# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-25-182713
**Filing Date:** 2025-7
**Character Count:** 520976
**Document Hash:** dd458b4258221c865201398e3b194384
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-182713.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001752724-25-182713

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 251162830

**BUSINESS ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610 676-3097

**MAIL ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### SIIT EMERGING MARKETS DEBT FUND (Series ID: S000006764)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000018353 | SIIT EMERGING MARKETS DEBT FUND - CLASS A | SEDAX           |

## 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 INVESTMENTS TRUST

- **b. Investment Company Act file number:** 811-07257

- **c. CIK number of Registrant:** 0000939934

- **d. LEI of Registrant:** 0N2JSH1PTH72JCCP2A88

- **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:** SIIT EMERGING MARKETS DEBT FUND

- **b. EDGAR series identifier (if any):** S000006764

- **c. LEI of Series:** I2YKZAG5Y9OSPQRZQB97

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**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:** $1697971349.25

**Total Liabilities:** $24940407.80

**Net Assets:** $1673030941.45

**Cash Not Reported:** $45695007.74

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -558.76487168 | **1-Year:** -18541.00140521 | **5-Year:** -78530.05680288 | **10-Year:** -143734.50337475 | **30-Year:** -93247.21799219

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

- **3-Month:** -1262.24304014 | **1-Year:** -23411.05478223 | **5-Year:** -78134.60926910 | **10-Year:** -120490.52593156 | **30-Year:** -40579.78005060

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018353 | 1.62%                | 1.45%                | -0.35%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1013442.41             | $17771055.61                               |
| Month 2  | $-6072104.18             | $9491935.61                                |
| Month 3  | $-2910278.18             | $-18038292.29                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HSBC                                                                                          | FX Forward Contract: IDR/USD SETTLE 2025-07-02                             | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | ID        |            1 | NC      | $-714.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                  | FX Forward Contract: MXN/USD SETTLE 2025-07-25                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |            1 | NC      | $-70.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                       | BRK : SCB REC : 3.597                                                      | CUSIP: N/A<br>LEI: 276345HYMX591FE8F735       | N/A              | DIR              |  | CZ        |     42930000 | NC      | $23970.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                                                | FX Forward Contract: BRL/USD SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |            1 | NC      | $-425.24      | -0.00%            |  |  |  | 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        |  12353000000 | PA      | $833019.06    | 0.05%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republica de Angola                                                                           | ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 8.000000% 11/26/2029             | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |      1730000 | PA      | $1475366.49   | 0.09%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company Development Bank of Kazakhstan                                            | DEVELOPMENT BANK OF KAZA 5.250000% 10/23/2029                              | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |       671000 | PA      | $664075.28    | 0.04%             | 2029-10-23      | Fixed         | 5.25%                 | 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        |    230000000 | PA      | $11796270.48  | 0.71%             | 2029-03-01      | Fixed         | 8.50%                 | 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        |      4442000 | PA      | $1207037.30   | 0.07%             | 2037-08-12      | Fixed         | 6.90%                 | 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        |   1050000000 | PA      | $1126479.00   | 0.07%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| UZBEKISTAN SUM                                                                                | FX Forward Contract: UZS/USD SETTLE 2025-11-13                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $21711.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: EUR/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | XX        |            1 | NC      | $3351.34      | 0.00%             |  |  |  | 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        |    338899000 | PA      | $7026905.81   | 0.42%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: PHP/USD SETTLE 2025-06-02                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | PH        |            1 | NC      | $99443.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/UZS SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-33725.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISRAELI SHEKEL                                                                                | FX Forward Contract: ILS/USD SETTLE 2025-07-30                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IL        |            1 | NC      | $37997.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 6.250000% 07/09/2036                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   4713400000 | PA      | $722140.05    | 0.04%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                  | FX Forward Contract: MXN/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |            1 | NC      | $198536.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.899000% 11/16/2027                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      2065000 | PA      | $494305.71    | 0.03%             | 2027-11-16      | Fixed         | 3.90%                 | 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        |       825902 | PA      | $397671.81    | 0.02%             | 2036-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/BRL SETTLE 2025-06-09                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-3314.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                       | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 5.750000% 01/16/2054               | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      6369000 | PA      | $5935111.88   | 0.35%             | 2054-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/BRL SETTLE 2025-07-03                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-4351.67     | -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        |  11816000000 | PA      | $740768.25    | 0.04%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/EGP SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-25337.41    | -0.00%            |  |  |  | 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        |     56081000 | PA      | $8118686.13   | 0.49%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                                                                | FX Forward Contract: EGP/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $430317.98    | 0.03%             |  |  |  | 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        |     88710000 | PA      | $2175444.86   | 0.13%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/COP SETTLE 2025-06-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $336.53       | 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        |      5044000 | PA      | $3973713.64   | 0.24%             | 2048-02-28      | Fixed         | 8.25%                 | 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        |      2124000 | PA      | $1484373.87   | 0.09%             | 2045-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/THB SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-14518.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SPOLKA AKCYJNA                                                                          | ORLEN SA 144A 6.000000% 01/30/2035                                         | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | NUSS              | PL        |       643000 | PA      | $650343.06    | 0.04%             | 2035-01-30      | Fixed         | 6.00%                 | Yes           |                  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        |      3573000 | PA      | $3147437.15   | 0.19%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                       | BRK : GOLDMAN SACHS REC : 6.4% FIXED                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | HU        |   4200000000 | NC      | $142613.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: ZAR/USD SETTLE 2025-06-26                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | ZA        |            1 | NC      | $50112.81     | 0.00%             |  |  |  | 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        |      3582000 | PA      | $2373783.13   | 0.14%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/TRY SETTLE 2025-09-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-153008.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                       | BRK : GOLDMAN SACHS REC : 7.5775% FIXED                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | MX        |    211900000 | NC      | $9063.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: PHP/USD SETTLE 2025-06-02                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | PH        |            1 | NC      | $-983.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                                           | AVIANCA MIDCO 2 PLC 144A 9.625000% 02/14/2030                              | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |      1472000 | PA      | $1312979.84   | 0.08%             | 2030-02-14      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                                  | PETROLEOS DE VEN 5.375%  04/12/2027                                        | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |      7825300 | PA      | $917845.01    | 0.05%             | 2027-04-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | REPUBLIC OF COLOMBIA 4.125000% 02/22/2042                                  | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      4808000 | PA      | $2992980.00   | 0.18%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Banque Centrale de Tunisie                                                                    | TUNISIAN REPUBLIC 6.375000% 07/15/2026                                     | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |      1187000 | PA      | $1320757.49   | 0.08%             | 2026-07-15      | Fixed         | 6.38%                 | 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        |       291000 | PA      | $288356.27    | 0.02%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: EUR/RON SETTLE 2025-11-25                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | XX        |            1 | NC      | $-60092.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT TREASURY BILL ZERO COUPON 07/15/2025                                 | CUSIP: YW2934100<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     40800000 | PA      | $790708.27    | 0.05%             | 2025-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | REPUBLIC OF TURKIYE 6.500000% 01/03/2035                                   | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      1612000 | PA      | $1477292.30   | 0.09%             | 2035-01-03      | 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        |      1697000 | PA      | $1232870.50   | 0.07%             | 2041-05-07      | Fixed         | 3.10%                 | 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        |    171539472 | PA      | $1146845.90   | 0.07%             | 2028-01-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 4.893000% 06/08/2038                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     11285000 | PA      | $2978517.22   | 0.18%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-07-30                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-5772.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ceska republika                                                                               | CZECH REPUBLIC 1.200000% 03/13/2031                                        | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     74590000 | PA      | $2959759.88   | 0.18%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/MXN SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-77689.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EnfraGen Energia Sur, S.A.U.                                                                  | ENFRAGEN ENERGIA SUR SA / ENFRAGEN SPAIN SA / PRIM 5.375000% 12/30/2030    | CUSIP: E4181LAA9<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | NUSS              | CO        |       840000 | PA      | $728165.34    | 0.04%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                                                                | FX Forward Contract: EGP/USD SETTLE 2025-10-29                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $91513.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                                                         | MC BRAZIL DOWNSTREAM TRADING SARL 7.250000% 06/30/2031                     | CUSIP: L626A6AA2<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | NUSS              | BR        |       386671 | PA      | $302570.32    | 0.02%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF MONGOLIA                                                                  | DEVT BANK OF MONGOLIA 11.000000% 03/07/2026                                | CUSIP: N/A<br>LEI: 254900HRWK3OKXS9UW60       | Long             | DBT              | NUSS              | MN        |      1200000 | PA      | $1218000.00   | 0.07%             | 2026-03-07      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/PHP SETTLE 2025-06-02                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $7330.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ceska republika                                                                               | CZECH REPUBLIC 1.500000% 04/24/2040                                        | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |      8730000 | PA      | $269831.88    | 0.02%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/HUF SETTLE 2025-07-15                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-956.87      | -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        |      6845000 | PA      | $7107848.00   | 0.42%             | 2032-10-15      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/IDR SETTLE 2025-06-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-2912.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USD P/ZAR C                                                                                   | USD P/ZAR C EXPIRATION: 07/28/2025                                         | CUSIP: USZAP2876<br>LEI: N/A                  | N/A              | DFE              |  | US        |     14100000 | NC      | $418953.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT TREASURY BILL ZERO COUPON 10/28/2025                                 | CUSIP: YU6603531<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    102300000 | PA      | $1850206.19   | 0.11%             | 2025-10-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/TRY SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $195621.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/UZS SETTLE 2025-06-16                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-698.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/PEN SETTLE 2025-07-21                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-160177.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-189901.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 7.750000% 09/18/2030                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   6706500000 | PA      | $1389973.33   | 0.08%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                           | THAILAND GOVERNMENT BOND 2.650000% 06/17/2028                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    150000000 | PA      | $4705506.05   | 0.28%             | 2028-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | Brazil Notas do Tesouro Nacional Serie B 6.000000% 05/15/2035              | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       390000 | PA      | $282469.09    | 0.02%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                                 | BRK : HSBC REC : 5.96% FIXED                                               | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DIR              |  | IN        |   2430000000 | NC      | $339563.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                                                  | FX Forward Contract: PLN/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |            1 | NC      | $1232.52      | 0.00%             |  |  |  | No            |                  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        |      1276000 | PA      | $82940.00     | 0.00%             | 2059-12-31      | Floating      | 0.00%                 | 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        |   6500000000 | PA      | $392697.48    | 0.02%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2025-09-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $-28315.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USD P/KRW C                                                                                   | USD P/KRW C EXPIRATION: 08/06/2025                                         | CUSIP: USKRP2893<br>LEI: N/A                  | N/A              | DFE              |  | US        |       560000 | NC      | $59591.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAZILIAN REAL                                                                                | FX Forward Contract: BRL/USD SETTLE 2025-06-09                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |            1 | NC      | $-1004.84     | -0.00%            |  |  |  | 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        |      1700000 | PA      | $1077953.00   | 0.06%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: USD/ZAR SETTLE 2025-06-27                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | US        |            1 | NC      | $-731.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/HUF SETTLE 2025-06-10                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-143090.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Empresa de los Ferrocarriles del Estado                                                       | EMPRESA DE LOS FERROCARRILES DEL ESTADO 3.068000% 08/18/2050               | CUSIP: P3742RAW0<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | NUSS              | CL        |       300000 | PA      | $172664.23    | 0.01%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-73093.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                       | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 01/16/2030               | CUSIP: 80413TBF5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      7036000 | PA      | $7054185.46   | 0.42%             | 2030-01-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-81110.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                                   | BRK : GSI REC : 8.905                                                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              |  | MX        |    354358071 | NC      | $363412.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN                                                                                     | FX Forward Contract: HUF/USD SETTLE 2025-06-10                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | HU        |            1 | NC      | $23590.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: ARS/USD SETTLE 2025-10-21                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AR        |            1 | NC      | $-266457.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: EUR/RON SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | XX        |            1 | NC      | $-87705.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/CNY SETTLE 2025-07-09                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-8584.34     | -0.00%            |  |  |  | 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        |       684254 | PA      | $679732.88    | 0.04%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: INR/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | IN        |            1 | NC      | $2447.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/ZAR SETTLE 2025-08-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $407.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN SUM                                                                                | FX Forward Contract: UZS/USD SETTLE 2025-07-21                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $76360.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                                     | BRK- JPMORGAN CHASE BANK REC- 15%                                          | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DIR              |  | BR        |     70955070 | NC      | $654138.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/HUF SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-4470.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The State of Qatar                                                                            | STATE OF QATAR 4.500000% 04/23/2028                                        | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |      6129000 | PA      | $6176499.75   | 0.37%             | 2028-04-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.733000% 06/15/2028                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      3885000 | PA      | $926800.43    | 0.06%             | 2028-06-15      | Fixed         | 3.73%                 | 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        |  48063000000 | PA      | $2986721.56   | 0.18%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY 5.500000% 03/26/2036                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      5800000 | PA      | $5489700.00   | 0.33%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                                                         | FX Forward Contract: CZK/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |            1 | NC      | $1802.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                                            | ZAMBIA GOVERNMENT INTERNATIONAL BOND 144A 0.500000% 12/31/2053             | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |       573438 | PA      | $348363.59    | 0.02%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 0.750000% 07/09/2030                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      2268874 | