: S000006421)

| Class ID   | Class Name                                                                       | Ticker Symbol   |
|:---|:---|:---|
| C000017610 | SIT EMERGING MARKETS DEBT FUND - CLASS F, effective 1-31-2017 (formerly Class A) | SITEX           |
| C000147410 | Class Y                                                                          | SIEDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEI INSTITUTIONAL INTERNATIONAL TRUST

- **b. Investment Company Act file number:** 811-05601

- **c. CIK number of Registrant:** 0000835597

- **d. LEI of Registrant:** E8Z427H460ISEID6A824

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

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

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

- **b. EDGAR series identifier (if any):** S000006421

- **c. LEI of Series:** 1BNBZ6S2ZXNZOA0AG379

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $965633833.13

**Total Liabilities:** $28701363.65

**Net Assets:** $936932469.48

**Cash Not Reported:** $35223401.64

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -338.54171225 | **1-Year:** -8759.96439543 | **5-Year:** -35692.24742942 | **10-Year:** -69164.65837185 | **30-Year:** -41420.04375352

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

- **3-Month:** -588.23330148 | **1-Year:** -13631.05317756 | **5-Year:** -48507.71312817 | **10-Year:** -79213.92286821 | **30-Year:** -25931.40942202

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017610 | -4.86%               | 1.44%                | 2.53%                |
| Class ID C000147410 | -4.81%               | 1.35%                | 2.66%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-226748.55              | $-48059816.52                              |
| Month 2  | $5723995.60              | $-165741.66                                |
| Month 3  | $6574549.32              | $10954960.88                               |

**Designated Index Information**

- **Index Name:** Benchmark: 50/50 JPM EMBI Global Div & JPM GBI EM Global Div (USD)

- **Index Identifier:** EMBIGJPMGB

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Kingdom of Thailand                                                                           | THAILAND GOVERNMENT BOND 3.390000% 06/17/2037                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    22914000 | PA      | $758447.69    | 0.08%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                                              | FX Forward Contract: PEN/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |           1 | NC      | $3978.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Perusahaan Listrik Negara (Persero)                                                        | PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 5.450000% 02/03/2036    | CUSIP: 71568PAX7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |      267000 | PA      | $255255.53    | 0.03%             | 2036-02-03      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/PEN SETTLE 2026-04-13                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $102166.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                                                       | SOCIEDAD QUIMICA Y MINERA DE CHILE SA 144A 5.625000% 04/22/2056            | CUSIP: 833636AQ6<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | NUSS              | CL        |      961000 | PA      | $935954.69    | 0.10%             | 2056-04-22      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: ZAR/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | ZA        |           1 | NC      | $-5824.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 7.250000% 10/26/2050                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 15714500000 | PA      | $2530771.15   | 0.27%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| USD P/CLP C                                                                                   | USD P/CLP C EXPIRATION: 05/11/2026                                         | CUSIP: USCLP98L9<br>LEI: N/A                  | N/A              | DFE              |  | US        |     3300000 | NC      | $1153.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republika Srbija                                                                              | REPUBLIC OF SERBIA 6.000000% 06/12/2034                                    | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      716000 | PA      | $717129.48    | 0.08%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $954.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROKER - JPM                                                                                  | BROKER - JPM REF - ZAMBIA                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZM        |     2400000 | NC      | $-3467.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                                                 | FX Forward Contract: THB/USD SETTLE 2026-07-06                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $-3911.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Russia, Federation of (Government)                                                            | RUSSIAN FEDERATION 7.500000% 03/31/2030                                    | CUSIP: N/A<br>LEI: 253400EB56NKL2M3WT18       | Long             | DBT              | NUSS              | RU        |         114 | PA      | $73.87        | 0.00%             | 2030-03-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/PEN SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $20010.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                                                           | DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 6.150000% 05/17/2038            | CUSIP: 25714PFH6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1108000 | PA      | $1047669.40   | 0.11%             | 2038-05-17      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity Lux MPC S.a r.l.                                                            | CHILE ELECTRICITY LUX MPC SARL 6.010000% 01/20/2033                        | CUSIP: L15669AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |      602000 | PA      | $621179.72    | 0.07%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                                                           | DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 5.875000% 10/28/2035            | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      410000 | PA      | $389315.50    | 0.04%             | 2035-10-28      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 7.50000% 10/18/2034                                   | CUSIP: P6S32JS68<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 14363600000 | PA      | $2763574.70   | 0.29%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $25072.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 0.750000% 07/09/2030                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1473120 | PA      | $1231528.32   | 0.13%             | 2030-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 6.500000% 02/28/2041                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    23518969 | PA      | $1026296.14   | 0.11%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| The Government of The Lao People's Democratic Republic                                        | LAOS GOVERNMENT INTL BON 11.250000% 11/12/2030                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LA        |      840000 | PA      | $854700.00    | 0.09%             | 2030-11-12      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/EGP SETTLE 2026-05-04                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $158516.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANGLADESH TAKA                                                                               | FX Forward Contract: BDT/USD SETTLE 2026-09-09                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BD        |           1 | NC      | $1296.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                                                           | LEBANESE REPUBLIC 8.250000% 05/17/2034                                     | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     4412000 | PA      | $1066998.08   | 0.11%             | 2034-05-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEX BONOS DESARR FIX RT 8.500000% 03/01/2029                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     4701000 | PA      | $261003.67    | 0.03%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.000000% 02/15/2033                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  9791000000 | PA      | $579733.44    | 0.06%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 5.750000% 11/03/2027                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  7932400000 | PA      | $1924872.69   | 0.21%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT TREASURY BILL ZERO COUPON 07/28/2026                                 | CUSIP: YM6488600<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    13100000 | PA      | $222243.91    | 0.02%             | 2026-07-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | NIGERIA OMO BILL ZERO COUPON 04/28/2026                                    | CUSIP: YJ3143247<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |   417500000 | PA      | $296395.43    | 0.03%             | 2026-04-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                                            | ZAMBIA GOVERNMENT BOND 17.190000% 01/26/2036                               | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |     4745000 | PA      | $253495.89    | 0.03%             | 2036-01-26      | Fixed         | 17.19%                | No            |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 4.498000% 04/15/2030                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     9800000 | PA      | $2519629.76   | 0.27%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KHAZANAH CAPITAL LTD                                                                          | KHAZANAH CAPITAL LTD MTN 4.876000% 06/01/2033                              | CUSIP: N/A<br>LEI: 213800O6O4S6ZMOA9R34       | Long             | DBT              | NUSS              | MY        |      239000 | PA      | $241251.38    | 0.03%             | 2033-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:WIBR6M                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | PL        |    12100000 | NC      | $-21015.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: PEN/USD SETTLE 2026-04-13                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | PE        |           1 | NC      | $-1678.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                   | FX Forward Contract: BRL/USD SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | BR        |           1 | NC      | $1949.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT 4.500000% 02/01/2029                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      235079 | PA      | $165411.97    | 0.02%             | 2029-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kinetics LNG Holdings Limited                                                                 | KINETICS LNG HOLDINGS LTD 144A 9.875000% 11/13/2029                        | CUSIP: N/A<br>LEI: 25490021IVBADCMVD229       | Long             | DBT              | CORP              | IM        |     1375000 | PA      | $1388364.51   | 0.15%             | 2029-11-13      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank N.A.                                                                                | REF: WIBOR INDEX BRK: HSBC                                                 | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DIR              |  | PL        |     8700000 | NC      | $65682.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Joint-Stock Cornpany Uzbekneftegaz                                                            | UZBEKNEFTEGAZ JSC 4.750000% 11/16/2028                                     | CUSIP: N/A<br>LEI: 213800LUZJZFLJD4MJ51       | Long             | DBT              | NUSS              | UZ        |      772000 | PA      | $737242.83    | 0.08%             | 2028-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROKER - JPM                                                                                  | BROKER - JPM REF - ZAMBIA                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZM        |     9089000 | NC      | $9500.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY: FIXED 4.0225%                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | CZ        |    22000000 | NC      | $42298.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                         | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 7.050000% 07/22/2029    | CUSIP: ZF2728425<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   109000000 | PA      | $1113572.66   | 0.12%             | 2029-07-22      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Republic of Iraq                                                                              | REPUBLIC OF IRAQ 01/15/2028 5.8%                                           | CUSIP: N/A<br>LEI: 2549004N3P710UQ9X454       | Long             | DBT              | NUSS              | IQ        |     2446500 | PA      | $2376049.83   | 0.25%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/ILS SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $548.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: JPY/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | JP        |           1 | NC      | $-131.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                           | NIGERIA OMO BILL ZERO COUPON 06/09/2026                                    | CUSIP: DC3250776<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |   551515000 | PA      | $381963.09    | 0.04%             | 2026-06-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/HUF SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $2967.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/USD SETTLE 2026-04-14                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-1488.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | REF: BUBOR INDEX BRK: BANK OF AMERICA                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | HU        |  1300000000 | NC      | $-111018.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.375000% 08/15/2028                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 40000000000 | PA      | $2357751.04   | 0.25%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government of Bermuda                                                                         | GOVT OF BERMUDA 2.375000% 08/20/2030                                       | CUSIP: G10367AE3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      221000 | PA      | $199231.50    | 0.02%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/MXN SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $32868.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 0.000000% 02/01/2035            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      174486 | PA      | $80839.79     | 0.01%             | 2035-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2026-04-30                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |           1 | NC      | $1232.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEX BONOS DESARR FIX RT 8.000000% 11/07/2047                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    69541400 | PA      | $3221457.22   | 0.34%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANGLADESH TAKA                                                                               | FX Forward Contract: BDT/USD SETTLE 2026-10-13                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BD        |           1 | NC      | $10270.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USD C/CLP P                                                                                   | USD C/CLP P EXPIRATION: 05/11/2026                                         | CUSIP: USCLC98N5<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -3300000 | NC      | $-135165.23   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT 0.000000% 02/01/2035                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      648423 | PA      | $300422.06    | 0.03%             | 2035-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                                   | NIGERIA OMO BILL ZERO COUPON 04/07/2026                                    | CUSIP: YM1667778<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   848485000 | PA      | $610482.42    | 0.07%             | 2026-04-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Industrial Subordinated Trust 2.0                                                             | INDUSTRIAL SUBORDINATED TRUST 2 0 144A 6.550000% 04/15/2036                | CUSIP: 456349AA7<br>LEI: 254900WSJBB5525DL518 | Long             | DBT              | NUSS              | GT        |      972000 | PA      | $972000.00    | 0.10%             | 2036-04-15      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                                 | REF: CETIP INDEX BRK: CITIGROUP                                            | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DIR              |  | BR        |    16600000 | NC      | $-20620.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/PEN SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $39556.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                         | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 6.500000% 04/17/2030    | CUSIP: U7230SLF7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   180000000 | PA      | $1800812.53   | 0.19%             | 2030-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: CZK/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | CZ        |           1 | NC      | $-931.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: TRY/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | TR        |           1 | NC      | $-95.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republika Srbija                                                                              | REPUBLIC OF SERBIA 2.125000% 12/01/2030                                    | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      689000 | PA      | $593868.96    | 0.06%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Mazoon Assets Company SAOC                                                                    | MAZOON ASSETS CO SAOC 5.250000% 10/09/2031                                 | CUSIP: N/A<br>LEI: 6354003TDIRN5Y6LJP91       | Long             | DBT              | NUSS              | OM        |      233000 | PA      | $232678.09    | 0.02%             | 2031-10-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN SUM                                                                                | FX Forward Contract: UZS/USD SETTLE 2026-06-11                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $9533.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK:DB - DEUB US DV                                                                           | BRK:DB - DEUB US DV USD P/JPY C                                            | CUSIP: USJPP9862<br>LEI: N/A                  | N/A              | DFE              |  | US        |      730000 | NC      | $836.09       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                                 | REF: MXIBTIEE INDEX BRK: CITIGROUP                                         | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DIR              |  | MX        |   155420000 | NC      | $51325.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: KZT/USD SETTLE 2026-05-08                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | RO        |           1 | NC      | $168563.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK:DB - DEUB US DV                                                                           | BRK:DB - DEUB US DV EUR P/HUF C                                            | CUSIP: EUHUP98N5<br>LEI: N/A                  | N/A              | DFE              |  | US        |      180000 | NC      | $28981.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republica del Ecuador                                                                         | ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 9.250000% 01/29/2039            | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      876000 | PA      | $858480.00    | 0.09%             | 2039-01-29      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/RSD SETTLE 2026-04-30                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-3207.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                          | FX Forward Contract: HUF/EUR SETTLE 2026-05-05                             | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | HU        |           1 | NC      | $7149.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi                                                                          | ABU DHABI GOVERNMENT INTERNATIONAL BOND 144A 4.250000% 10/02/2035          | CUSIP: 29135LAW0<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     3075000 | PA      | $2945974.63   | 0.31%             | 2035-10-02      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 4.054000% 04/18/2039                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      802000 | PA      | $200773.53    | 0.02%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                | ECOPETROL SA 5.875000% 05/28/2045                                          | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     2730000 | PA      | $2008817.29   | 0.21%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | TURKIYE GOVERNMENT BOND 30.000000% 09/12/2029                              | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |   151300000 | PA      | $2966620.19   | 0.32%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT 0.000000% 02/01/2036                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      540353 | PA      | $250525.83    | 0.03%             | 2036-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | REPUBLIC OF TURKIYE 5.750000% 05/11/2047                                   | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     7485000 | PA      | $5595782.26   | 0.60%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | NIGERIA OMO BILL ZERO COUPON 06/23/2026                                    | CUSIP: YJ3143239<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |   417500000 | PA      | $287058.25    | 0.03%             | 2026-06-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | PERU GOVERNMENT BOND 144A 7.600000% 08/12/2039                             | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     4050000 | PA      | $1198510.76   | 0.13%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 11.750000% 01/24/2035                                 | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 13200000000 | PA      | $3338999.41   | 0.36%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: EGP/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | EG        |           1 | NC      | $-182967.57   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: JPY/USD SETTLE 2026-07-01                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | JP        |           1 | NC      | $-100179.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | NOTA DO TESOURO NACIONAL 10.000000% 01/01/2033                             | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    24327000 | PA      | $3906734.89   | 0.42%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                             | REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 14 8.700000% 02/26/2039    | CUSIP: 491798AS3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1100000 | PA      | $995592.24    | 0.11%             | 2039-02-26      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                       | REF: MXIBTIEE INDEX BRK: GOLDMAN SACHS                                     | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | MX        |   169315807 | NC      | $135278.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/PLN SETTLE 2026-05-06                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $21215.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | FED REPUBLIC OF BRAZIL 7.250000% 01/12/2056                                | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     4786000 | PA      | $4686929.80   | 0.50%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                                            | KINGDOM OF BAHRAIN 6.750000% 09/20/2029                                    | CUSIP: N/A<br>LEI: 54930065PJIB53WWMP12       | Long             | DBT              | NUSS              | BH        |     2363000 | PA      | $2321713.78   | 0.25%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                                                           | DOMINICAN REPUBLIC 5.875000% 01/30/2060                                    | CUSIP: P3579ECG0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      600000 | PA      | $500820.00    | 0.05%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republica Del Paraguay                                                                        | REPUBLIC OF PARAGUAY 5.850000% 08/21/2033                                  | CUSIP: P75744AM7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1248000 | PA      | $1280884.80   | 0.14%             | 2033-08-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Republica de Panama                                                                           | REPUBLIC OF PANAMA 5.662000% 02/23/2038                                    | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      842000 | PA      | $807772.70    | 0.09%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BANGLADESH TAKA                                                                               | FX Forward Contract: BDT/USD SETTLE 2026-09-09                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BD        |           1 | NC      | $2260.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADANI GREEN ENERGY (UP) LIMITED                                                               | ADANI GREEN ENERGY UP LTD / PRAYATNA DEVELOPERS PV 6.700000% 03/12/2042    | CUSIP: N/A<br>LEI: 335800NT8W2YDE1C2270       | Long             | DBT              | NUSS              | IN        |     1780632 | PA      | $1652123.75   | 0.18%             | 2042-03-12      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 5.000000% 02/12/2029                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1670000 | PA      | $359517.16    | 0.04%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas                                              | KAZMUNAYGAS NATIONAL CO JSC 6.375000% 10/24/2048                           | CUSIP: Y44709AG1<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |      310000 | PA      | $307672.94    | 0.03%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARMENIAN DRAM                                                                                 | FX Forward Contract: AMD/USD SETTLE 2028-11-14                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AM        |           1 | NC      | $22528.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of India                                                                             | INDIA GOVERNMENT BOND 7.300000% 06/19/2053                                 | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |       10000 | PA      | $99.24        | 0.00%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEX BONOS DESARR FIX RT 7.500000% 06/03/2027                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    37127900 | PA      | $2058430.95   | 0.22%             | 2027-06-03      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | REPUBLIC OF COLOMBIA 4.125000% 05/15/2051                                  | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2111000 | PA      | $1281377.00   | 0.14%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BROKER - JPM                                                                                  | BROKER - JPM REF - ZAMBIA                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZM        |     2800000 | NC      | $4883.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | BONOS DE TESORERIA 5.400000% 08/12/2034                                    | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     2030000 | PA      | $551555.88    | 0.06%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/PLN SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1293.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/UZS SETTLE 2026-07-07                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $-2476.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 0.750000% 07/09/2030                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1905825 | PA      | $1593269.60   | 0.17%             | 2030-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/IDR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $313.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: KES/USD SETTLE 2027-01-29                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KE        |           1 | NC      | $3164.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK:JP - JPMS US SWAT                                                                         | BRK:JP - JPMS US SWAT USD P/ILS C                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     6900000 | NC      | $25274.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 7.750000% 09/18/2030                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1656500000 | PA      | $364090.41    | 0.04%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KHAZANAH CAPITAL LTD                                                                          | KHAZANAH CAPITAL LTD MTN 4.759000% 09/05/2034                              | CUSIP: N/A<br>LEI: 213800O6O4S6ZMOA9R34       | Long             | DBT              | NUSS              | MY        |      400000 | PA      | $398293.95    | 0.04%             | 2034-09-05      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: INR/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | IN        |           1 | NC      | $-22401.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                                            | BAHRAIN GOVERNMENT INTERNATIONAL BOND 144A 6.625000% 10/06/2037            | CUSIP: 056909AA2<br>LEI: 54930065PJIB53WWMP12 | Long             | DBT              | NUSS              | BH        |      610000 | PA      | $554309.43    | 0.06%             | 2037-10-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/EGP SETTLE 2027-01-12                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $89160.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: CNY/USD SETTLE 2026-06-08                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | CN        |           1 | NC      | $-154227.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                                                            | FX Forward Contract: ZAR/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $-4641.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                                  | PETROLEOS DE VENEZUELA SA 12.750000% 02/17/2022                            | CUSIP: P7807HAM7<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |     1800000 | PA      | $815400.00    | 0.09%             | 2022-02-17      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:BZDIOVRA                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | BR        |    49232711 | NC      | $-139437.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: RSD/EUR SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RS        |           1 | NC      | $243.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                           | PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047                               | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     7539000 | PA      | $6015483.07   | 0.64%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/COP SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-6450.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: CZK/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | CZ        |           1 | NC      | $-556.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT TREASURY BILL ZERO COUPON 10/27/2026                                 | CUSIP: YJ4684082<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    21825000 | PA      | $349557.83    | 0.04%             | 2026-10-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                                                           | DOMINICAN REPUBLIC 10.750000% 06/01/2036                                   | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    30300000 | PA      | $529023.54    | 0.06%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | REPUBLIC OF COLOMBIA 8.500000% 04/25/2035                                  | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2378000 | PA      | $2572401.50   | 0.27%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republica de El Salvador                                                                      | REPUBLIC OF EL SALVADOR 9.500000% 07/15/2052                               | CUSIP: P01012CC8<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1746000 | PA      | $1836722.16   | 0.20%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARMENIAN DRAM                                                                                 | FX Forward Contract: AMD/USD SETTLE 2027-08-25                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AM        |           1 | NC      | $7090.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/INR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $43346.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/COP SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-678.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                              | BRK- DEUTSCHE BANK AG PAY - 2.9% FIXED                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              |  | XX        |     6300000 | NC      | $92358.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/KRW SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $7099.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $1128.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                                   | NIGERIA OMO BILL ZERO COUPON 08/04/2026                                    | CUSIP: DC7519267<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  2792389000 | PA      | $1876204.90   | 0.20%             | 2026-08-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: INR/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | IN        |           1 | NC      | $-131706.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BROKER - JPM                                                                                  | BROKER - JPM REF - ZAMBIA                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZM        |     2000000 | NC      | $-4343.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2026-05-04                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-154.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                          | FX Forward Contract: HUF/EUR SETTLE 2026-04-01                             | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | HU        |           1 | NC      | $6601.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/HUF SETTLE 2026-04-01                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-6912.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/KZT SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $-7860.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republique du Cameroun                                                                        | REPUBLIC OF CAMEROON 5.950000% 07/07/2032                                  | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |     2030000 | PA      | $2010846.24   | 0.21%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: HUF/USD SETTLE 2026-04-13                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | HU        |           1 | NC      | $-10806.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | POLAND GOVERNMENT BOND 2.750000% 04/25/2028                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    10139000 | PA      | $2625346.00   | 0.28%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 8.250000% 05/15/2036                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 15594000000 | PA      | $1002614.97   | 0.11%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BROKER - JPM                                                                                  | BROKER - JPM REF - ZAMBIA                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZM        |     3000000 | NC      | $10895.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State of Kuwait                                                                               | KUWAIT INTERNATIONAL GOVERNMENT BOND 144A 4.652000% 10/09/2035             | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |     1495000 | PA      | $1435462.61   | 0.15%             | 2035-10-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ghana                                                                             | REPUBLIC OF GHANA 5.000000% 07/03/2035                                     | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |     2797776 | PA      | $2381589.28   | 0.25%             | 2035-07-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 11.625000% 03/31/2053                             | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    15000000 | PA      | $1031057.86   | 0.11%             | 2053-03-31      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/MXN SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $67045.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/RON SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $4093.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/CLP SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $29560.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/CLP SETTLE 2026-05-20                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $73484.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan                                                                        | REPUBLIC OF AZERBAIJAN 3.500000% 09/01/2032                                | CUSIP: N/A<br>LEI: 549300P74FF45UQVU281       | Long             | DBT              | NUSS              | AZ        |      625000 | PA      | $575256.93    | 0.06%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:CZKPRIBR6M                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | CZ        |    42000000 | NC      | $-5297.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $-112.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Costa Rica                                                                       | COSTA RICA GOVERNMENT INTERNATIONAL BOND 144A 6.001000% 01/16/2036         | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |     2000000 | PA      | $2374562.99   | 0.25%             | 2036-01-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2026-05-04                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1474.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROKER - JPM                                                                                  | BROKER - JPM REF - ZAMBIA                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZM        |     2400000 | NC      | $2739.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN SUM                                                                                | FX Forward Contract: UZS/USD SETTLE 2027-05-12                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $34755.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: BRL/USD SETTLE 2026-05-05                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | BR        |           1 | NC      | $-2753.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kyrgyz Republic                                                                               | KYRGYZ REPUBLIC INTERNATIONAL BOND 144A 7.750000% 06/03/2030               | CUSIP: 50158LAA6<br>LEI: 253400QJNKYYP2C7PA85 | Long             | DBT              | NUSS              | KG        |      380000 | PA      | $378264.90    | 0.04%             | 2030-06-03      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                                  | PAKISTAN GOVERNMENT INTERNATIONAL BOND MTN 8.875000% 04/08/2051            | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |      800000 | PA      | $714086.37    | 0.08%             | 2051-04-08      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: RON/USD SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | RO        |           1 | NC      | $-94.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.000000% 09/15/2030                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 32147000000 | PA      | $1908312.66   | 0.20%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HSBC                                                                                          | FX Forward Contract: HUF/EUR SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | HU        |           1 | NC      | $-83586.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 7.000000% 06/30/2032                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  6413000000 | PA      | $1288244.35   | 0.14%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $9341.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Tajikistan                                                                        | TAJIKISTAN INT BOND 7.125000% 09/14/2027                                   | CUSIP: N/A<br>LEI: 529900W1LSYUF3CYVU10       | Long             | DBT              | NUSS              | TJ        |      150000 | PA      | $150247.86    | 0.02%             | 2027-09-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/PEN SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $30233.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 3.906000% 07/15/2026                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     4616000 | PA      | $1142992.70   | 0.12%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT TREASURY BILL ZERO COUPON 04/07/2026                                 | CUSIP: YQ7962182<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    14750000 | PA      | $269102.01    | 0.03%             | 2026-04-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 3.900000% 11/30/2026                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    39032000 | PA      | $9693498.87   | 1.03%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:BUBOR06M                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | HU        |   424000000 | NC      | $-22120.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Costa Rica                                                                       | COSTA RICA GOVERNMENT 6.125000% 02/19/2031                                 | CUSIP: P3699PGK7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     2186000 | PA      | $2231293.92   | 0.24%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                   | FX Forward Contract: BRL/USD SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | BR        |           1 | NC      | $-3395.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: ZAR/USD SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | ZA        |           1 | NC      | $-2684.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/ZAR SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $94891.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BROKER - JPM                                                                                  | BROKER - JPM REF - ZAMBIA                                                  | CUSIP: TRS9803X3<br>LEI: N/A                  | N/A              | DE               |  | ZM        |     5500000 | NC      | $-9466.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 4.504000% 04/30/2029                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     4500000 | PA      | $1149995.71   | 0.12%             | 2029-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                                                | REPUBLICA ORIENT URUGUAY 9.750000% 07/20/2033                              | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     7600000 | PA      | $207384.92    | 0.02%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:COOVIBR                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | CO        | 11000000000 | NC      | $-51903.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/RON SETTLE 2026-06-05                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-3945.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/NGN SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $1268.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US 2YR NOTE (CBT) JUN26                                                                       | US 2YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -11 | NC      | $-2281898.44  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/ZAR SETTLE 2026-12-03                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $-9537.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | REPUBLIC OF POLAND 5.500000% 03/18/2054                                    | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1100000 | PA      | $1016148.95   | 0.11%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                                               | CZECH REPUBLIC 1.750000% 06/23/2032                                        | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    45000000 | PA      | $1787112.95   | 0.19%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/COP SETTLE 2026-04-13                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-171739.93   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/CLP SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $37356.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/ZAR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3197.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $4500.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.500000% 07/15/2030                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  1940000000 | PA      | $113184.27    | 0.01%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: PHP/USD SETTLE 2026-05-04                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | PH        |           1 | NC      | $-50921.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:BUBOR06M                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | HU        |   820500000 | NC      | $-15057.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | POLAND GOVERNMENT BOND 6.000000% 10/25/2033                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     7486000 | PA      | $2050847.84   | 0.22%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Joint-stock company National Bank for Foreign Economic Activity of the Republic of Uzbekistan | NATIONAL BANK OF UZBEKIS 19.875000% 07/05/2027                             | CUSIP: N/A<br>LEI: 253400TZJ7T1YULTGN68       | Long             | DBT              | NUSS              | UZ        |  4200000000 | PA      | $357399.92    | 0.04%             | 2027-07-05      | Fixed         | 19.88%                | No            |                  2 | On Loan: No      |
| Republique Gabonaise                                                                          | REPUBLIC OF GABON 7.000000% 11/24/2031                                     | CUSIP: N/A<br>LEI: 213800XA7X746GRPXA35       | Long             | DBT              | NUSS              | GA        |     1500000 | PA      | $1236898.82   | 0.13%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                                                         | ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 8.750000% 01/29/2034            | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      500000 | PA      | $490000.00    | 0.05%             | 2034-01-29      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/GBP SETTLE 2026-04-15                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $113521.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                                  | PETROLEOS DE VENEZUELA SA 9.000000% 11/17/2021                             | CUSIP: P7807HAP0<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |     5300000 | PA      | $2027250.00   | 0.22%             | 2021-11-17      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 8.750000% 02/28/2048                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    75000000 | PA      | $3963273.10   | 0.42%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank N.A.                                                                                | REF: COOVIBR INDEX BRK: HSBC                                               | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DIR              |  | CO        |  4800000000 | NC      | $171005.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                                     | BRK : JPMORGAN CHASE BANK NATIONAL ASSOCIATION REF - JPEMBXCCC + 0 BPS     | CUSIP: TRS98EMV4<br>LEI: 984500653R409CC5AB28 | N/A              | DE               |  | US        |     6599997 | NC      | $189452.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/PEN SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $39727.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.500000% 04/15/2036                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 60000000000 | PA      | $3436076.38   | 0.37%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $38.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: CNY/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | CN        |           1 | NC      | $-223.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                          | FX Forward Contract: TRY/USD SETTLE 2026-06-10                             | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | TR        |           1 | NC      | $15385.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | NOTA DO TESOURO NACIONAL 10.000000% 01/01/2027                             | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    21554000 | PA      | $4126265.37   | 0.44%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                                    | SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 3.600000% 02/15/2038          | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      781159 | PA      | $689365.01    | 0.07%             | 2038-02-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 4.457000% 03/31/2053                                   | CUSIP: Y2R35QFJ5<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1997000 | PA      | $518151.63    | 0.06%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY 3.125000% 09/21/2051                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     1399000 | PA      | $832779.85    | 0.09%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BRK:DB - DEUB US DV                                                                           | BRK:DB - DEUB US DV EUR P/HUF C                                            | CUSIP: EUHUP9861<br>LEI: N/A                  | N/A              | DFE              |  | US        |      170000 | NC      | $18854.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERUVIAN NEW SOL                                                                              | FX Forward Contract: PEN/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |           1 | NC      | $-1973.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/COP SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-305522.54   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                                                        | REPUBLIC OF GUATEMALA 6.600000% 06/13/2036                                 | CUSIP: P5015VAQ9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      250000 | PA      | $262375.00    | 0.03%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | REF: SOFR INDEX BRK: BANK OF AMERICA                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | US        |     4944000 | NC      | $49137.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | TURKIYE GOVERNMENT BOND 41.000000% 05/05/2027                              | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    50000000 | PA      | $1127949.25   | 0.12%             | 2027-05-05      | Fixed         | 41.00%                | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/HUF SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $2687.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank N.A.                                                                                | REF: MIBOR INDEX BRK: HSBC                                                 | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DIR              |  | IN        |   422300000 | NC      | $-165223.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | NOTA DO TESOURO NACIONAL 6.000000% 05/15/2045                              | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     1047000 | PA      | $821671.26    | 0.09%             | 2045-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                           | THAILAND GOVERNMENT BOND 3.450000% 06/17/2043                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |   113000000 | PA      | $3529858.64   | 0.38%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BRK:DB - DEUB US DV                                                                           | BRK:DB - DEUB US DV EUR P/HUF C                                            | CUSIP: EUHUP9805<br>LEI: N/A                  | N/A              | DFE              |  | US        |      180000 | NC      | $43351.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gabon Blue Bond Master Trust, Series 2                                                        | GABON BLUE BOND MASTER 6.097000% 08/01/2038                                | CUSIP: U35914AA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      200000 | PA      | $199511.27    | 0.02%             | 2038-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                                                   | FX Forward Contract: INR/USD SETTLE 2026-04-24                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |           1 | NC      | $-30782.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/PLN SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $1816.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/BRL SETTLE 2026-06-08                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-1654.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: HUF/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | HU        |           1 | NC      | $833.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                                    | SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 3.600000% 05/15/2036          | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |       38477 | PA      | $34180.49     | 0.00%             | 2036-05-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan                                                                        | UZBEKISTAN INTL BOND 6.900000% 02/28/2032                                  | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |      987000 | PA      | $1027916.34   | 0.11%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Republica de Panama                                                                           | REPUBLIC OF PANAMA 4.300000% 04/29/2053                                    | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1827000 | PA      | $1332266.67   | 0.14%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| USD P/KRW C                                                                                   | USD P/KRW C EXPIRATION: 04/23/2026                                         | CUSIP: USKRP9878<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -8500000 | NC      | $-1376.66     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | UNITED MEXICAN STATES 6.750000% 02/09/2056                                 | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      400000 | PA      | $388240.00    | 0.04%             | 2056-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                                                        | REPUBLIC OF GUATEMALA 6.600000% 06/13/2036                                 | CUSIP: P5015VAQ9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1071000 | PA      | $1124014.50   | 0.12%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | REF: CLICP INDEX BRK: BANK OF AMERICA                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | CL        |   300000000 | NC      | $-4496.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEX BONOS DESARR FIX RT 7.500000% 05/26/2033                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |        8100 | PA      | $411.22       | 0.00%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| The Commonwealth of The Bahamas                                                               | COMMONWEALTH OF BAHAMAS 9.000000% 06/16/2029                               | CUSIP: P06518AJ6<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     2240000 | PA      | $2382240.00   | 0.25%             | 2029-06-16      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY 5.375000% 09/26/2030                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     1655000 | PA      | $1663428.68   | 0.18%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY GOVERNMENT BOND 7.000000% 10/24/2035                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   135000000 | PA      | $397651.67    | 0.04%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                                                                | FX Forward Contract: EGP/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |           1 | NC      | $-140199.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                                        | KAZAKH GOV BOND - MEUKAM 14.450000% 06/05/2033                             | CUSIP: YN2049701<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   525000000 | PA      | $1042686.52   | 0.11%             | 2033-06-05      | Fixed         | 14.45%                | No            |                  2 | On Loan: No      |
| Republica de Chile                                                                            | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 6.000000% 04/01/2033    | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   610000000 | PA      | $691264.95    | 0.07%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Republique du Senegal                                                                         | REPUBLIC OF SENEGAL 6.750000% 03/13/2048                                   | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |     1140000 | PA      | $576843.94    | 0.06%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                                                           | DOMINICAN REPUBLIC 5.300000% 01/21/2041                                    | CUSIP: P3579ECJ4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3300000 | PA      | $2804340.00   | 0.30%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BROKER - JPM                                                                                  | BROKER - JPM REF - JAMBIA                                                  | CUSIP: TRS98R3M9<br>LEI: N/A                  | N/A              | DE               |  | ZM        |     4400000 | NC      | $-6790.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | POLAND GOVERNMENT BOND 7.500000% 07/25/2028                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    18000000 | PA      | $5120291.04   | 0.55%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | REPUBLIC OF TURKIYE 9.875000% 01/15/2028                                   | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     3036000 | PA      | $3237503.60   | 0.35%             | 2028-01-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                       | CORP NACIONAL DEL COBRE DE CHILE 6.780000% 01/13/2055                      | CUSIP: P3143NBW3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |     2347000 | PA      | $2485519.94   | 0.27%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT 0.000000% 02/01/2035                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     3182000 | PA      | $1474258.31   | 0.16%             | 2035-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                  | FX Forward Contract: MXN/USD SETTLE 2026-04-01                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $3252.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.500000% 02/15/2031                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 14000000000 | PA      | $817818.62    | 0.09%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | REPUBLIC OF COLOMBIA 5.625000% 02/26/2044                                  | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1592000 | PA      | $1255467.12   | 0.13%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 8.250000% 05/15/2036                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 10220000000 | PA      | $657094.07    | 0.07%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRK : CITIBANK                                                                                | BRK : CITIBANK PAY :  1D SECURED OVERNIGHT FINANCING RATE                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    14700000 | NC      | $201243.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.625000% 02/15/2034                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 19383000000 | PA      | $1120621.50   | 0.12%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/RSD SETTLE 2026-04-30                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-58.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | TURKIYE GOVERNMENT BOND 26.200000% 10/05/2033                              | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    98092000 | PA      | $1881795.65   | 0.20%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                             | REPUBLIC OF GHANA 5.000000% 07/03/2029                                     | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |     1753500 | PA      | $1669379.06   | 0.18%             | 2029-07-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/ILS SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $27577.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 09/23/2055            | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1732000 | PA      | $1754867.23   | 0.19%             | 2055-09-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                  | FX Forward Contract: MXN/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $-49593.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Uzbek Industrial and Construction Bank Joint-Stock Commerical Bank                            | UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB 21.000000% 07/24/2027           | CUSIP: N/A<br>LEI: 213800C2NIFPFTXYIU69       | Long             | DBT              | NUSS              | UZ        | 10220000000 | PA      | $886270.61    | 0.09%             | 2027-07-24      | Fixed         | 21.00%                | No            |                  2 | On Loan: No      |
| Republique du Senegal                                                                         | REPUBLIC OF SENEGAL 6.250000% 05/23/2033                                   | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      926000 | PA      | $490431.82    | 0.05%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/USD SETTLE 2026-04-08                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-15044.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: PHP/USD SETTLE 2026-06-01                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | PH        |           1 | NC      | $-18766.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                                      | US TREASURY N/B 3.125000% 08/31/2029                                       | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |     3500000 | PA      | $3417558.59   | 0.36%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.500000% 06/15/2035                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  4700000000 | PA      | $287555.91    | 0.03%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                                               | CZECH REPUBLIC 4.500000% 11/11/2032                                        | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    24000000 | PA      | $1113397.31   | 0.12%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VEB FINANCE PUBLIC LIMITED COMPANY                                                            | VEB FINANCE 6.8% 11/22/2025                                                | CUSIP: N/A<br>LEI: 635400KYY8E2NCZXJ191       | Long             | DBT              | NUSS              | RU        |      580000 | PA      | $5266.40      | 0.00%             | 2026-06-30      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| USD C/INR P                                                                                   | USD C/INR P EXPIRATION: 08/21/2026                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -3300000 | NC      | $-78350.11    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Estado Plurinacional de Bolivia                                                               | BOLIVIA GOVERNMENT 4.500000% 03/20/2028                                    | CUSIP: P37878AC2<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |      400020 | PA      | $372022.60    | 0.04%             | 2028-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC                                                                                          | FX Forward Contract: TRY/USD SETTLE 2026-06-10                             | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | TR        |           1 | NC      | $1500.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                                   | REPUBLIC OF NIGERIA 9.625000% 06/09/2031                                   | CUSIP: V6713EAP5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     2610000 | PA      | $2858156.66   | 0.31%             | 2031-06-09      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | REPUBLIC OF POLAND 5.375000% 02/12/2035                                    | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3300000 | PA      | $3359767.06   | 0.36%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: IDR/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | ID        |           1 | NC      | $-2982.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Latvijas Republika                                                                            | LATVIA GOVERNMENT INTERNATIONAL BOND MTN 5.125000% 07/30/2034              | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |      600000 | PA      | $603351.74    | 0.06%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 4.000000% 07/09/2046                                 | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |      223636 | PA      | $169552.97    | 0.02%             | 2046-07-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                                              | EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT MTN 21.000000% 07/21/2026   | CUSIP: G315GTB60<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   350000000 | PA      | $252641.64    | 0.03%             | 2026-07-21      | Fixed         | 21.00%                | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 8.750000% 01/31/2044                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    86500000 | PA      | $4577319.00   | 0.49%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/ILS SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $24764.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE PAKISTAN GLOBAL SUKUK PROGRAMME COMPANY LIMITED                                           | PAKISTAN GLOBAL SUKUK PROGRAMME CO LTD/THE MTN 7.950000% 01/31/2029        | CUSIP: N/A<br>LEI: 213800X5OY6CVYNY1M70       | Long             | DBT              | NUSS              | PK        |     1330000 | PA      | $1313780.10   | 0.14%             | 2029-01-31      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/ZAR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $44687.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.500000% 04/15/2040                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 24411000000 | PA      | $1491027.95   | 0.16%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                             | Credit Default Swap                                                        | CUSIP: CDS980JP2<br>LEI: 213800IQAOC5HG62T347 | N/A              | DCR              |  | US        |     8400000 | NC      | $168524.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/ZAR SETTLE 2026-06-08                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $131903.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK:DB - DEUB US DV                                                                           | BRK:DB - DEUB US DV USD P/INR C                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   -11100000 | NC      | $-82.20       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/MXN SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $270920.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: PLN/USD SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | PA        |           1 | NC      | $-18512.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT TREASURY BILL ZERO COUPON 06/16/2026                                 | CUSIP: YN3412668<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    14975000 | PA      | $260855.58    | 0.03%             | 2026-06-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: RON/USD SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | RO        |           1 | NC      | $-190.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                                            | KINGDOM OF BAHRAIN 6.000000% 09/19/2044                                    | CUSIP: N/A<br>LEI: 54930065PJIB53WWMP12       | Long             | DBT              | NUSS              | BH        |      780000 | PA      | $630034.34    | 0.07%             | 2044-09-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden N.V.                          | NEDERLANDSE FINANCIERINGS-MAATSCHAPPIJ VOOR ONTWIK 11.000000% 03/27/2028   | CUSIP: DG9864167<br>LEI: XTC5E2QFTEF0435JWL77 | Long             | DBT              | NUSS              | NL        |  2000000000 | PA      | $164012.26    | 0.02%             | 2028-03-27      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: CLP/USD SETTLE 2026-05-20                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | CL        |           1 | NC      | $-29624.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | REPUBLIC OF COLOMBIA 6.125000% 01/21/2031                                  | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      867000 | PA      | $851827.50    | 0.09%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | NIGERIA OMO BILL ZERO COUPON 07/14/2026                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NG        |   551515000 | PA      | $374870.89    | 0.04%             | 2026-07-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEX BONOS DESARR FIX RT 7.750000% 11/13/2042                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    17000000 | PA      | $781944.41    | 0.08%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                                                   | EXPORT-IMPORT BANK OF INDIA MTN 2.250000% 01/13/2031                       | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |      346000 | PA      | $308358.62    | 0.03%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                                                  | FX Forward Contract: PLN/USD SETTLE 2026-05-06                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |           1 | NC      | $-57996.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BROKER - JPM                                                                                  | BROKER - JPM REF - ZAMBIA                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZM        |     2100000 | NC      | $-3242.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Chile                                                                            | REPUBLIC OF CHILE 2.550000% 07/27/2033                                     | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1805000 | PA      | $1536777.00   | 0.16%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 8.375000% 04/15/2039                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 17819000000 | PA      | $1172135.70   | 0.13%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL 6.125000% 12/11/2037     | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     5465000 | PA      | $5076438.50   | 0.54%             | 2037-12-11      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                                        | REPUBLIC OF KAZAKHSTAN 5.000000% 07/01/2032                                | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |      549000 | PA      | $547154.44    | 0.06%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 8.375000% 03/15/2034                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 15107000000 | PA      | $968289.85    | 0.10%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT GOVERNMENT BOND 25.318000% 08/13/2027                                | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    56700000 | PA      | $1030549.54   | 0.11%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:CZKPRIBR6M                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | CZ        |    54800000 | NC      | $-16863.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | BONOS DE TESORERIA 5.350000% 08/12/2040                                    | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     2208000 | PA      | $527881.83    | 0.06%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/ZAR SETTLE 2026-06-08                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $2542.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: ARS/USD SETTLE 2026-08-24                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AR        |           1 | NC      | $55078.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Iraq                                                                              | REPUBLIC OF IRAQ 5.800000% 01/15/2028                                      | CUSIP: M82152AA3<br>LEI: 2549004N3P710UQ9X454 | Long             | DBT              | NUSS              | IQ        |     1204500 | PA      | $1169814.83   | 0.12%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/MYR SETTLE 2026-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $33770.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                       | CORP NACIONAL DEL COBRE DE CHILE 144A 6.780000% 01/13/2055                 | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |     2071000 | PA      | $2193230.42   | 0.23%             | 2055-01-13      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                                                | REPUBLICA ORIENT URUGUAY 8.000000% 10/29/2035                              | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    15400000 | PA      | $384266.59    | 0.04%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/ZAR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $4668.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | POLAND GOVERNMENT BOND 5.000000% 10/25/2035                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     5092000 | PA      | $1278528.35   | 0.14%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                                   | REPUBLIC OF PHILIPPINES 2.650000% 12/10/2045                               | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      945000 | PA      | $594186.37    | 0.06%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Mong Duong Finance Holdings B.V.                                                              | MONG DUONG FINANCE HOLDINGS BV 144A 5.125000% 05/07/2029                   | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | NUSS              | VN        |      680773 | PA      | $669597.49    | 0.07%             | 2029-05-07      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/ZAR SETTLE 2026-12-03                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $1370.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                                                           | DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 5.750000% 03/17/2034            | CUSIP: 25714PFG8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2499000 | PA      | $2379048.00   | 0.25%             | 2034-03-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/JPY SETTLE 2026-04-14                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $22127.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                                              | FX Forward Contract: PEN/USD SETTLE 2026-05-05                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |           1 | NC      | $-20139.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROKER - JPM                                                                                  | BROKER - JPM PAY - 3M BA                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |   147750000 | NC      | $-286872.67   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: HUF/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | HU        |           1 | NC      | $36368.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/ZAR SETTLE 2026-05-28                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $63959.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| USD P/MXN C                                                                                   | USD P/MXN C EXPIRATION: 07/16/2026                                         | CUSIP: USMXP98H4<br>LEI: N/A                  | N/A              | DFE              |  | US        |     6900000 | NC      | $35600.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 7.000000% 03/26/2031                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  3696000000 | PA      | $777892.58    | 0.08%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| The Hashemite Kingdom of Jordan                                                               | KINGDOM OF JORDAN 7.500000% 01/13/2029                                     | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      851000 | PA      | $873894.41    | 0.09%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/ZAR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $940.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD BANK                                                                                 | FX Forward Contract: MYR/USD SETTLE 2026-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MY        |           1 | NC      | $-3523.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/HUF SETTLE 2026-05-05                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $2010.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                                                           | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.100000% 10/04/2022             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     2311000 | PA      | $544124.95    | 0.06%             | 2022-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/MXN SETTLE 2026-04-01                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $-3391.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:MXIBTIEF                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | MX        |    70700000 | NC      | $-77961.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                                                        | REPUBLIC OF GUATEMALA 6.125000% 06/01/2050                                 | CUSIP: P5015VAJ5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1335000 | PA      | $1266915.00   | 0.14%             | 2050-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BROKER - SOCGEN                                                                               | BROKER - SOCGEN PAY - 6M BUBOR                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | HU        |   380000000 | NC      | $-48840.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: ZAR/USD SETTLE 2026-05-28                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | ZA        |           1 | NC      | $-37160.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/HUF SETTLE 2026-04-01                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-240.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDO Sukuk Limited                                                                             | EDO SUKUK LTD 144A 5.662000% 07/03/2031                                    | CUSIP: 28135J2B2<br>LEI: 5493000LZIE4T625R469 | Long             | DBT              | NUSS              | OM        |      728000 | PA      | $744307.20    | 0.08%             | 2031-07-03      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/INR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $751.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                                      | TREASURY BILL 0.000000% 04/21/2026                                         | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $997984.44    | 0.11%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 4.893000% 06/08/2038                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     6947000 | PA      | $1897060.89   | 0.20%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.500000% 07/15/2030                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 74800000000 | PA      | $4364011.89   | 0.47%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                                                            | REPUBLIC OF VENEZUELA VARIABLE RATE 10/13/2019                             | CUSIP: P97475AN0<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     2863600 | PA      | $1166917.00   | 0.12%             | 2029-10-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                           | THAILAND GOVERNMENT BOND 2.800000% 06/17/2034                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    28924000 | PA      | $920732.80    | 0.10%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                       | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 5.000000% 01/18/2053               | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     1179000 | PA      | $998117.17    | 0.11%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/EUR SETTLE 2026-04-14                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $53677.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi                                                                          | ABU DHABI GOVT INT'L 3.125000% 09/30/2049                                  | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |     1000000 | PA      | $658074.43    | 0.07%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                                                            | BONOS TESORERIA PESOS 5.000000% 03/01/2035                                 | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  1100000000 | PA      | $1137687.29   | 0.12%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT 0.000000% 02/01/2030                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      205333 | PA      | $120132.00    | 0.01%             | 2030-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republica de Panama                                                                           | REPUBLIC OF PANAMA 2.252000% 09/29/2032                                    | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2688000 | PA      | $2207385.60   | 0.24%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                         | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 6.750000% 07/13/2029    | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | XX        |   182600000 | PA      | $1847207.75   | 0.20%             | 2029-07-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: PLN/EUR SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | PA        |           1 | NC      | $-1395.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                                                        | REPUBLIC OF GUATEMALA 4.875000% 02/13/2028                                 | CUSIP: P5015VAE6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1687000 | PA      | $1674094.45   | 0.18%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: RSD/EUR SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RS        |           1 | NC      | $1183.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/NGN SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $-60.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: HUF/USD SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | HU        |           1 | NC      | $33005.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                       | REF: THOR INDEX BRK: GOLDMAN SACHS                                         | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | TH        |    45000000 | NC      | $4376.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/ZAR SETTLE 2026-04-24                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $10181.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: KZT/USD SETTLE 2026-11-13                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | RO        |           1 | NC      | $64554.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                             | REPUBLIC OF GHANA ZERO COUPON 07/03/2026                                   | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |       65696 | PA      | $64421.51     | 0.01%             | 2026-07-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 5.750000% 09/30/2049                              | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     4630000 | PA      | $3579869.05   | 0.38%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 3.733000% 06/15/2028                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    15488000 | PA      | $3864702.89   | 0.41%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: ZAR/USD SETTLE 2026-04-24                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | ZA        |           1 | NC      | $-11066.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                       | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 01/16/2030               | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     4189000 | PA      | $4181480.58   | 0.45%             | 2030-01-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia III                               | PERUSAHAAN PENERBIT SBSN INDONESIA III 144A 4.550000% 07/23/2030           | CUSIP: 71567WAA3<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |     4497000 | PA      | $4424148.60   | 0.47%             | 2030-07-23      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| ACWA POWER MANAGEMENT AND INVESTMENTS ONE LTD                                                 | ACWA POWER MANAGEMENT AND INVESTMENTS ONE LTD 5.950000% 12/15/2039         | CUSIP: M00020AA1<br>LEI: 635400M3OWQGQBZOYO38 | Long             | DBT              | NUSS              | SA        |      344238 | PA      | $337504.99    | 0.04%             | 2039-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: CLP/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | CL        |           1 | NC      | $-2973.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 11.750000% 01/24/2035                                 | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  2382600000 | PA      | $602689.39    | 0.06%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| UZBEKISTAN SUM                                                                                | FX Forward Contract: UZS/USD SETTLE 2026-06-11                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $723.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Central del Uruguay                                                                     | URU MONETARY REG BILL ZERO COUPON 10/02/2026                               | CUSIP: YK1274801<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |    26405000 | PA      | $629946.07    | 0.07%             | 2026-10-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 3.000000% 07/09/2041                                 | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |     1226000 | PA      | $913251.62    | 0.10%             | 2041-07-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/TRY SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $9077.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | NOTA DO TESOURO NACIONAL 10.000000% 01/01/2029                             | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    33100000 | PA      | $5844492.60   | 0.62%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: COP/USD SETTLE 2026-04-13                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | CO        |           1 | NC      | $1561.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADANI RENEWABLE ENERGY (RJ) LIMITED                                                           | ADANI RENEWABLE ENERGY RJ LTD/KODANGAL SOLAR PARKS 4.625000% 10/15/2039    | CUSIP: N/A<br>LEI: 335800DKCLYHG21PBG55       | Long             | DBT              | NUSS              | IN        |      615938 | PA      | $495434.52    | 0.05%             | 2039-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | PERU GOVERNMENT BOND 144A 6.850000% 08/12/2035                             | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     3225000 | PA      | $940400.23    | 0.10%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Republica del Ecuador                                                                         | REPUBLIC OF ECUADOR 6.900000% 07/31/2035                                   | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      853057 | PA      | $750690.16    | 0.08%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/EGP SETTLE 2026-04-16                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $121152.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2026-04-08                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $1487.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USD C/COP P                                                                                   | USD C/COP P EXPIRATION: 08/20/2026                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -6650000 | NC      | $-96154.42    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                                                       | ROMANIA 5.750000% 03/24/2035                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     3140000 | PA      | $2967893.74   | 0.32%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 7.100000% 07/31/2034                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     7840000 | PA      | $1753255.42   | 0.19%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/INR SETTLE 2026-05-08                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $4876.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: CLP/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | CL        |           1 | NC      | $-1057.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Angola                                                                           | ANGOLAN GOVERNMENT INTERNATIONAL BOND 144A 9.244000% 01/15/2031            | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     2677000 | PA      | $2710430.75   | 0.29%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 8.750000% 02/28/2048                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   134698298 | PA      | $7117948.54   | 0.76%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:BZDIOVRA                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | BR        |    27436708 | NC      | $-4379.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU LNG S.R.L.                                                                               | PERU LNG SRL 5.375000% 03/22/2030                                          | CUSIP: P7721BAE1<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | NUSS              | PE        |      866840 | PA      | $840394.71    | 0.09%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 8.250000% 03/31/2032                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    24059568 | PA      | $1371895.67   | 0.15%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 8.000000% 01/31/2030                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    57400000 | PA      | $3316459.66   | 0.35%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT 4.500000% 02/01/2034                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      525800 | PA      | $280400.65    | 0.03%             | 2034-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                       | BRK : GOLDMAN SACHS REC : 13.3% FIXED                                      | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | BR        |    29825868 | NC      | $-97967.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT GOVERNMENT BOND 25.318000% 08/13/2027                                | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    90100000 | PA      | $1637610.47   | 0.17%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| ueno bank S.A.                                                                                | UENO BANK SA 144A 6.700000% 03/06/2031                                     | CUSIP: 903934AB3<br>LEI: 98450099V56Z7DB78D05 | Long             | DBT              | NUSS              | PY        |      632000 | PA      | $624024.16    | 0.07%             | 2031-03-06      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| INDIA RUPEE                                                                                   | FX Forward Contract: INR/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |           1 | NC      | $-102576.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| USD P/ZAR C                                                                                   | USD P/ZAR C EXPIRATION: 08/11/2026                                         | CUSIP: USZAP98K2<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -3400000 | NC      | $-5368.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:BZDIOVRA                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | BR        |      522994 | NC      | $-1872.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                              | BRASKEM NETHERLANDS FINANCE BV 8.000000% 10/15/2034                        | CUSIP: N15516AJ1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | NUSS              | BR        |     3630000 | PA      | $1687950.00   | 0.18%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: MXN/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | MX        |           1 | NC      | $-25219.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                                                           | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.400000% 05/26/2023             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     2649000 | PA      | $629269.95    | 0.07%             | 2023-05-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN SUM                                                                                | FX Forward Contract: UZS/USD SETTLE 2026-06-25                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $9901.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-310.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                   | FX Forward Contract: BRL/USD SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | BR        |           1 | NC      | $-30455.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                                                   | FX Forward Contract: INR/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |           1 | NC      | $-43762.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2026-04-06                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $5577.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 8.875000% 02/28/2035                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    29301995 | PA      | $1681626.75   | 0.18%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BRK : JP MORGAN                                                                               | BRK : JP MORGAN PAY:FIXED 4.1507                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     1300000 | NC      | $-8319.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCB FINANCIAL GROUP LIMITED                                                                   | NCB FINANCIAL GROUP LTD 11.000000% 07/31/2030                              | CUSIP: P71051BD0<br>LEI: N/A                  | Long             | DBT              | NUSS              | JM        |     2100000 | PA      | $2194769.57   | 0.23%             | 2030-07-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $127.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/EUR SETTLE 2026-04-14                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $303463.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | REPUBLIC OF PERU 6.200000% 06/30/2055                                      | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      692000 | PA      | $693937.60    | 0.07%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                                                            | FX Forward Contract: ZAR/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $-14962.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/THB SETTLE 2026-04-07                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $17149.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                                                        | REPUBLIC OF GUATEMALA 4.500000% 05/03/2026                                 | CUSIP: P5015VAF3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      750000 | PA      | $750375.00    | 0.08%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                      | Credit Default Swap                                                        | CUSIP: CDS98K986<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |     4800000 | NC      | $-27241.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/HUF SETTLE 2026-04-01                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6671.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Chile                                                                            | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 4.700000% 09/01/2030    | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  2300000000 | PA      | $2412301.46   | 0.26%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/TRY SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $8475.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 6.850000% 07/29/2030                               | CUSIP: X5S007QH3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5085000 | PA      | $1125345.95   | 0.12%             | 2030-07-29      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/KRW SETTLE 2026-05-12                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $141648.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/CLP SETTLE 2026-05-13                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $117005.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Government of The Lao People's Democratic Republic                                        | LAOS GOVERNMENT INTERNATIONAL BOND 144A 11.250000% 11/12/2030              | CUSIP: 51656QAD4<br>LEI: N/A                  | Long             | DBT              | NUSS              | LA        |      600000 | PA      | $610500.00    | 0.07%             | 2030-11-12      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                       | SAUDI GOVERNMENT INTERNATIONAL BOND 144A 4.375000% 01/12/2031              | CUSIP: 80413TBQ1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     2443000 | PA      | $2392248.97   | 0.26%             | 2031-01-12      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| USD C/ZAR P                                                                                   | USD C/ZAR P EXPIRATION: 10/23/2026                                         | CUSIP: USZAC9804<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -1700000 | NC      | $-60971.93    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/USD SETTLE 2026-04-14                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-574.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: ZAR/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | ZA        |           1 | NC      | $-664.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/RON SETTLE 2026-06-05                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-1639.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: THB/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | TH        |           1 | NC      | $-586.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL, S.A.B. DE C.V.                                                        | EL PUERTO DE LIVERPOOL SAB DE CV 144A 5.750000% 02/10/2038                 | CUSIP: 283837AE2<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | NUSS              | MX        |     1208000 | PA      | $1141570.21   | 0.12%             | 2038-02-10      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 3.757000% 05/22/2040                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     5000000 | PA      | $1216040.53   | 0.13%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                                        | KAZAKH GOV BOND - MEOKAM 16.950000% 10/09/2030                             | CUSIP: YJ4048767<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   270000000 | PA      | $577902.70    | 0.06%             | 2030-10-09      | Fixed         | 16.95%                | No            |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 4.696000% 10/15/2042                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     3303000 | PA      | $885933.25    | 0.09%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC                                                                            | NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC 7.125000% 07/19/2026           | CUSIP: N/A<br>LEI: 213800PUC1T9GI6EIO63       | Long             | DBT              | NUSS              | UA        |      505928 | PA      | $472803.72    | 0.05%             | 2026-07-19      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | REPUBLIC OF PERU 5.500000% 03/30/2036                                      | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3762000 | PA      | $3748456.80   | 0.40%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/EGP SETTLE 2026-04-30                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $106749.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | REPUBLIC OF POLAND 5.125000% 09/18/2034                                    | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3050000 | PA      | $3064987.40   | 0.33%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 7.500000% 07/27/2033                               | CUSIP: X5S007RF6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3760000 | PA      | $859266.86    | 0.09%             | 2033-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                           | PETROLEOS MEXICANOS 7.690000% 01/23/2050                                   | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    10440000 | PA      | $9040911.59   | 0.96%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY 5.500000% 03/26/2036                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     4200000 | PA      | $4093503.08   | 0.44%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | REF: COOVIBR INDEX BRK: BANK OF AMERICA                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | CO        |  2300000000 | NC      | $57557.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC BANK GROUP PLC                                                                            | TBC BANK GROUP PLC 20.00%                                                  | CUSIP: YN3737148<br>LEI: 213800T6NS9N2WQ3B328 | Long             | DBT              | NUSS              | GB        | 20800000000 | PA      | $1858801.37   | 0.20%             | 2028-06-05      | Fixed         | 22.00%                | No            |                  3 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/MXN SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $5369.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: ARS/USD SETTLE 2026-12-23                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AR        |           1 | NC      | $54894.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 9.000000% 01/31/2040                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    25161719 | PA      | $1380421.81   | 0.15%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/PEN SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $33203.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                                 | REF: THOR INDEX BRK: CITIGROUP                                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DIR              |  | TH        |    82000000 | NC      | $158553.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                      | Credit Default Swap                                                        | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DCR              |  | US        |      500000 | NC      | $31456.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:WIBR6M                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | PL        |    10400000 | NC      | $-774.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.000000% 05/15/2027                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  4310000000 | PA      | $256148.76    | 0.03%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: HUF/EUR SETTLE 2026-05-05                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | HU        |           1 | NC      | $-7207.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $-154.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | REPUBLIC OF PERU 5.875000% 08/08/2054                                      | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      208000 | PA      | $200252.00    | 0.02%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| USD P/ZAR C                                                                                   | USD P/ZAR C EXPIRATION: 05/26/2026                                         | CUSIP: USZAP98Y1<br>LEI: N/A                  | N/A              | DFE              |  | US        |      170000 | NC      | $4713.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Stock Company Development Bank of Kazakhstan                                            | DEVELOPMENT BANK OF KAZAKHSTAN JSC MTN 18.400000% 10/16/2028               | CUSIP: 48129VAF3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   192000000 | PA      | $413366.40    | 0.04%             | 2028-10-16      | Fixed         | 18.40%                | Yes           |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/CZK SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $940.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/USD SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-49108.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | REPUBLIC OF INDONESIA 4.550000% 01/11/2028                                 | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      490000 | PA      | $490388.13    | 0.05%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: RSD/EUR SETTLE 2026-04-27                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RS        |           1 | NC      | $7866.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/PEN SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $31244.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: KZT/USD SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | RO        |           1 | NC      | $27551.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD BANK                                                                                 | FX Forward Contract: MYR/USD SETTLE 2026-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MY        |           1 | NC      | $-50375.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA 4.000000% 02/14/2051                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      846000 | PA      | $544880.89    | 0.06%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | TURKIYE GOVERNMENT BOND 31.080000% 11/08/2028                              | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    50000000 | PA      | $1014730.41   | 0.11%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/KZT SETTLE 2026-04-30                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $-29533.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/PEN SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $960.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT 4.000000% 02/01/2032                                    | CUSIP: DC4624169<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      872000 | PA      | $629221.80    | 0.07%             | 2032-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EURO-SCHATZ FUT   JUN26                                                                       | EURO-SCHATZ FUT   JUN26 FINANCIAL COMMODITY FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -7 | NC      | $-852920.84   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: CNY/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | CN        |           1 | NC      | $-110.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eastern European Electric Company B.V.                                                        | EASTERN EUROPEAN ELECTRIC CO BV 144A 6.500000% 05/15/2030                  | CUSIP: N/A<br>LEI: 8945004UQXDLRHI1KJ27       | Long             | DBT              | NUSS              | BG        |      250000 | PA      | $292211.89    | 0.03%             | 2030-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: RON/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | RO        |           1 | NC      | $-374.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/PEN SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $6712.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/EGP SETTLE 2026-07-14                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $83359.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                         | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 2.250000% 01/19/2029    | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | XX        |     6000000 | PA      | $886207.70    | 0.09%             | 2029-01-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 7.000000% 03/26/2031                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1211900000 | PA      | $255067.10    | 0.03%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                                        | KAZAKH GOV BOND - MEUKAM 10.400000% 05/19/2027                             | CUSIP: BP5385029<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   235000000 | PA      | $459578.00    | 0.05%             | 2027-05-19      | Fixed         | 10.40%                | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                       | REF: MIBOR INDEX BRK: JPMORGAN                                             | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              |  | IN        |   213700000 | NC      | $-71821.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-5715.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                                          | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE MTN 6.650000% 06/30/2033          | CUSIP: N/A<br>LEI: 25490065OSV2524LCR32       | Long             | DBT              | NUSS              | XX        |    82000000 | PA      | $796305.15    | 0.08%             | 2033-06-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 4.125000% 07/09/2046                                 | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     4595727 | PA      | $3136583.87   | 0.33%             | 2046-07-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT DEVELOPMENT LIMITED                                                  | PORT OF SPAIN WATERFRONT DEVELOPMENT 7.875000% 02/19/2040                  | CUSIP: P7S30QAA2<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     1988000 | PA      | $1987999.99   | 0.21%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/EGP SETTLE 2026-04-30                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $4753.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: PLN/USD SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | PA        |           1 | NC      | $-571009.12   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.125000% 08/15/2045                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  6800000000 | PA      | $409656.54    | 0.04%             | 2045-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                              | REF: WIBOR INDEX BRK: SOCIETE GENERALE                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | N/A              | DIR              |  | PL        |     6843184 | NC      | $-32097.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Tajikistan                                                                        | TAJIKISTAN INT BOND 7.125000% 09/14/2027                                   | CUSIP: N/A<br>LEI: 529900W1LSYUF3CYVU10       | Long             | DBT              | NUSS              | TJ        |      695000 | PA      | $696148.40    | 0.07%             | 2027-09-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                       | SAUDI GOVERNMENT INTERNATIONAL BOND 144A 5.875000% 01/12/2056              | CUSIP: 80413TBS7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     3437000 | PA      | $3289958.68   | 0.35%             | 2056-01-12      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                   | FX Forward Contract: BRL/USD SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | BR        |           1 | NC      | $-32566.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2026-04-06                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-41685.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/NGN SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $-11128.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi                                                                          | ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 1.625000% 06/02/2028           | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |     1512000 | PA      | $1424680.58   | 0.15%             | 2028-06-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/MXN SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $33573.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.500000% 02/15/2031                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 43565000000 | PA      | $2544876.30   | 0.27%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRK:JP - JPMS US SWAT                                                                         | BRK:JP - JPMS US SWAT USD P/ILS C                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   -10350000 | NC      | $-2749.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republica Bolivariana de Venezuela                                                            | REPUBLIC OF VENEZUELA VARIABLE RATE 10/13/2024                             | CUSIP: P97475AP5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1904300 | PA      | $812183.95    | 0.09%             | 2026-12-05      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/INR SETTLE 2026-04-24                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $944.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:BZDIOVRA                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | BR        |    33674828 | NC      | $-86375.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                  | FX Forward Contract: MXN/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $-45020.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of India                                                                             | INDIA GOVERNMENT BOND 7.360000% 09/12/2052                                 | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   190000000 | PA      | $1916395.10   | 0.20%             | 2052-09-12      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/ZAR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $118286.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                        | FX Forward Contract: GBP/USD SETTLE 2026-04-15                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-4224.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROKER - BOA                                                                                  | BROKER - BOA PAY - 3M BA                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |    39800000 | NC      | $-92391.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.375000% 04/15/2032                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  3877000000 | PA      | $223217.36    | 0.02%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1195.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | POLAND GOVERNMENT BOND 1.750000% 04/25/2032                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    26550000 | PA      | $5789858.04   | 0.62%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                                          | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE MTN 7.000000% 03/01/2029          | CUSIP: N/A<br>LEI: 25490065OSV2524LCR32       | Long             | DBT              | NUSS              | XX        |   110000000 | PA      | $1128404.67   | 0.12%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY 6.000000% 09/26/2035                                               | CUSIP: X93622HA3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1618000 | PA      | $1641936.29   | 0.18%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROKER - JPM                                                                                  | BROKER - JPM REF - ZAMBIA                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZM        |     3000000 | NC      | $13911.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROKER - JPM                                                                                  | BROKER - JPM REF - ZAMBIA                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZM        |     4000000 | NC      | $2467.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                                            | ZAMBIA GOVERNMENT BOND 20.000000% 06/23/2040                               | CUSIP: YN4299114<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     1186000 | PA      | $68690.84     | 0.01%             | 2040-06-23      | Fixed         | 20.00%                | No            |                  2 | On Loan: No      |
| Autopista Rio Magdalena, S.A.S.                                                               | PA AUTOPISTA RIO MAGDALENA 6.050000% 06/15/2036                            | CUSIP: P7400PAA6<br>LEI: 959800CRP6A5WS6VXE16 | Long             | DBT              | CORP              | CO        |  3004012209 | PA      | $677411.53    | 0.07%             | 2036-06-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 3.500000% 07/09/2041                                 | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      189000 | PA      | $125779.50    | 0.01%             | 2041-07-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of North Macedonia                                                                   | NORTH MACEDONIA GOVERNMENT INTERNATIONAL BOND 144A 4.750000% 01/21/2034    | CUSIP: DC9557166<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |      330000 | PA      | $360646.49    | 0.04%             | 2034-01-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: IDR/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | ID        |           1 | NC      | $-176.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: HUF/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | HU        |           1 | NC      | $56688.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                       | REF: PRIBOR INDEX BRK: GOLDMAN SACHS                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | CZ        |    15000000 | NC      | $33078.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:MXIBTIEF                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | MX        |   100000000 | NC      | $-90541.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| USD P/INR C                                                                                   | USD P/INR C EXPIRATION: 08/21/2026                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     6600000 | NC      | $15600.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | REPUBLIC OF INDONESIA 4.850000% 01/11/2033                                 | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      400000 | PA      | $392533.29    | 0.04%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                                                            | FX Forward Contract: ZAR/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $-4612.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/RON SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $24532.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 4.065000% 06/15/2050                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     6000000 | PA      | $1472980.48   | 0.16%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/EUR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $302.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                                   | NIGERIA GOVERNMENT INTERNATIONAL BOND 144A 8.630800% 01/13/2036            | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1435000 | PA      | $1495100.45   | 0.16%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                      | US 5YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -59 | NC      | $-6382601.56  | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| BROKER - JPM                                                                                  | BROKER - JPM REF - ZAMBIA                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZM        |      951000 | NC      | $-8964.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of eSwatini                                                                           | ESWATINI GOVERNMENT BOND MTN 11.875000% 05/08/2027                         | CUSIP: ZB8853184<br>LEI: 2549002J8BB66THYB069 | Long             | DBT              | NUSS              | SZ        |     9000000 | PA      | $529906.43    | 0.06%             | 2027-05-08      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| State of Israel                                                                               | STATE OF ISRAEL 3.800000% 05/13/2060                                       | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |      490000 | PA      | $317267.82    | 0.03%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK URETIM ANONIM SIRKETI                                                   | ZORLU ENERJI ELEKTRIK URETIM AS 11.000000% 04/23/2030                      | CUSIP: N/A<br>LEI: 7890005B5CSNL39OYO75       | Long             | DBT              | NUSS              | TR        |     4460000 | PA      | $3922741.71   | 0.42%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Republica de Angola                                                                           | REPUBLIC OF ANGOLA 9.375000% 05/08/2048                                    | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     1150000 | PA      | $1018310.52   | 0.11%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                                   | NIGERIA OMO BILL ZERO COUPON 04/14/2026                                    | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |  3849045000 | PA      | $2755230.57   | 0.29%             | 2026-04-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                                                           | LEBANESE REPUBLIC 8.250000% 05/17/2034                                     | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     2099000 | PA      | $507622.16    | 0.05%             | 2034-05-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: KZT/USD SETTLE 2026-04-30                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | RO        |           1 | NC      | $8445.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT 4.500000% 02/01/2036                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      591784 | PA      | $303749.63    | 0.03%             | 2036-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA WAKALA SUKUK BERHAD                                                                  | MALAYSIA WAKALA SUKUK 3.075000% 04/28/2051                                 | CUSIP: Y57542AB1<br>LEI: 254900MRLMI21YQTK511 | Long             | DBT              | NUSS              | MY        |      750000 | PA      | $527083.64    | 0.06%             | 2051-04-28      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEX BONOS DESARR FIX RT 8.500000% 05/31/2029                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     7051600 | PA      | $390369.76    | 0.04%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/CNY SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $355.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of India                                                                             | INDIA GOVERNMENT BOND 7.180000% 07/24/2037                                 | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   243610000 | PA      | $2554810.39   | 0.27%             | 2037-07-24      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Republika Crna Gora                                                                           | REPUBLIC OF MONTENEGRO 7.250000% 03/12/2031                                | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |      300000 | PA      | $312008.42    | 0.03%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRK:DB - DEUB US DV                                                                           | BRK:DB - DEUB US DV EUR P/HUF C                                            | CUSIP: EUHUP98T2<br>LEI: N/A                  | N/A              | DFE              |  | US        |      180000 | NC      | $62684.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/HUF SETTLE 2026-05-05                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $1592.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROKER - JPM                                                                                  | BROKER - JPM REF - ZAMBIA                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZM        |     1400000 | NC      | $-1746.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/RON SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1058.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/RSD SETTLE 2026-04-30                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-1099.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN SUM                                                                                | FX Forward Contract: UZS/USD SETTLE 2027-07-20                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $23386.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: AZN/USD SETTLE 2026-12-15                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AZ        |           1 | NC      | $6901.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                                              | FX Forward Contract: PEN/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |           1 | NC      | $-297.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: HUF/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | HU        |           1 | NC      | $18217.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | REPUBLIC OF PERU 3.230000% 07/28/2121                                      | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      820000 | PA      | $437265.00    | 0.05%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Mazoon Assets Company SAOC                                                                    | MAZOON ASSETS CO SAOC 144A 5.250000% 10/09/2031                            | CUSIP: 57886LAD4<br>LEI: 6354003TDIRN5Y6LJP91 | Long             | DBT              | NUSS              | OM        |      785000 | PA      | $784344.09    | 0.08%             | 2031-10-09      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BRK:DB - DEUB US DV                                                                           | BRK:DB - DEUB US DV EUR P/HUF C                                            | CUSIP: EUHUP9813<br>LEI: N/A                  | N/A              | DFE              |  | US        |      180000 | NC      | $46300.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sultanate of Oman                                                                             | OMAN GOV INTERNTL BOND 6.750000% 10/28/2027                                | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |      259000 | PA      | $265981.06    | 0.03%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/INR SETTLE 2026-04-24                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $2758.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/PEN SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-766.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                           | THAILAND GOVERNMENT BOND 2.125000% 12/17/2026                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     5000000 | PA      | $152709.03    | 0.02%             | 2026-12-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                       | Credit Default Swap                                                        | CUSIP: CDS98WLW0<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |      300000 | NC      | $-3517.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Democratic Republic of Ethiopia                                                       | FEDERAL REP OF ETHIOPIA 6.625000% 12/11/2024                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ET        |      473000 | PA      | $482305.73    | 0.05%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: CZK/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | CZ        |           1 | NC      | $-3224.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                                                            | FX Forward Contract: ZAR/USD SETTLE 2026-04-30                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $-39470.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Del Paraguay                                                                        | PARAGUAY GOVERNMENT INTERNATIONAL BOND 144A 8.500000% 04/04/2038           | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  2980000000 | PA      | $453226.10    | 0.05%             | 2038-04-04      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 6.750000% 04/25/2035                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       55000 | PA      | $12097.58     | 0.00%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN SUM                                                                                | FX Forward Contract: UZS/USD SETTLE 2027-12-13                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $17664.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ministry of Finance of the People's Republic of China                                         | CHINA GOVT INTL BOND 3.625000% 11/13/2028                                  | CUSIP: Y5325QAH5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |      200000 | PA      | $199937.91    | 0.02%             | 2028-11-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HSBC Bank N.A.                                                                                | REF: CETIP INDEX BRK: HSBC                                                 | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DIR              |  | BR        |    60700000 | NC      | $-99540.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: PHP/USD SETTLE 2026-05-04                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | PH        |           1 | NC      | $-29699.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                                            | BAHRAIN GOVERNMENT INTERNATIONAL BOND MTN 6.250000% 01/25/2051             | CUSIP: N/A<br>LEI: 54930065PJIB53WWMP12       | Long             | DBT              | NUSS              | BH        |     4250000 | PA      | $3453846.65   | 0.37%             | 2051-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                                            | BAHRAIN GOVERNMENT INTERNATIONAL BOND 144A 6.625000% 10/06/2037            | CUSIP: 056909AA2<br>LEI: 54930065PJIB53WWMP12 | Long             | DBT              | NUSS              | BH        |     1887000 | PA      | $1714724.43   | 0.18%             | 2037-10-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Lebanon                                                                           | LEBANESE REPUBLIC 8.200000% 05/17/2033                                     | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     2311000 | PA      | $551544.58    | 0.06%             | 2033-05-17      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                                              | FX Forward Contract: PEN/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |           1 | NC      | $-18851.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                                   | PHILIPPINE GOVERNMENT 6.250000% 02/28/2029                                 | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |   125000000 | PA      | $2040788.11   | 0.22%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | BONTE 29.500000% 05/30/2030                                                | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |   940000000 | PA      | $800260.97    | 0.09%             | 2030-05-30      | Fixed         | 29.50%                | No            |                  2 | On Loan: No      |
| BROKER - JPM                                                                                  | BROKER - JPM REF - ZAMBIA                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZM        |     1700000 | NC      | $811.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROKER - JPM                                                                                  | BROKER - JPM REF - ZAMBIA                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZM        |     3400000 | NC      | $2138.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABSA BANK LIMITED                                                                             | ABSA BANK LTD MTN ZERO COUPON 01/14/2027                                   | CUSIP: DC9806134<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | DBT              | NUSS              | ZA        |   100450000 | PA      | $1547115.88   | 0.17%             | 2027-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 7.000000% 03/26/2031                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 17250000000 | PA      | $3630586.31   | 0.39%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia                                                                           | REPUBLIC OF ARMENIA 3.600000% 02/02/2031                                   | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | DBT              | NUSS              | AM        |     1002000 | PA      | $890865.82    | 0.10%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/EUR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $-2224.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                                    | FX Forward Contract: KRW/USD SETTLE 2026-05-12                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $-116491.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2026-04-06                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $5462.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 8.250000% 05/15/2029                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  7110000000 | PA      | $437641.25    | 0.05%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REF: MXIBTIEE INDEX                                                                           | REF: MXIBTIEE INDEX BRK: TD SECURITIES                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |   473064193 | NC      | $375180.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.375000% 04/15/2032                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  2320000000 | PA      | $133573.45    | 0.01%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANGLADESH TAKA                                                                               | FX Forward Contract: BDT/USD SETTLE 2026-06-09                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BD        |           1 | NC      | $598.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                               | INTER-AMERICAN DEVELOPMENT BANK MTN 7.000000% 08/08/2033                   | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | NUSS              | XX        |   224000000 | PA      | $2248833.25   | 0.24%             | 2033-08-08      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| USD C/KRW P                                                                                   | USD C/KRW P EXPIRATION: 04/23/2026                                         | CUSIP: USKRC9860<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -1700000 | NC      | $-27864.79    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PRIVATE JOINT STOCK COMPANY NATIONAL POWER COMPANY UKRENERGO                                  | NPC UKRENERGO 6.875000% 11/09/2026                                         | CUSIP: N/A<br>LEI: 8945009LCLS92V4AK321       | Long             | DBT              | NUSS              | UA        |      731000 | PA      | $672113.01    | 0.07%             | 2026-11-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/MXN SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $127632.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                       | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 3.750000% 01/21/2055               | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     1670000 | PA      | $1131508.82   | 0.12%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republica Del Paraguay                                                                        | PARAGUAY GOVERNMENT INTERNATIONAL BOND 144A 6.650000% 03/04/2055           | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      718000 | PA      | $744853.20    | 0.08%             | 2055-03-04      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 3.828000% 07/05/2034                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    16001000 | PA      | $3991594.36   | 0.43%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                             | REPUBLIC OF GHANA ZERO COUPON 01/03/2030                                   | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      241560 | PA      | $203324.37    | 0.02%             | 2030-01-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                                   | REPUBLIC OF PHILIPPINES 2.950000% 05/05/2045                               | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      700000 | PA      | $467077.43    | 0.05%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: HUF/USD SETTLE 2026-05-26                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | HU        |           1 | NC      | $-13511.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK:DEUTSCHE BANK SEC FI US                                                                   | BRK:DEUTSCHE BANK SEC FI US USD C/CLP P                                    | CUSIP: USCLC98V5<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -1700000 | NC      | $-66973.54    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2500.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN SUM                                                                                | FX Forward Contract: UZS/USD SETTLE 2027-12-13                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $59104.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                             | REPUBLIC OF GHANA ZERO COUPON 07/03/2026                                   | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      179053 | PA      | $175579.59    | 0.02%             | 2026-07-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 8.500000% 01/31/2037                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    17211978 | PA      | $939079.61    | 0.10%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a r.l.                                                         | CHILE ELECTRICITY LUX MPC II SARL 5.580000% 10/20/2035                     | CUSIP: L1567LAA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |      391002 | PA      | $392680.35    | 0.04%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Republic of India                                                                             | INDIA GOVERNMENT BOND 6.480000% 10/06/2035                                 | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   170750000 | PA      | $1743400.62   | 0.19%             | 2035-10-06      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                                                         | REPUBLIC OF ECUADOR ZERO COUPON 07/31/2030                                 | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      440971 | PA      | $367602.41    | 0.04%             | 2030-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:MXIBTIEF                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | MX        |     7200000 | NC      | $-7840.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2026-04-06                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $9588.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/RON SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-1913.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEX BONOS DESARR FIX RT 7.750000% 05/29/2031                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      248700 | PA      | $13135.62     | 0.00%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| USD P/MXN C                                                                                   | USD P/MXN C EXPIRATION: 05/15/2026                                         | CUSIP: USMXP98G6<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -6900000 | NC      | $-17685.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Emirate of Abu Dhabi                                                                          | ABU DHABI GOVT INT'L 3.125000% 09/30/2049                                  | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |     2124000 | PA      | $1397750.09   | 0.15%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Royaume du Maroc                                                                              | KINGDOM OF MOROCCO 6.500000% 09/08/2033                                    | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |     1575000 | PA      | $1657515.97   | 0.18%             | 2033-09-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                                                            | REPUBLIC OF CHILE 3.100000% 05/07/2041                                     | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      500000 | PA      | $378305.00    | 0.04%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                       | BRK: JPM REF: ZAMBIA 06/27/2026                                            | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               |  | ZM        |     9451000 | NC      | $67426.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Armenia                                                                           | REPUBLIC OF ARMENIA 6.750000% 03/12/2035                                   | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | DBT              | NUSS              | AM        |      300000 | PA      | $303962.35    | 0.03%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEON CAPITAL LIMITED                                                                          | NEON CAPITAL LTD/KY MTN VARIABLE RATE 01/06/2028                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KY        |    81827271 | PA      | $491766.01    | 0.05%             | 2028-01-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/IDR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $23.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uzbek Industrial and Construction Bank Joint-Stock Commerical Bank                            | UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB 8.950000% 07/24/2029            | CUSIP: N/A<br>LEI: 213800C2NIFPFTXYIU69       | Long             | DBT              | NUSS              | UZ        |      500000 | PA      | $527654.32    | 0.06%             | 2029-07-24      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.125000% 08/15/2045                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 17247000000 | PA      | $1039021.51   | 0.11%             | 2045-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 4.000000% 02/01/2032            | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2117200 | PA      | $1528476.15   | 0.16%             | 2032-02-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | NIGERIA OMO BILL ZERO COUPON 01/21/2027                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NG        |  1573544000 | PA      | $987268.12    | 0.11%             | 2027-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/RON SETTLE 2026-06-05                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-4083.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | NOTA DO TESOURO NACIONAL 10.000000% 01/01/2031                             | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    25397000 | PA      | $4249551.64   | 0.45%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PETRONAS Capital Limited                                                                      | PETRONAS CAPITAL LTD MTN 5.848000% 04/03/2055                              | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | NUSS              | MY        |     1431000 | PA      | $1463070.80   | 0.16%             | 2055-04-03      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Banco Central de la Republica Dominicana                                                      | DOM REP CB NOTES 9.000000% 12/11/2026                                      | CUSIP: ZF1425031<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |    28080000 | PA      | $467540.20    | 0.05%             | 2026-12-11      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                                                         | REPUBLIC OF ECUADOR 5.000000% 07/31/2040                                   | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     2714988 | PA      | $2124478.11   | 0.23%             | 2040-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Commonwealth of The Bahamas                                                               | COMMONWEALTH OF BAHAMAS 8.250000% 06/24/2036                               | CUSIP: P06518AL1<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      400000 | PA      | $426732.00    | 0.05%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $68.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/JPY SETTLE 2026-07-01                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $106101.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: RON/USD SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | RO        |           1 | NC      | $103.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                                  | Petroleos de Venezuela SA 9.750000% 05/17/2035                             | CUSIP: P7807HAQ8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |    11310000 | PA      | $4697043.00   | 0.50%             | 2035-05-17      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Republique du Senegal                                                                         | REPUBLIC OF SENEGAL 4.750000% 03/13/2028                                   | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      233333 | PA      | $168132.95    | 0.02%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                                                   | COTE D IVOIRE (REPUBLIC OF) 3/9/2027                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | XX        |     2210000 | PA      | $2539914.11   | 0.27%             | 2027-03-09      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | TREASURY BILL 0.000000% 04/16/2026                                         | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3800000 | PA      | $3794258.85   | 0.40%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.875000% 04/15/2029                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  7592000000 | PA      | $450332.52    | 0.05%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:BZDIOVRA                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | BR        |    60865672 | NC      | $-184286.56   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 8.250000% 06/15/2032                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 11041000000 | PA      | $707535.67    | 0.08%             | 2032-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $1090.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                                                         | REPUBLIC OF ECUADOR 6.900000% 07/31/2035                                   | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     3861000 | PA      | $3397680.00   | 0.36%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-74848.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.500000% 08/15/2032                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 12336000000 | PA      | $750583.66    | 0.08%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $13994.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                           | THAILAND GOVERNMENT BOND 3.300000% 06/17/2038                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    69684000 | PA      | $2239537.25   | 0.24%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BROKER - JPM                                                                                  | BROKER - JPM PAY - INR OVERNIGHT MIBOR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | IN        |   245100000 | NC      | $-110549.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: BRL/USD SETTLE 2026-06-08                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | BR        |           1 | NC      | $-6852.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: INR/USD SETTLE 2026-04-22                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | IN        |           1 | NC      | $-21205.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | REPUBLIC OF POLAND 4.875000% 02/12/2030                                    | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2029000 | PA      | $2072165.09   | 0.22%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CBB INTERNATIONAL SUKUK PROGRAMME COMPANY W.L.L                                               | CBB INTL SUKUK PROG WLL 3.875000% 05/18/2029                               | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | BH        |      200000 | PA      | $181850.72    | 0.02%             | 2029-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | Credit Default Swap                                                        | CUSIP: CDS98SRT7<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |      900000 | NC      | $-10552.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan                                                                        | REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND 144A 16.250000% 10/12/2026       | CUSIP: 91822QVW4<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  5740000000 | PA      | $485495.66    | 0.05%             | 2026-10-12      | Fixed         | 16.25%                | Yes           |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                       | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 5.875000% 01/12/2056               | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      200000 | PA      | $191506.54    | 0.02%             | 2056-01-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BRK:DB - DEUB US DV                                                                           | BRK:DB - DEUB US DV USD P/INR C                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     7400000 | NC      | $554.89       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | UNITED MEXICAN STATES 6.338000% 05/04/2053                                 | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3982000 | PA      | $3700273.50   | 0.39%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/EUR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $-11469.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                             | REPUBLIC OF KENYA 8.250000% 02/28/2048                                     | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |     2751000 | PA      | $2386680.26   | 0.25%             | 2048-02-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic of Trinidad and Tobago                                                               | TRINIDAD & TOBAGO GOVERNMENT INTERNATIONAL BOND 14 6.500000% 01/28/2036    | CUSIP: 896292AN9<br>LEI: HYBZ5SXKW67ICKUUWH81 | Long             | DBT              | NUSS              | TT        |      800000 | PA      | $794800.00    | 0.08%             | 2036-01-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu S.A.                                                           | PETROLEOS DEL PERU SA 5.625000% 06/19/2047                                 | CUSIP: P7808BAB3<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |     1493000 | PA      | $1046966.25   | 0.11%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Tsetsens Mining & Energy LLC                                                                  | TSETSENS MINING AND ENERGY LLC 11.375000% 02/05/2031                       | CUSIP: N/A<br>LEI: 254900OLCXKF6P2T0706       | Long             | DBT              | NUSS              | MN        |     2210000 | PA      | $2213330.69   | 0.24%             | 2031-02-05      | Fixed         | 11.38%                | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/BRL SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $-4030.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 4.893000% 06/08/2038                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     6470000 | PA      | $1766803.50   | 0.19%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BROKER - SCB                                                                                  | BROKER - SCB PAY - 6.88%                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |    60950000 | NC      | $116514.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                                            | BAHRAIN GOVERNMENT INTERNATIONAL BOND MTN 7.100000% 02/03/2038             | CUSIP: 056909AB0<br>LEI: 54930065PJIB53WWMP12 | Long             | DBT              | NUSS              | BH        |      500000 | PA      | $470662.77    | 0.05%             | 2038-02-03      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| The Hashemite Kingdom of Jordan                                                               | KINGDOM OF JORDAN 7.375000% 10/10/2047                                     | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |     2200000 | PA      | $2065635.68   | 0.22%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: HUF/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | HU        |           1 | NC      | $356.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of India                                                                             | INDIA GOVERNMENT BOND 7.300000% 06/19/2053                                 | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   282000000 | PA      | $2798469.90   | 0.30%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                       | REF: PRIBOR INDEX BRK: JPMORGAN                                            | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              |  | CZ        |    87730000 | NC      | $-249269.44   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                                                            | REPUBLIC OF VENEZUELA 12.750000% 08/23/2022                                | CUSIP: P17625AC1<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     3710000 | PA      | $1864275.00   | 0.20%             | 2022-08-23      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 6.250000% 03/31/2036                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    12818539 | PA      | $600835.04    | 0.06%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2026-05-26                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $32813.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                                                              | FX Forward Contract: IDR/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |           1 | NC      | $-134.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Commonwealth of The Bahamas                                                               | COMMONWEALTH OF BAHAMAS 8.950000% 10/15/2032                               | CUSIP: P06518AH0<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     3820000 | PA      | $4211702.80   | 0.45%             | 2032-10-15      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | TURKIYE GOVERNMENT BOND 36.780000% 10/13/2027                              | CUSIP: M8T85VVZ7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   125000000 | PA      | $2721226.53   | 0.29%             | 2027-10-13      | Fixed         | 36.78%                | No            |                  2 | On Loan: No      |
| The Hashemite Kingdom of Jordan                                                               | JORDAN GOVERNMENT INTERNATIONAL BOND 144A 7.500000% 01/13/2029             | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      821000 | PA      | $843361.83    | 0.09%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 9.000000% 03/15/2029                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 31550000000 | PA      | $1983879.19   | 0.21%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/PLN SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $244663.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                                                              | FX Forward Contract: IDR/USD SETTLE 2026-04-10                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |           1 | NC      | $-1206.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | REPUBLIC OF POLAND 5.500000% 03/18/2054                                    | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1561000 | PA      | $1442007.73   | 0.15%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                                                   | IVORY COAST GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 02/25/2041        | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2152000 | PA      | $1889732.60   | 0.20%             | 2041-02-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu S.A.                                                           | PETROLEOS DEL PERU SA 5.625000% 06/19/2047                                 | CUSIP: P7808BAB3<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |     6127000 | PA      | $4296558.75   | 0.46%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | TURKIYE GOVERNMENT BOND 37.840000% 07/14/2027                              | CUSIP: M8T85VSW8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    50000000 | PA      | $1098093.57   | 0.12%             | 2027-07-14      | Fixed         | 37.84%                | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | NOTA DO TESOURO NACIONAL 10.000000% 01/01/2035                             | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    19546000 | PA      | $3043845.15   | 0.32%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: ARS/USD SETTLE 2026-08-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AR        |           1 | NC      | $55780.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oman Sovereign Sukuk SAOC                                                                     | OMAN SOVEREIGN SUKUK CO 144A 4.525000% 04/17/2033                          | CUSIP: 68204LZZ0<br>LEI: 549300KM6RUZQLK8LU36 | Long             | DBT              | NUSS              | OM        |     2234000 | PA      | $2153828.71   | 0.23%             | 2033-04-17      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/INR SETTLE 2026-04-24                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $1926.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 13.250000% 02/09/2033                                 | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  3994400000 | PA      | $1079083.04   | 0.12%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: PHP/USD SETTLE 2026-05-04                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | PH        |           1 | NC      | $-21630.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                                                         | ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 8.750000% 01/29/2034            | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     2555000 | PA      | $2503900.00   | 0.27%             | 2034-01-29      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                                          | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE MTN 7.200000% 07/02/2031          | CUSIP: N/A<br>LEI: 25490065OSV2524LCR32       | Long             | DBT              | NUSS              | XX        |    36100000 | PA      | $366295.18    | 0.04%             | 2031-07-02      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| BRK:DB - DEUB US DV                                                                           | BRK:DB - DEUB US DV EUR P/HUF C                                            | CUSIP: EUHUP98M7<br>LEI: N/A                  | N/A              | DFE              |  | US        |      180000 | NC      | $30457.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republica de El Salvador                                                                      | REPUBLIC OF EL SALVADOR 8.625000% 02/28/2029                               | CUSIP: P01012BX3<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1600000 | PA      | $1664384.00   | 0.18%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.125000% 08/15/2040                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 23545000000 | PA      | $1404983.05   | 0.15%             | 2040-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2026-04-06                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $139.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | FED REPUBLIC OF BRAZIL 7.250000% 01/12/2056                                | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2550000 | PA      | $2497215.00   | 0.27%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 6.125000% 12/11/2037                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     1182000 | PA      | $1097924.34   | 0.12%             | 2037-12-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                                   | REPUBLIC OF NIGERIA 8.630800% 01/13/2036                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $208327.79    | 0.02%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                                                            | FX Forward Contract: ZAR/USD SETTLE 2026-12-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $-1931.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT 0.000000% 02/01/2034                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     2087300 | PA      | $893135.24    | 0.10%             | 2034-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                                    | REPUBLIC OF SRI LANKA 3.600000% 02/15/2038                                 | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     2277662 | PA      | $2010013.94   | 0.21%             | 2038-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                   | FX Forward Contract: BRL/USD SETTLE 2026-05-05                             | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | BR        |           1 | NC      | $3269.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 8.375000% 09/15/2026                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 13515000000 | PA      | $802016.98    | 0.09%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                                                   | FX Forward Contract: INR/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |           1 | NC      | $-48223.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Telekom Srbija ad, Beograd                                                                    | TELECOMMUNICATIONS CO TELEKOM SRBIJA AD BELGRADE 7.000000% 10/28/2029      | CUSIP: X9300AAA7<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | NUSS              | RS        |      200000 | PA      | $196498.08    | 0.02%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/ZAR SETTLE 2026-12-03                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $11798.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:CZKPRIBR6M                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | CZ        |   100000000 | NC      | $-45961.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                                                   | FX Forward Contract: INR/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |           1 | NC      | $-28251.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                   | FX Forward Contract: BRL/USD SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | BR        |           1 | NC      | $-15609.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: KZT/USD SETTLE 2026-04-30                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | RO        |           1 | NC      | $165233.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                                                           | DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 6.150000% 05/17/2038            | CUSIP: 25714PFH6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2270000 | PA      | $2146398.50   | 0.23%             | 2038-05-17      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: RSD/EUR SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RS        |           1 | NC      | $4388.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEXICO GOVERNMENT INTERNATIONAL BOND MTN 5.750000% 10/12/2110              | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      240000 | PA      | $194844.00    | 0.02%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | US TREASURY FRN VARIABLE RATE 10/31/2027                                   | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |     3000000 | PA      | $3003785.31   | 0.32%             | 2027-10-31      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | POLAND GOVERNMENT BOND 1.250000% 10/25/2030                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    18000000 | PA      | $4066203.11   | 0.43%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/MYR SETTLE 2026-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $676.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                                                 | FX Forward Contract: THB/USD SETTLE 2026-04-07                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $-141081.21   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BROKER - JPM                                                                                  | BROKER - JPM REF - ZAMBIA                                                  | CUSIP: TRS9802S8<br>LEI: N/A                  | N/A              | DE               |  | ZM        |      950000 | NC      | $-79.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Commonwealth of The Bahamas                                                               | BAHAMAS GOVERNMENT INTERNATIONAL BOND 144A 8.250000% 06/24/2036            | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      850000 | PA      | $906805.50    | 0.10%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Republique du Congo                                                                           | REPUBLIC OF CONGO 9.875000% 11/07/2032                                     | CUSIP: N/A<br>LEI: 529900BXT90HR4QTB688       | Long             | DBT              | NUSS              | CG        |      600000 | PA      | $560225.36    | 0.06%             | 2032-11-07      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                                                            | FX Forward Contract: ZAR/USD SETTLE 2026-12-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $-3840.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                              | REF: BA INDEX BRK: DEUTSCHE BANK                                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              |  | ZA        |     6400000 | NC      | $6716.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 4.150000% 10/24/2030                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1020000 | PA      | $205010.10    | 0.02%             | 2030-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: KZT/USD SETTLE 2026-04-30                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | RO        |           1 | NC      | $170208.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Pertamina Hulu Energi                                                                      | PERTAMINA HULU ENERGI PT 144A 5.250000% 05/21/2030                         | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | NUSS              | ID        |     1538000 | PA      | $1541729.10   | 0.16%             | 2030-05-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA INVESTMNT ISSUE 4.119000% 11/30/2034                              | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1248000 | PA      | $318280.70    | 0.03%             | 2034-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| USD P/ZAR C                                                                                   | USD P/ZAR C EXPIRATION: 05/22/2026                                         | CUSIP: USZAP98V3<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -8400000 | NC      | $-4469.69     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/MXN SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $-3204.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $51769.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                       | REF: THOR INDEX BRK: GOLDMAN SACHS                                         | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | TH        |   110700000 | NC      | $43922.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                             | KENYA INFRASTUCTURE BOND 12.257000% 01/05/2037                             | CUSIP: BN3671870<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    18200000 | PA      | $145207.40    | 0.02%             | 2037-01-05      | Fixed         | 12.26%                | No            |                  2 | On Loan: No      |
| United States of America                                                                      | US 10YR NOTE (CBT)JUN26 FINANCIAL COMMODITY FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -11 | NC      | $-1221515.63  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/HUF SETTLE 2026-04-08                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-13451.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | PERU GOVERNMENT BOND 144A 7.600000% 08/12/2039                             | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     5350000 | PA      | $1583217.92   | 0.17%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Joint-Stock Commercial Bank Agrobank                                                          | JSCB AGROBANK 9.250000% 10/02/2029                                         | CUSIP: N/A<br>LEI: 254900JPMU0LFCP18673       | Long             | DBT              | NUSS              | UZ        |      300000 | PA      | $320506.59    | 0.03%             | 2029-10-02      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                   | FX Forward Contract: BRL/USD SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | BR        |           1 | NC      | $-10718.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                              | BRASKEM NETHERLANDS FINANCE BV 8.500000% 01/12/2031                        | CUSIP: N15516AH5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | NUSS              | BR        |     1140000 | PA      | $540770.40    | 0.06%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/PLN SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-362.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: RSD/EUR SETTLE 2026-04-30                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RS        |           1 | NC      | $7324.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                           | NIGERIA OMO BILL ZERO COUPON 09/22/2026                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NG        |  2931047000 | PA      | $1941090.65   | 0.21%             | 2026-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                           | THAILAND GOVERNMENT BOND 2.410000% 03/17/2035                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    44400000 | PA      | $1371210.34   | 0.15%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond LTD                                                                            | LEVIATHAN BOND LTD 144A 6.750000% 06/30/2030                               | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | NUSS              | IL        |      393849 | PA      | $400158.46    | 0.04%             | 2030-06-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/PEN SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $29787.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delphos Securities SARL                                                                       | DELPHOS SECURITIES SARL - COMPARTMENT BERNINA MTN 7.625000% 04/08/2035     | CUSIP: N/A<br>LEI: 2138009URW4RUTSQ7O74       | Long             | DBT              | NUSS              | LU        |     1500000 | PA      | $1636333.25   | 0.17%             | 2035-04-08      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/KZT SETTLE 2026-04-30                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $-72163.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Threelands Energy Ltd S.a r.l.                                                                | THREELANDS ENERGY LTD SARL 144A 7.450000% 10/20/2035                       | CUSIP: 88580LAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |      820000 | PA      | $830004.00    | 0.09%             | 2035-10-20      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                                  | Petroleos de Venezuela SA 6.000000% 10/28/2022                             | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |     1800000 | PA      | $536040.00    | 0.06%             | 2022-10-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:CNRR007                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | CN        |    19000000 | NC      | $-5858.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: MXN/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | MX        |           1 | NC      | $-425.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: RON/USD SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | RO        |           1 | NC      | $-1016.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $514.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                                        | KAZAKH GOV BOND - MEUKAM 11.050000% 01/28/2037                             | CUSIP: BT7953834<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    92000000 | PA      | $145612.97    | 0.02%             | 2037-01-28      | Fixed         | 11.05%                | No            |                  2 | On Loan: No      |
| HSBC Bank N.A.                                                                                | REF: MIBOR INDEX BRK: HSBC                                                 | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DIR              |  | IN        |   250000000 | NC      | $-71104.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK:DEUTSCHE BANK SEC FI US                                                                   | BRK:DEUTSCHE BANK SEC FI US USD P/CLP C                                    | CUSIP: USCLP98X1<br>LEI: N/A                  | N/A              | DFE              |  | US        |     3400000 | NC      | $7056.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Uzbekistan                                                                        | UZBEKISTAN INTL BOND 6.947400% 05/25/2032                                  | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |      400000 | PA      | $417937.96    | 0.04%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.125000% 06/15/2042                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  5650000000 | PA      | $337099.73    | 0.04%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                                                   | FX Forward Contract: INR/USD SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |           1 | NC      | $-66278.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/KZT SETTLE 2026-04-30                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $-8038.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                                                            | FX Forward Contract: ZAR/USD SETTLE 2026-12-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $-16895.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                                                  | FX Forward Contract: PLN/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |           1 | NC      | $-7018.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/CNY SETTLE 2026-06-08                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $484.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: RON/EUR SETTLE 2026-04-16                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | RO        |           1 | NC      | $9141.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | REPUBLIC OF COLOMBIA 3.125000% 04/15/2031                                  | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2198000 | PA      | $1872827.88   | 0.20%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 4.250000% 04/28/2036                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2150000 | PA      | $386112.93    | 0.04%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: ARS/USD SETTLE 2027-02-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AR        |           1 | NC      | $31883.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | REF: CLICP INDEX BRK: BANK OF AMERICA                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | CL        |  1200000000 | NC      | $8571.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | BONOS DE TESORERIA 6.900000% 08/12/2037                                    | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     3515000 | PA      | $997546.03    | 0.11%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                       | REF: MIBOR INDEX BRK: JPMORGAN                                             | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              |  | IN        |   908000000 | NC      | $-179705.99   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                           | KAZAKH GOV BOND - MEUKAM 15.180000% 02/05/2032                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KZ        |   157500000 | PA      | $322344.19    | 0.03%             | 2032-02-05      | Fixed         | 15.18%                | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:MXIBTIEF                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | MX        |    64000000 | NC      | $-71422.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan                                                                        | REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND 144A 15.500000% 02/25/2028       | CUSIP: 91824PAD9<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 36240000000 | PA      | $3172551.79   | 0.34%             | 2028-02-25      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                                                | REPUBLICA ORIENT URUGUAY 5.750000% 10/28/2034                              | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     4718729 | PA      | $4925409.33   | 0.53%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: KZT/USD SETTLE 2026-11-13                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | RO        |           1 | NC      | $64554.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:COOVIBR                                          | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | CO        | 12700000000 | NC      | $-112588.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 3.502000% 05/31/2027                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     9950000 | PA      | $2468331.99   | 0.26%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/ZAR SETTLE 2026-12-03                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $6022.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEX BONOS DESARR FIX RT 7.750000% 11/23/2034                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     1154200 | PA      | $58499.77     | 0.01%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                                        | REPUBLIC OF KAZAKHSTAN 5.500000% 07/01/2037                                | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |      829000 | PA      | $832424.21    | 0.09%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Central del Uruguay                                                                     | URU MONETARY REG BILL ZERO COUPON 07/31/2026                               | CUSIP: YM5105189<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |    39869000 | PA      | $960996.79    | 0.10%             | 2026-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Telecommunications Services of Trinidad and Tobago Limited                                    | TELECOMMUNICATIONS SERVICES OF TRINIDAD & TOBAGO L 8.875000% 10/18/2029    | CUSIP: P90301AA3<br>LEI: 5299007N4G3EZWXAMB76 | Long             | DBT              | NUSS              | TT        |      610000 | PA      | $616100.00    | 0.07%             | 2029-10-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/IDR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-537.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barbados                                                                                      | BARBADOS GOVERNMENT INTERNATIONAL BOND 144A 8.000000% 06/26/2035           | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     1500000 | PA      | $1518870.00   | 0.16%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                        | ASIAN DEVELOPMENT BANK MTN 4.500000% 05/30/2028                            | CUSIP: Y0338UNB1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     3000000 | PA      | $840194.72    | 0.09%             | 2028-05-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republica de Angola                                                                           | ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 9.244000% 01/15/2031             | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |      200000 | PA      | $202399.35    | 0.02%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                       | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.625000% 10/04/2047               | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     2900000 | PA      | $2384943.96   | 0.25%             | 2047-10-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: KZT/USD SETTLE 2026-04-30                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | RO        |           1 | NC      | $4144.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/INR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $12341.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REF: MIBOR INDEX                                                                              | REF: MIBOR INDEX BRK: SCB SECURITIES                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | IN        |   336920000 | NC      | $-74602.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/RON SETTLE 2026-06-05                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-3693.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/EGP SETTLE 2026-04-30                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $21508.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: JPY/USD SETTLE 2026-07-01                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | JP        |           1 | NC      | $-47956.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                   | FX Forward Contract: BRL/USD SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | BR        |           1 | NC      | $-8426.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                                 | REF: SONIA INDEX BRK: CITIGROUP                                            | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DIR              |  | GB        |     2500000 | NC      | $105168.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEKOM SRBIJA AD B EUR                                                                       | TELEKOM SRBIJA AD B EUR 6/13/2029                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | RS        |     1000000 | PA      | $1140684.41   | 0.12%             | 2029-06-13      | Floating      | 7.97%                 | No            |                  3 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 4.125000% 07/09/2035                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     6528895 | PA      | $4700804.40   | 0.50%             | 2035-07-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                  | FX Forward Contract: MXN/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $-50099.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                                                   | EXPORT-IMPORT BANK OF INDIA MTN 3.250000% 01/15/2030                       | CUSIP: 30216KAE2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |      660000 | PA      | $628179.20    | 0.07%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 5.500000% 04/15/2026                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   574000000 | PA      | $33623.76     | 0.00%             | 2026-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC                                                                                          | FX Forward Contract: TRY/USD SETTLE 2026-04-30                             | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | TR        |           1 | NC      | $-1764.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 3.582000% 07/15/2032                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    11997000 | PA      | $2967309.36   | 0.32%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:FIXED 4.96%                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | CL        |  4100000000 | NC      | $3449.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | REPUBLIC OF POLAND 5.500000% 04/04/2053                                    | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      100000 | PA      | $92564.39     | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/HUF SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $2677.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEX BONOS DESARR FIX RT 8.500000% 03/01/2029                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   134500000 | PA      | $7467558.68   | 0.80%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/BRL SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $-39729.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                             | REPUBLIC OF GHANA 5.000000% 07/03/2029                                     | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      513891 | PA      | $489238.02    | 0.05%             | 2029-07-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | US TREASURY FRN VARIABLE RATE 01/31/2028                                   | CUSIP: 91282CPX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |     5500000 | PA      | $5499694.09   | 0.59%             | 2028-01-31      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/ZAR SETTLE 2026-12-03                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $14306.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LIMITED                                                                    | ESKOM HOLDINGS MTN 7.500000% 09/15/2033                                    | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | NUSS              | ZA        |    35000000 | PA      | $1799958.96   | 0.19%             | 2033-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                                        | KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 144A 5.000000% 07/01/2032         | CUSIP: 486661BN0<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     1639000 | PA      | $1633556.36   | 0.17%             | 2032-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2026-04-08                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $10801.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REF: MIBOR INDEX                                                                              | REF: MIBOR INDEX BRK: SCB SECURITIES                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | IN        |   332285000 | NC      | $-70353.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/INR SETTLE 2026-04-24                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $4200.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: ZAR/USD SETTLE 2026-04-24                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | ZA        |           1 | NC      | $-24328.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republika e Shqiperise                                                                        | REPUBLIC OF ALBANIA 4.750000% 02/14/2035                                   | CUSIP: N/A<br>LEI: 254900EDM43U3SGRND29       | Long             | DBT              | NUSS              | AL        |      280000 | PA      | $315737.48    | 0.03%             | 2035-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: HUF/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | HU        |           1 | NC      | $253.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: CLP/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | CL        |           1 | NC      | $-12144.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ceska republika                                                                               | CZECH REPUBLIC 2.750000% 07/23/2029                                        | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    50000000 | PA      | $2232690.28   | 0.24%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.125000% 06/15/2043                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  5498000000 | PA      | $327746.80    | 0.03%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BANGLADESH TAKA                                                                               | FX Forward Contract: BDT/USD SETTLE 2026-09-21                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BD        |           1 | NC      | $1916.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: CNY/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | CN        |           1 | NC      | $130.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                                  | Petroleos de Venezuela SA 6.000000% 11/15/2026                             | CUSIP: P7807HAR6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |      178279 | PA      | $60900.11     | 0.01%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT TREASURY BILL ZERO COUPON 09/08/2026                                 | CUSIP: YL8672435<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    26975000 | PA      | $445496.69    | 0.05%             | 2026-09-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: COP/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |           1 | NC      | $18749.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/INR SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $32779.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/INR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $2169.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:CZKPRIBR6M                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | CZ        |    40500000 | NC      | $-28430.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2026-05-04                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-14543.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 11.500000% 07/25/2046                                 | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1665700000 | PA      | $408509.68    | 0.04%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.750000% 07/15/2035                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 13615000000 | PA      | $792729.56    | 0.08%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY GOVERNMENT BOND 3.250000% 10/22/2031                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   150000000 | PA      | $369241.07    | 0.04%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                                                   | FX Forward Contract: INR/USD SETTLE 2026-07-31                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |           1 | NC      | $-49863.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                                                              | FX Forward Contract: IDR/USD SETTLE 2026-04-10                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |           1 | NC      | $-391.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/CZK SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $474.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | REPUBLIC OF COLOMBIA 5.000000% 06/15/2045                                  | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     7098000 | PA      | $5090046.78   | 0.54%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                  | FX Forward Contract: MXN/USD SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $-1172.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                   | FX Forward Contract: BRL/USD SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | BR        |           1 | NC      | $2718.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                                                           | DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 5.875000% 10/28/2035            | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2534000 | PA      | $2406159.70   | 0.26%             | 2035-10-28      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Electrica Nacional S.A.                                                           | CA LA ELECTRICIDAD DE CARACAS VARIABLE RATE 04/10/2018                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | VE        |     1479000 | PA      | $444439.50    | 0.05%             | 2059-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/PLN SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $379.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 3.885000% 08/15/2029                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    19000000 | PA      | $4771753.33   | 0.51%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 7.000000% 06/30/2032                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  5842400000 | PA      | $1173622.14   | 0.13%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                                                            | REPUBLIC OF VENEZUELA VARIABLE RATE 10/13/2019                             | CUSIP: P97475AN0<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     6276100 | PA      | $2557510.75   | 0.27%             | 2029-10-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AVENIR ISSUER II (IRELAND) DESIGNATED ACTIVITY COMPANY                                        | REP OF ANGOLA(AVENIR IS) 6.927000% 02/19/2027                              | CUSIP: N/A<br>LEI: 635400VEZIQKZPR7KU35       | Long             | DBT              | NUSS              | AO        |      708571 | PA      | $692629.57    | 0.07%             | 2027-02-19      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: AZN/USD SETTLE 2026-06-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AZ        |           1 | NC      | $7196.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: ZAR/USD SETTLE 2026-05-28                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | ZA        |           1 | NC      | $-55226.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| USD P/KRW C                                                                                   | USD P/KRW C EXPIRATION: 04/23/2026                                         | CUSIP: USKRP9809<br>LEI: N/A                  | N/A              | DFE              |  | US        |     6800000 | NC      | $6695.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: KZT/USD SETTLE 2026-11-13                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | RO        |           1 | NC      | $239881.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/INR SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $4338.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | ARAB REPUBLIC OF EGYPT 8.700200% 03/01/2049                                | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     3849000 | PA      | $3366775.88   | 0.36%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                                  | PETROLEOS DE VENEZUELA SA VARIABLE RATE 04/12/2037                         | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |     1444000 | PA      | $482584.80    | 0.05%             | 2037-04-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | REF: BUBOR INDEX BRK: BANK OF AMERICA                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | HU        |   800000000 | NC      | $-98493.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/PEN SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1162.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | REF: BUBOR INDEX BRK: BANK OF AMERICA                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | HU        |   600000000 | NC      | $-52613.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DAE Sukuk (DIFC) Ltd                                                                          | DAE SUKUK DIFC LTD MTN 4.500000% 10/16/2030                                | CUSIP: 23302JAC9<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | NUSS              | AE        |      427000 | PA      | $407356.12    | 0.04%             | 2030-10-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 5.248000% 09/15/2028                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1528000 | PA      | $394928.07    | 0.04%             | 2028-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                      | Credit Default Swap                                                        | CUSIP: CDS9842W1<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |     2300000 | NC      | $83229.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                          | FX Forward Contract: THB/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | TH        |           1 | NC      | $-44555.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: ZAR/USD SETTLE 2026-08-13                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | ZA        |           1 | NC      | $-25367.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                       | BRK: JPM REF: ZAMBIA 06/28/2026                                            | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               |  | ZM        |    11756000 | NC      | $86172.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BROKER - JPM                                                                                  | BROKER - JPM PAY - THB - THAI OVERNIGHT REPURCHASE RATE (THOR)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | TH        |    33550000 | NC      | $-15619.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.875000% 04/15/2029                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 19419000000 | PA      | $1151871.33   | 0.12%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                       | BRK - JPM REF - ZAMBIA                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               |  | ZM        |     2400000 | NC      | $8764.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 7.350000% 04/28/2031                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     4165000 | PA      | $949306.32    | 0.10%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN SUM                                                                                | FX Forward Contract: UZS/USD SETTLE 2027-07-16                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $52942.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2026-05-04                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $8157.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                      | Credit Default Swap                                                        | CUSIP: CDS983JL9<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |     5000000 | NC      | $7894.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS Capital Limited                                                                      | PETRONAS CAPITAL LTD MTN 4.950000% 01/03/2031                              | CUSIP: Y68856BD7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | NUSS              | MY        |     1716000 | PA      | $1753839.14   | 0.19%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                                            | ZAMBIA GOVERNMENT BOND 19.000000% 08/18/2035                               | CUSIP: YL1354452<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     2372000 | PA      | $134759.57    | 0.01%             | 2035-08-18      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                              | BRASKEM NETHERLANDS FINANCE BV 8.500000% 01/12/2031                        | CUSIP: N15516AH5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | NUSS              | BR        |      210000 | PA      | $99615.60     | 0.01%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BROKER - SOCGEN                                                                               | BROKER - SOCGEN PAY - 6M BUBOR                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | HU        |   680000000 | NC      | $-87096.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                                                   | IVORY COAST 6.625000% 03/22/2048                                           | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     1450000 | PA      | $1442094.52   | 0.15%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-10419.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                                                 | FX Forward Contract: THB/USD SETTLE 2026-05-06                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $-148822.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2026-05-05                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $69183.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 13.250000% 02/09/2033                                 | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  4648900000 | PA      | $1255895.54   | 0.13%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                             | REPUBLIC OF KENYA 7.000000% 05/22/2027                                     | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |      133333 | PA      | $132424.67    | 0.01%             | 2027-05-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | REPUBLIC OF TURKIYE 6.300000% 03/14/2033                                   | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     4412000 | PA      | $4173015.20   | 0.45%             | 2033-03-14      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.875000% 04/13/2042            | CUSIP: BQ4352952<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5305000 | PA      | $3820146.88   | 0.41%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY: FIXED 10.97%                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | CO        |  2900000000 | NC      | $6203.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USD P/ZAR C                                                                                   | USD P/ZAR C EXPIRATION: 08/11/2026                                         | CUSIP: USZAP98J5<br>LEI: N/A                  | N/A              | DFE              |  | US        |     3400000 | NC      | $19701.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: HUF/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | HU        |           1 | NC      | $-5215.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: GHS/USD SETTLE 2026-04-14                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | GH        |           1 | NC      | $10863.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Joint-Stock Cornpany Uzbekneftegaz                                                            | UZBEKNEFTEGAZ JSC 8.750000% 05/07/2030                                     | CUSIP: N/A<br>LEI: 213800LUZJZFLJD4MJ51       | Long             | DBT              | NUSS              | UZ        |     1000000 | PA      | $1054460.73   | 0.11%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: ARS/USD SETTLE 2026-11-19                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AR        |           1 | NC      | $11674.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $7047.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VEB FINANCE PUBLIC LIMITED COMPANY                                                            | VNESHECONOMBANK VIA VEB FINANCE PLC 144A 6.800000% 11/22/2025              | CUSIP: 91821XAD5<br>LEI: 635400KYY8E2NCZXJ191 | Long             | DBT              | NUSS              | RU        |      150000 | PA      | $7500.00      | 0.00%             | 2026-06-30      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                                              | FX Forward Contract: PEN/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |           1 | NC      | $3524.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/CZK SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1347.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT GOVERNMENT BOND 24.458000% 10/01/2027                                | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    13300000 | PA      | $242786.32    | 0.03%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 13.250000% 02/09/2033                                 | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  8000000000 | PA      | $2161191.75   | 0.23%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                                  | PETROLEOS DE VENEZUELA SA VARIABLE RATE 04/12/2027                         | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |     3505500 | PA      | $1164877.65   | 0.12%             | 2027-04-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | NOTA DO TESOURO NACIONAL 6.000000% 08/15/2050                              | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |      271000 | PA      | $208423.35    | 0.02%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LIMITED                                                                       | MUTHOOT FINANCE LTD MTN 5.750000% 08/04/2030                               | CUSIP: 62828L2F9<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | NUSS              | IN        |      778000 | PA      | $746482.35    | 0.08%             | 2030-08-04      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                                                   | IVORY COAST 8.250000% 01/30/2037                                           | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      338000 | PA      | $346708.40    | 0.04%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: THB/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | TH        |           1 | NC      | $-165980.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Yinson Boronia Production B.V.                                                                | YINSON BORONIA PRODUCTION BV 8.947000% 07/31/2042                          | CUSIP: N9733XAA5<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | NUSS              | BR        |      825741 | PA      | $893897.66    | 0.10%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Republica de El Salvador                                                                      | REPUBLIC OF EL SALVADOR 7.124600% 01/20/2050                               | CUSIP: P01012CA2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1930000 | PA      | $1613287.00   | 0.17%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                             | REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 14 8.700000% 02/26/2039    | CUSIP: 491798AS3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1169000 | PA      | $1058043.02   | 0.11%             | 2039-02-26      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                                            | KINGDOM OF BAHRAIN 7.000000% 10/12/2028                                    | CUSIP: N/A<br>LEI: 54930065PJIB53WWMP12       | Long             | DBT              | NUSS              | BH        |      382000 | PA      | $380575.89    | 0.04%             | 2028-10-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                             | KENYA INFRASTUCTURE BOND 12.500000% 01/10/2033                             | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |   109100000 | PA      | $863168.35    | 0.09%             | 2033-01-10      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Corporacion Andina de Fomento                                                                 | CORP ANDINA DE FOMENTO MTN 7.700000% 03/06/2029                            | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | NUSS              | XX        |   190000000 | PA      | $1967091.26   | 0.21%             | 2029-03-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                                                   | IVORY COAST GOVERNMENT INTERNATIONAL BOND 144A 8.250000% 01/30/2037        | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      329000 | PA      | $337552.27    | 0.04%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | REPUBLIC OF INDONESIA 4.200000% 10/15/2050                                 | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      529000 | PA      | $409458.90    | 0.04%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 7.50000% 10/18/2034                                   | CUSIP: P6S32JS68<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  6552800000 | PA      | $1260766.96   | 0.13%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 3.900000% 11/30/2026                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2864000 | PA      | $711267.18    | 0.08%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:CZKPRIBR6M                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | CZ        |    40000000 | NC      | $-17513.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                                                              | FX Forward Contract: IDR/USD SETTLE 2026-04-10                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |           1 | NC      | $-13161.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: PLN/USD SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | PA        |           1 | NC      | $158.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                  | FX Forward Contract: MXN/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $-2482.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK:DB - DEUB US DV                                                                           | BRK:DB - DEUB US DV EUR P/HUF C                                            | CUSIP: EUHUP98J1<br>LEI: N/A                  | N/A              | DFE              |  | US        |      170000 | NC      | $18350.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/RON SETTLE 2026-06-05                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-3645.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                                    | FX Forward Contract: KRW/USD SETTLE 2026-04-16                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $-4254.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: RON/EUR SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | RO        |           1 | NC      | $160.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                             | REPUBLIC OF KENYA 9.750000% 02/16/2031                                     | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |     1998000 | PA      | $2047825.48   | 0.22%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.125000% 06/15/2038                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 28904000000 | PA      | $1721204.01   | 0.18%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                                   | NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051             | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     2200000 | PA      | $2110662.64   | 0.23%             | 2051-09-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                                            | REPUBLIC OF ZAMBIA 5.750000% 06/30/2033                                    | CUSIP: V7179UML0<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      450421 | PA      | $422224.57    | 0.05%             | 2033-06-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.500000% 05/15/2038                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 16739000000 | PA      | $1029289.18   | 0.11%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/PLN SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $570.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                                   | REPUBLIC OF PHILIPPINES 5.000000% 01/27/2036                               | CUSIP: 718286DK0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      469000 | PA      | $456321.48    | 0.05%             | 2036-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                                    | FX Forward Contract: KRW/USD SETTLE 2026-04-16                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $-40650.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEX BONOS DESARR FIX RT 8.000000% 07/31/2053                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    65873000 | PA      | $3021362.28   | 0.32%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                             | KENYA INFRASTUCTURE BOND 18.460700% 08/09/2032                             | CUSIP: ZF5882211<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    32950000 | PA      | $310090.41    | 0.03%             | 2032-08-09      | Fixed         | 18.46%                | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/INR SETTLE 2026-04-24                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $2497.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | REPUBLIC OF TURKIYE 6.875000% 01/14/2038                                   | CUSIP: 900123DU1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1400000 | PA      | $1309227.36   | 0.14%             | 2038-01-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 8.250000% 09/29/2032                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2470000 | PA      | $584806.82    | 0.06%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Banco Central del Uruguay                                                                     | URU MONETARY REG BILL ZERO COUPON 06/05/2026                               | CUSIP: P08097MR8<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |     2050000 | PA      | $49868.35     | 0.01%             | 2026-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/EUR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $-10195.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: TRY/USD SETTLE 2026-09-16                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | TR        |           1 | NC      | $-9996.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of eSwatini                                                                           | ESWATINI GOVERNMENT BOND MTN 12.175000% 08/01/2030                         | CUSIP: YM8163854<br>LEI: 2549002J8BB66THYB069 | Long             | DBT              | NUSS              | SZ        |     7000000 | PA      | $403034.13    | 0.04%             | 2030-08-01      | Fixed         | 12.18%                | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/KRW SETTLE 2026-04-27                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $64971.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | BONOS DE TESORERIA 5.350000% 08/12/2040                                    | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     3500000 | PA      | $836769.20    | 0.09%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | REPUBLIC OF TURKIYE 4.875000% 04/16/2043                                   | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      400000 | PA      | $281081.59    | 0.03%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.125000% 06/15/2043                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 43549000000 | PA      | $2596043.16   | 0.28%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: HUF/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | HU        |           1 | NC      | $25188.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $273.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANGLADESH TAKA                                                                               | FX Forward Contract: BDT/USD SETTLE 2026-10-22                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BD        |           1 | NC      | $4599.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/USD SETTLE 2026-05-26                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-34156.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pakistan Water and Power Development Authority                                                | PAKISTAN WATER & POWER 7.500000% 06/04/2031                                | CUSIP: N/A<br>LEI: 213800UA74QOTK6IES10       | Long             | DBT              | NUSS              | PK        |      200000 | PA      | $177590.28    | 0.02%             | 2031-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republica Del Paraguay                                                                        | REPUBLIC OF PARAGUAY 4.950000% 04/28/2031                                  | CUSIP: P75744AJ4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      438000 | PA      | $436029.00    | 0.05%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Aegea Finance S.a r.l.                                                                        | AEGEA FINANCE SARL 144A 7.625000% 01/20/2036                               | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | NUSS              | BR        |     1175000 | PA      | $1018522.31   | 0.11%             | 2036-01-20      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: HUF/USD SETTLE 2026-04-08                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | HU        |           1 | NC      | $-143.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/EUR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $-311.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLARIS RENEWABLE ENERGY INC.                                                                 | POLARIS RENEWABLE ENERGY INC 9.500000% 12/03/2029                          | CUSIP: N/A<br>LEI: 254900IRAKXV4MM4QF30       | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $257500.00    | 0.03%             | 2029-12-03      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 8.000000% 04/29/2030                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    19350000 | PA      | $4514972.51   | 0.48%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/PHP SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $109654.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                                   | REPUBLIC OF PHILIPPINES 1.950000% 01/06/2032                               | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     4736000 | PA      | $4047200.61   | 0.43%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 3.733000% 06/15/2028                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2691000 | PA      | $671482.15    | 0.07%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: HUF/EUR SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | HU        |           1 | NC      | $-10989.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TANZANIA UNITED REPUBLIC                                                                      | TANZANIA UNITED REPUBLIC 1/15/2032                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     2375000 | PA      | $2363769.24   | 0.25%             | 2032-01-15      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/ZAR SETTLE 2026-12-03                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $15520.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USD C/BRL P                                                                                   | USD C/BRL P EXPIRATION: 04/29/2026                                         | CUSIP: USBRC9859<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -6900000 | NC      | $-22353.81    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: ZAR/USD SETTLE 2026-05-28                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | ZA        |           1 | NC      | $-30257.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production B.V.                                                               | YINSON BERGENIA PRODUCTION BV 144A 8.498000% 01/31/2045                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | NUSS              | BR        |      296010 | PA      | $312007.43    | 0.03%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| UZBEKISTAN SUM                                                                                | FX Forward Contract: UZS/USD SETTLE 2026-11-20                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $36705.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                          | FX Forward Contract: TRY/USD SETTLE 2026-05-13                             | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | TR        |           1 | NC      | $-631.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                           | THAILAND GOVERNMENT BOND 2.000000% 06/17/2042                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    44962000 | PA      | $1182134.77   | 0.13%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                                          | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE MTN 6.650000% 06/30/2033          | CUSIP: N/A<br>LEI: 25490065OSV2524LCR32       | Long             | DBT              | NUSS              | XX        |   220200000 | PA      | $2138370.65   | 0.23%             | 2033-06-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 3.519000% 04/20/2028                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    10763000 | PA      | $2673389.83   | 0.29%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| BROKER - JPM                                                                                  | BROKER - JPM REF - ZAMBIA                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZM        |     1400000 | NC      | $7.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: CZK/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | CZ        |           1 | NC      | $-13033.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government of Mongolia                                                                        | MONGOLIA INTL BOND 6.625000% 02/25/2030                                    | CUSIP: Y6142NAJ7<br>LEI: 254900PW61ADCBDCLP71 | Long             | DBT              | NUSS              | MN        |      400000 | PA      | $404638.13    | 0.04%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| USD P/ZAR C                                                                                   | USD P/ZAR C EXPIRATION: 12/01/2026                                         | CUSIP: USZAP98C6<br>LEI: N/A                  | N/A              | DFE              |  | US        |     3300000 | NC      | $177995.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Kazakhstan                                                                        | KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 144A 4.412000% 10/28/2030         | CUSIP: 486661BQ3<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      400000 | PA      | $391660.56    | 0.04%             | 2030-10-28      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                       | REF: JIBAR INDEX BRK: JPMORGAN                                             | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              |  | ZA        |    43200000 | NC      | $-24838.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 09/23/2055            | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      830000 | PA      | $840958.32    | 0.09%             | 2055-09-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                                    | REPUBLIC OF SRI LANKA 3.350000% 03/15/2033                                 | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      789132 | PA      | $658629.30    | 0.07%             | 2033-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: ILS/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | IL        |           1 | NC      | $-697.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/RON SETTLE 2026-06-05                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-4896.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                   | FX Forward Contract: BRL/USD SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | BR        |           1 | NC      | $-16889.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: RSD/EUR SETTLE 2026-04-30                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RS        |           1 | NC      | $-453.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Panama                                                                           | REPUBLIC OF PANAMA 8.000000% 03/01/2038                                    | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1853000 | PA      | $2121407.05   | 0.23%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republika Srbija                                                                              | REPUBLIC OF SERBIA 6.000000% 06/12/2034                                    | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     2009000 | PA      | $2012169.16   | 0.21%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: CZK/USD SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |           1 | NC      | $-326481.92   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEX BONOS DESARR FIX RT 8.500000% 11/18/2038                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    59955800 | PA      | $3053636.64   | 0.33%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:MXIBTIEF                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | MX        |    25000000 | NC      | $-17147.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                                                | REPUBLICA ORIENT URUGUAY 4.975000% 04/20/2055                              | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      201000 | PA      | $177663.90    | 0.02%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                                    | CHINA GOVERNMENT BOND 1.670000% 05/25/2035                                 | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |    15000000 | PA      | $2153061.90   | 0.23%             | 2035-05-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                                   | REPUBLIC OF PHILIPPINES 5.170000% 10/13/2027                               | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1970000 | PA      | $1995307.57   | 0.21%             | 2027-10-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/HUF SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-21251.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/JPY SETTLE 2026-04-14                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $2537.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                        | FX Forward Contract: GBP/USD SETTLE 2026-04-15                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |           1 | NC      | $-6125.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROKER - JPM                                                                                  | BROKER - JPM PAY - INR OVERNIGHT MIBOR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | IN        |   188750000 | NC      | $-66281.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/ZAR SETTLE 2026-12-03                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $3924.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank N.A.                                                                                | REF: CETIP INDEX BRK: HSBC                                                 | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DIR              |  | BR        |    18400000 | NC      | $168709.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                                    | FX Forward Contract: KRW/USD SETTLE 2026-05-12                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $-363793.30   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/INR SETTLE 2026-04-24                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $17238.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                                   | REPUBLIC OF PHILIPPINES 5.750000% 01/27/2051                               | CUSIP: 718286DL8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      800000 | PA      | $788322.71    | 0.08%             | 2051-01-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY GOVERNMENT BOND 3.000000% 10/27/2038                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    73070000 | PA      | $144441.92    | 0.02%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                                        | KAZAKH GOV BOND - MEUKAM 14.000000% 02/13/2035                             | CUSIP: YR7244837<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |  1090000000 | PA      | $2104045.79   | 0.22%             | 2035-02-13      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | PERU GOVERNMENT BOND 144A 7.300000% 08/12/2033                             | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     1749000 | PA      | $548302.52    | 0.06%             | 2033-08-12      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/EUR SETTLE 2026-04-14                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $5604.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 7.650000% 07/27/2031                               | CUSIP: X5S007QE0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6970000 | PA      | $1605862.09   | 0.17%             | 2031-07-27      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Republique Gabonaise                                                                          | REPUBLIC OF GABON 7.000000% 11/24/2031                                     | CUSIP: N/A<br>LEI: 213800XA7X746GRPXA35       | Long             | DBT              | NUSS              | GA        |      647000 | PA      | $533515.69    | 0.06%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:FIXED 3.7%                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | PL        |    25700000 | NC      | $88893.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| USD P/INR C                                                                                   | USD P/INR C EXPIRATION: 08/21/2026                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -9900000 | NC      | $-7518.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Televisa, S.A.B.                                                                        | GRUPO TELEVISA SAB 5.250000% 05/24/2049                                    | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | NUSS              | MX        |      438000 | PA      | $268784.84    | 0.03%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                       | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.375000% 01/12/2031               | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      400000 | PA      | $391880.03    | 0.04%             | 2031-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republica de Panama                                                                           | REPUBLIC OF PANAMA 4.500000% 04/16/2050                                    | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      450000 | PA      | $341347.50    | 0.04%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: COP/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | CO        |           1 | NC      | $545.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/HUF SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2461.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                           | REPUBLIC OF ARGENTINA VARIABLE RATE 12/15/2035                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AR        |     5332494 | PA      | $619465.42    | 0.07%             | 2035-12-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: ZAR/USD SETTLE 2026-05-28                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | ZA        |           1 | NC      | $-59768.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 8.625000% 02/04/2030               | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     1895000 | PA      | $1958490.33   | 0.21%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 2.632000% 04/15/2031                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     9526000 | PA      | $2263121.75   | 0.24%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | FED REPUBLIC OF BRAZIL 4.750000% 01/14/2050                                | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      505000 | PA      | $364307.00    | 0.04%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-468.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USD P/ZAR C                                                                                   | USD P/ZAR C EXPIRATION: 5/22/26                                            | CUSIP: USZAP9843<br>LEI: N/A                  | N/A              | DFE              |  | US        |     7000000 | NC      | $14133.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 6.000000% 04/28/2028                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  7790300000 | PA      | $1841670.79   | 0.20%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:4.64%                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | CL        |  4100000000 | NC      | $30477.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/INR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3648.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.375000% 08/15/2028                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  3995000000 | PA      | $235480.38    | 0.03%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | POLAND GOVERNMENT BOND 5.000000% 10/25/2034                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     8286000 | PA      | $2113864.81   | 0.23%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: CZK/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | CZ        |           1 | NC      | $-470.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                             | REF: CETIP INDEX BRK: BARCLAYS                                             | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DIR              |  | BR        |    11400000 | NC      | $-13502.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | FED REPUBLIC OF BRAZIL 6.250000% 05/22/2036                                | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1489000 | PA      | $1458475.50   | 0.16%             | 2036-05-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | REPUBLIC OF INDONESIA 5.650000% 01/11/2053                                 | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1791000 | PA      | $1717822.14   | 0.18%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: CLP/USD SETTLE 2026-05-20                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | CL        |           1 | NC      | $-32985.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                                   | NIGERIA GOVERNMENT INTERNATIONAL BOND 144A 9.129700% 01/13/2046            | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      500000 | PA      | $521737.58    | 0.06%             | 2046-01-13      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | POLAND GOVERNMENT BOND 1.750000% 04/25/2032                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     7559000 | PA      | $1648419.47   | 0.18%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 8.750000% 01/31/2044                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    59447970 | PA      | $3145807.20   | 0.34%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                                    | FX Forward Contract: KRW/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $-82675.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government of Mongolia                                                                        | MONGOLIA GOVERNMENT INTERNATIONAL BOND 144A 6.625000% 02/25/2030           | CUSIP: 60937LAJ4<br>LEI: 254900PW61ADCBDCLP71 | Long             | DBT              | NUSS              | MN        |      200000 | PA      | $202319.07    | 0.02%             | 2030-02-25      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/JPY SETTLE 2026-07-09                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1225.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                           | THAILAND GOVERNMENT BOND 2.750000% 06/17/2052                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     1861000 | PA      | $50414.15     | 0.01%             | 2052-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| THE ISRAEL ELECTRIC CORP. LTD.                                                                | ISRAEL ELECTRIC CORP LTD 8.100000% 12/15/2096                              | CUSIP: M60170AC7<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | NUSS              | IL        |     1400000 | PA      | $1819037.44   | 0.19%             | 2096-12-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/RSD SETTLE 2026-04-30                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-5739.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banque Centrale de Tunisie                                                                    | TUNISIAN REPUBLIC MTN 3.500000% 02/03/2033                                 | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |   400000000 | PA      | $2040720.37   | 0.22%             | 2033-02-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/ZAR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $38872.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN SUM                                                                                | FX Forward Contract: UZS/USD SETTLE 2027-05-12                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $36743.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                                                   | FX Forward Contract: INR/USD SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |           1 | NC      | $-8727.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | PERU GOVERNMENT BOND 144A 6.850000% 08/12/2035                             | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      707000 | PA      | $206159.06    | 0.02%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.000000% 02/15/2033                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 33871000000 | PA      | $2005530.74   | 0.21%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.750000% 07/15/2035                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 52000000000 | PA      | $3027685.43   | 0.32%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/BRL SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $1348.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABSA BANK LIMITED                                                                             | ABSA BANK LTD MTN ZERO COUPON 04/16/2026                                   | CUSIP: YJ1156993<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | DBT              | NUSS              | ZA        |    92200000 | PA      | $1667252.19   | 0.18%             | 2026-04-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY 6.125000% 05/22/2028                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     1272000 | PA      | $1301150.03   | 0.14%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Republica de Mocambique                                                                       | REPUBLIC OF MOZAMBIQUE 9.000000% 09/15/2031                                | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |      873000 | PA      | $653590.54    | 0.07%             | 2031-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/RON SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $21846.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/TRY SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-417.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2026-04-01                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $27825.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/MXN SETTLE 2026-04-01                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $-60.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                                                           | DOMINICAN REPUBLIC 5.875000% 10/28/2035                                    | CUSIP: P3579ECZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2068000 | PA      | $1963669.40   | 0.21%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                      | Credit Default Swap                                                        | CUSIP: CDS987CP8<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |     4300000 | NC      | $-4146.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/USD SETTLE 2026-04-01                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-37848.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/ZAR SETTLE 2026-12-03                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $7847.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: HUF/USD SETTLE 2026-06-08                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | HU        |           1 | NC      | $-242085.78   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 4.000000% 02/01/2032            | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1431000 | PA      | $1033085.85   | 0.11%             | 2032-02-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BROKER - JPM                                                                                  | BROKER - JPM REF - ZAMBIA                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZM        |      700000 | NC      | $-16.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of India                                                                             | INDIA GOVERNMENT BOND 6.330000% 05/05/2035                                 | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   181390000 | PA      | $1837141.88   | 0.20%             | 2035-05-05      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/MXN SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $42988.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/INR SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $4388.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                       | Credit Default Swap                                                        | CUSIP: CDS989HW4<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |     3300000 | NC      | $-6442.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEX BONOS DESARR FIX RT 7.750000% 11/13/2042                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    82544800 | PA      | $3796790.86   | 0.41%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republique du Senegal                                                                         | REPUBLIC OF SENEGAL 5.375000% 06/08/2037                                   | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      420000 | PA      | $243492.81    | 0.03%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/PEN SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $31835.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                                                            | FX Forward Contract: ZAR/USD SETTLE 2026-12-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $-6464.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                                                   | FX Forward Contract: INR/USD SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |           1 | NC      | $-64172.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BROKER - JPM                                                                                  | BROKER - JPM REF - ZAMBIA                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZM        |     2900000 | NC      | $3622.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 4.850000% 07/25/2029                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     7300000 | PA      | $1550671.39   | 0.17%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.625000% 02/15/2034                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  5451000000 | PA      | $315147.70    | 0.03%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                                              | EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT MTN 22.500000% 07/31/2026   | CUSIP: G315GTD27<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   425000000 | PA      | $307317.87    | 0.03%             | 2026-07-31      | Fixed         | 22.50%                | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: CZK/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | CZ        |           1 | NC      | $-9174.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 7.650000% 07/27/2031                               | CUSIP: X5S007QE0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1500000 | PA      | $345594.43    | 0.04%             | 2031-07-27      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $59.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | REPUBLIC OF POLAND 5.375000% 02/12/2035                                    | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3331000 | PA      | $3391328.51   | 0.36%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEX BONOS DESARR FIX RT 8.000000% 04/15/2032                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   135500000 | PA      | $7126392.81   | 0.76%             | 2032-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/INR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $17873.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA 6.625000% 05/16/2036                                               | CUSIP: X73648AA9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      480000 | PA      | $476570.52    | 0.05%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/PLN SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $27263.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | BONOS DE TESORERIA 5.400000% 08/12/2034                                    | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    34895000 | PA      | $9481055.38   | 1.01%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT 4.500000% 02/01/2035                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     1374413 | PA      | $719450.60    | 0.08%             | 2035-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: INR/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | IN        |           1 | NC      | $-770.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: PLN/EUR SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | PA        |           1 | NC      | $-13344.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                                                           | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 7.000000% 03/20/2028             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     2239000 | PA      | $538244.41    | 0.06%             | 2028-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/INR SETTLE 2026-05-08                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $104288.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.750000% 07/15/2035                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 33816000000 | PA      | $1968927.12   | 0.21%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                       | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 5.000000% 01/18/2053               | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      800000 | PA      | $677263.56    | 0.07%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT TREASURY BILL ZERO COUPON 10/20/2026                                 | CUSIP: YJ2002303<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     9800000 | PA      | $157638.97    | 0.02%             | 2026-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco Central del Uruguay                                                                     | URU MONETARY REG BILL ZERO COUPON 09/04/2026                               | CUSIP: YL3821177<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |   122289000 | PA      | $2931040.98   | 0.31%             | 2026-09-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI                                            | HAZINE MUSTESARLIGI VARLIK KIRALAMA AS 144A 6.750000% 09/01/2030           | CUSIP: 421790AN6<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |     1826000 | PA      | $1827648.00   | 0.20%             | 2030-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/KRW SETTLE 2026-05-12                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $2953.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                           | EGYPT TREASURY BILL ZERO COUPON 04/28/2026                                 | CUSIP: YP8953752<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |    57900000 | PA      | $1042435.58   | 0.11%             | 2026-04-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: ARS/USD SETTLE 2026-06-18                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | AR        |           1 | NC      | $101157.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                                 | REF: WIBOR INDEX BRK: CITIGROUP                                            | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DIR              |  | PL        |     4200000 | NC      | $19230.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: KES/USD SETTLE 2027-01-28                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KE        |           1 | NC      | $6349.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan                                                                        | UZBEKISTAN INTL BOND 5.375000% 05/29/2027                                  | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |      780000 | PA      | $907244.77    | 0.10%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/RON SETTLE 2026-06-05                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-4299.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/THB SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $110.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                          | FX Forward Contract: HUF/EUR SETTLE 2026-04-02                             | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | HU        |           1 | NC      | $1522.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA 7.500000% 02/10/2037                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2896000 | PA      | $3056586.36   | 0.33%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                                              | FX Forward Contract: PEN/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |           1 | NC      | $-2396.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANGLADESH TAKA                                                                               | FX Forward Contract: BDT/USD SETTLE 2026-08-10                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BD        |           1 | NC      | $4627.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | UNITED MEXICAN STATES 4.280000% 08/14/2041                                 | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1423000 | PA      | $1112430.25   | 0.12%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEXICO GOVERNMENT INTERNATIONAL BOND MTN 5.625000% 03/19/2114              | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     4850000 | PA      | $4575331.72   | 0.49%             | 2114-03-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                                            | REPUBLIC OF ZAMBIA 5.750000% 06/30/2033                                    | CUSIP: V7179UML0<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      668879 | PA      | $627007.46    | 0.07%             | 2033-06-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 5.750000% 07/04/2036           | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3434000 | PA      | $3184153.80   | 0.34%             | 2036-07-04      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/MXN SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $15190.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US 10YR ULTRA FUT JUN26                                                                       | US 10YR ULTRA FUT JUN26 FINANCIAL COMMODITY FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -2 | NC      | $-227031.25   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| INDONESIA RUPIAH                                                                              | FX Forward Contract: IDR/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |           1 | NC      | $-435.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                                   | PHILIPPINE GOVERNMENT 6.000000% 08/20/2030                                 | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    65000000 | PA      | $1041665.02   | 0.11%             | 2030-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| USD C/ZAR P                                                                                   | USD C/ZAR P EXPIRATION: 08/11/2026                                         | CUSIP: USZAC98L0<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -1700000 | NC      | $-73647.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BROKER - JPM                                                                                  | BROKER - JPM REF - ZAMBIA                                                  | CUSIP: TRS9802V1<br>LEI: N/A                  | N/A              | DE               |  | ZM        |     1700000 | NC      | $-5948.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/INR SETTLE 2026-08-25                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $70542.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/HUF SETTLE 2026-05-05                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $1271.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDO Sukuk Limited                                                                             | EDO SUKUK LTD 5.662000% 07/03/2031                                         | CUSIP: N/A<br>LEI: 5493000LZIE4T625R469       | Long             | DBT              | NUSS              | OM        |     1520000 | PA      | $1554048.00   | 0.17%             | 2031-07-03      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| KHAZANAH GLOBAL SUKUK BERHAD                                                                  | KHAZANAH GLOBAL SUKUK BHD MTN 4.687000% 06/01/2028                         | CUSIP: N/A<br>LEI: 213800VIN16ILYRCKD86       | Long             | DBT              | NUSS              | MY        |     1253000 | PA      | $1260234.66   | 0.13%             | 2028-06-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/THB SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $8452.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                           | UAH CURRENCY FV PLACEHOLDER VALUED AT BROKER QUOTE AVERAGE FROM NINETY ONE | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UA        |      265187 | PA      | $5254.17      | 0.00%             | 2025-02-26      | Fixed         | 15.84%                | No            |                  3 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/EGP SETTLE 2026-07-14                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $115239.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 4.642000% 11/07/2033                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     8275000 | PA      | $2175701.61   | 0.23%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                   | FX Forward Contract: BRL/USD SETTLE 2026-05-05                             | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DFE              |  | BR        |           1 | NC      | $30850.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:BZDIOVRA                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | BR        |    29939136 | NC      | $21394.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                       | REF: THOR INDEX BRK: GOLDMAN SACHS                                         | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | TH        |    37270000 | NC      | $-760.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/RSD SETTLE 2026-04-27                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $374.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                                 | REF: TONAR INDEX BRK: CITIGROUP                                            | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DIR              |  | JP        |   726000000 | NC      | $331078.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                           | BRK - MORGAN STANLEY PAY :  6M EURO INTERBANK OFFER RATE                   | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              |  | XX        |     3300000 | NC      | $227776.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ABSA BANK LIMITED                                                                             | ABSA BANK LTD MTN ZERO COUPON 07/16/2026                                   | CUSIP: DC9809120<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | DBT              | NUSS              | ZA        |    90700000 | PA      | $1554443.12   | 0.17%             | 2026-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                                                   | COTE D IVOIRE (REPUBLIC OF) 7/17/2026                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | XX        |     1972000 | PA      | $2272151.17   | 0.24%             | 2026-07-14      | Floating      | 4.99%                 | No            |                  3 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/ZAR SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $504798.84    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: HUF/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | HU        |           1 | NC      | $1390.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                                                            | FX Forward Contract: ZAR/USD SETTLE 2026-12-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $-23845.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | REPUBLIC OF INDONESIA 4.300000% 03/31/2052                                 | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      688000 | PA      | $538172.31    | 0.06%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/IDR SETTLE 2026-04-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $337.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/INR SETTLE 2026-04-24                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $164.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 4.054000% 04/18/2039                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     3837000 | PA      | $960558.63    | 0.10%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan                                                                        | REPUBLIC OF UZBEKISTAN 3.900000% 10/19/2031                                | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |      919000 | PA      | $829087.51    | 0.09%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/ZAR SETTLE 2026-12-03                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $1022.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                                                   | FX Forward Contract: INR/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |           1 | NC      | $-91314.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | REPUBLIC OF COLOMBIA 5.200000% 05/15/2049                                  | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      600000 | PA      | $429451.48    | 0.05%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                             | OMAN GOV INTERNTL BOND 7.000000% 01/25/2051                                | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     1024000 | PA      | $1108635.29   | 0.12%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Estado Plurinacional de Bolivia                                                               | BOLIVIA GOVERNMENT 4.500000% 03/20/2028                                    | CUSIP: P37878AC2<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |      268013 | PA      | $249255.14    | 0.03%             | 2028-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                                        | KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 144A 5.500000% 07/01/2037         | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      500000 | PA      | $502457.59    | 0.05%             | 2037-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 4.498000% 04/15/2030                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     5835000 | PA      | $1500208.13   | 0.16%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/USD SETTLE 2026-04-14                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $606.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dilijan Finance B.V.                                                                          | ARDSHINBANK CJSC VIA DILIJAN FINANCE BV 144A 6.600000% 01/22/2031          | CUSIP: 254032AD7<br>LEI: 549300DCGXFXAP2FEV07 | Long             | DBT              | NUSS              | AM        |      350000 | PA      | $345112.93    | 0.04%             | 2031-01-22      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/ZAR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $15863.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | FED REPUBLIC OF BRAZIL 6.250000% 05/22/2036                                | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2750000 | PA      | $2693625.00   | 0.29%             | 2036-05-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pearl Petroleum Company Ltd.                                                                  | PEARL PETROLEUM CO LTD 144A 13.000000% 05/15/2028                          | CUSIP: G6959VAA0<br>LEI: 549300B6RHQICWQ2OB93 | Long             | DBT              | CORP              | AE        |     1100000 | PA      | $1179752.20   | 0.13%             | 2028-05-15      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| Republic of Zambia                                                                            | ZAMBIA GOVERNMENT BOND 10.000000% 06/26/2026                               | CUSIP: ZJ0208554<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      729000 | PA      | $37824.95     | 0.00%             | 2026-06-26      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/HUF SETTLE 2026-05-26                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-33075.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/PEN SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $14823.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 4.392000% 04/15/2026                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      340000 | PA      | $84013.47     | 0.01%             | 2026-04-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BRK:DB - DEUB US DV                                                                           | BRK:DB - DEUB US DV EUR P/HUF C                                            | CUSIP: EUHUP98L9<br>LEI: N/A                  | N/A              | DFE              |  | US        |      180000 | NC      | $64422.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: KZT/USD SETTLE 2026-11-12                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | RO        |           1 | NC      | $150108.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/HUF SETTLE 2026-05-05                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $2332.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                                  | PETROLEOS DE VENEZUELA 6.0%  05/16/2024                                    | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |     3766832 | PA      | $1287126.49   | 0.14%             | 2034-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/EGP SETTLE 2026-07-14                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $56800.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                           | NIGERIA OMO BILL ZERO COUPON 07/28/2026                                    | CUSIP: DC6247258<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |  2865554000 | PA      | $1932755.65   | 0.21%             | 2026-07-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 8.250000% 05/15/2029                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 24058000000 | PA      | $1480840.12   | 0.16%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                             | OMAN GOV INTERNTL BOND 6.750000% 01/17/2048                                | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     2135000 | PA      | $2225295.92   | 0.24%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                                 | EMPRESA NACIONAL DEL PETROLEO 5.950000% 07/30/2034                         | CUSIP: P37110AT3<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |      257000 | PA      | $259405.01    | 0.03%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2026-04-06                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-64667.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                                   | PHILIPPINE GOVERNMENT 6.375000% 07/27/2030                                 | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    50000000 | PA      | $809238.72    | 0.09%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/EGP SETTLE 2027-01-12                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $120195.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                                                                | FX Forward Contract: EGP/USD SETTLE 2026-10-20                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |           1 | NC      | $-133793.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Provincia de Buenos Aires                                                                     | PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS MTN 6.625000% 09/01/2037        | CUSIP: N/A<br>LEI: 549300L6AYROPOTQ4L07       | Long             | DBT              | NUSS              | AR        |     2404938 | PA      | $1809715.54   | 0.19%             | 2037-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                                               | CZECH REPUBLIC 3.600000% 06/03/2036                                        | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    21000000 | PA      | $883203.96    | 0.09%             | 2036-06-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Republic of Rwanda                                                                            | REPUBLIC OF RWANDA 5.500000% 08/09/2031                                    | CUSIP: BQ8372469<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |      260000 | PA      | $232371.34    | 0.02%             | 2031-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | ARAB REPUBLIC OF EGYPT 8.500000% 01/31/2047                                | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     2890000 | PA      | $2494529.16   | 0.27%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/PHP SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $18444.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EnfraGen Energia Sur, S.A.U.                                                                  | ENFRAGEN ENERGIA SUR SAU/ ENFRAGEN CHILE SPA/ ENFR 8.499000% 06/30/2032    | CUSIP: 29281MAA8<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | NUSS              | CO        |      900000 | PA      | $907217.69    | 0.10%             | 2032-06-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Emirate of Sharjah                                                                            | FINANCE DEPARTMENT GOVERNMENT OF SHARJAH MTN 4.000000% 07/28/2050          | CUSIP: N/A<br>LEI: 254900ZNL8O3F1CLJO24       | Long             | DBT              | NUSS              | AE        |     2304000 | PA      | $1433779.87   | 0.15%             | 2050-07-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: CLP/USD SETTLE 2026-05-20                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | CL        |           1 | NC      | $-31373.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2026-04-06                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $5643.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | ARAB REPUBLIC OF EGYPT 8.500000% 01/31/2047                                | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     4783000 | PA      | $4128488.92   | 0.44%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: CNY/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | CN        |           1 | NC      | $-7729.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED REPUBLIC OF TANZANIA                                                                   | UNITED REPUBLIC OF TANZANIA 4/28/2031                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      260000 | PA      | $257526.86    | 0.03%             | 2031-04-28      | Floating      | 9.13%                 | No            |                  3 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 6.850000% 07/29/2030                               | CUSIP: X5S007QH3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4075000 | PA      | $901825.91    | 0.10%             | 2030-07-29      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                             | KENYA INFRASTUCTURE BOND 13.938000% 10/27/2036                             | CUSIP: BZ9887663<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    10950000 | PA      | $91456.83     | 0.01%             | 2036-10-27      | Fixed         | 13.94%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/KRW SETTLE 2026-05-12                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $115849.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                                                            | FX Forward Contract: ZAR/USD SETTLE 2026-04-30                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $-7830.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                           | NIGERIA OMO BILL ZERO COUPON 07/07/2026                                    | CUSIP: YM1710529<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |  1970000000 | PA      | $1344281.94   | 0.14%             | 2026-07-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/IDR SETTLE 2026-04-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $21801.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                             | REF: WIBOR INDEX BRK: BARCLAYS                                             | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DIR              |  | PL        |    13430000 | NC      | $-124413.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: HUF/USD SETTLE 2026-04-01                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | HU        |           1 | NC      | $19481.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Panama                                                                           | REPUBLIC OF PANAMA 8.125000% 04/28/2034                                    | CUSIP: 698299AT1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      202000 | PA      | $230073.38    | 0.02%             | 2034-04-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                                                        | GUATEMALA GOVERNMENT BOND 144A 6.250000% 08/15/2036                        | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1120000 | PA      | $1138480.00   | 0.12%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 8.750000% 05/15/2031                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 13902000000 | PA      | $900020.45    | 0.10%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Republica de Costa Rica                                                                       | COSTA RICA GOVERNMENT 7.158000% 03/12/2045                                 | CUSIP: P3699PGJ0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     2200000 | PA      | $2335498.00   | 0.25%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                                                   | IVORY COAST GOVERNMENT INTERNATIONAL BOND 144A 8.075000% 04/01/2036        | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      899000 | PA      | $912735.39    | 0.10%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Republic of the Philippines                                                                   | REPUBLIC OF PHILIPPINES 2.650000% 12/10/2045                               | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1148000 | PA      | $721826.41    | 0.08%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CBB INTERNATIONAL SUKUK PROGRAMME COMPANY W.L.L                                               | CBB INTL SUKUK PRGM SPC 3.950000% 09/16/2027                               | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | BH        |     1974000 | PA      | $1886850.96   | 0.20%             | 2027-09-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/PEN SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $5704.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royaume du Maroc                                                                              | KINGDOM OF MOROCCO 4.000000% 12/15/2050                                    | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      600000 | PA      | $411351.88    | 0.04%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:BZDIOVRA                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | BR        |    27321586 | NC      | $-76755.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                                        | KAZAKH GOV BOND - MEUKAM 5.000000% 04/18/2028                              | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |    70000000 | PA      | $118287.89    | 0.01%             | 2028-04-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 3.875000% 07/09/2035                                 | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |     2900000 | PA      | $2299520.57   | 0.25%             | 2035-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/PLN SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $203.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                                                    | CHINA GOVERNMENT BOND 2.150000% 08/25/2055                                 | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     5500000 | PA      | $769666.50    | 0.08%             | 2055-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                                    | SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 3.600000% 06/15/2035          | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     1915972 | PA      | $1446044.73   | 0.15%             | 2035-06-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: MXN/USD SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | MX        |           1 | NC      | $-697.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/INR SETTLE 2026-06-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1970.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: AZN/USD SETTLE 2026-06-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AZ        |           1 | NC      | $7882.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 8.000000% 04/29/2030                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     6400000 | PA      | $1493324.24   | 0.16%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                                                             | INTERNATIONAL FINANCE CORP MTN ZERO COUPON 08/16/2028                      | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | NUSS              | XX        | 16480000000 | PA      | $3346081.97   | 0.36%             | 2028-08-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                             | GHANA GOVERNMENT INTERNATIONAL BOND 144A 5.000000% 07/03/2029              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       83125 | PA      | $79151.69     | 0.01%             | 2029-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 6.300000% 04/25/2029                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    11000000 | PA      | $2443020.11   | 0.26%             | 2029-04-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/HUF SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $3161.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2026-05-05                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $702.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT TREASURY BILL ZERO COUPON 07/21/2026                                 | CUSIP: YM4333386<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    25375000 | PA      | $432435.60    | 0.05%             | 2026-07-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | TREASURY BILL 0.000000% 06/11/2026                                         | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3400000 | PA      | $3375878.09   | 0.36%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEX BONOS DESARR FIX RT 8.500000% 02/28/2030                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   140000000 | PA      | $7705800.52   | 0.82%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 9.000000% 01/31/2040                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    47000000 | PA      | $2578513.22   | 0.28%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/HUF SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-38893.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY GOVERNMENT BOND 3.000000% 04/25/2041                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   535850000 | PA      | $998849.80    | 0.11%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2026-04-08                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-4104.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ministry of Finance of the People's Republic of China                                         | CHINA GOVERNMENT INTERNATIONAL BOND 144A 3.750000% 11/13/2030              | CUSIP: 60367QAF0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |     1842000 | PA      | $1846826.04   | 0.20%             | 2030-11-13      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: USD/EGP SETTLE 2027-01-12                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | US        |           1 | NC      | $60179.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia                                                                                      | MALAYSIA GOVERNMENT 3.885000% 08/15/2029                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      802000 | PA      | $201418.22    | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROKER - JPM                                                                                  | BROKER - JPM REF - ZAMBIA                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | ZM        |     1200000 | NC      | $1281.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** SEI INSTITUTIONAL INTERNATIONAL TRUST

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer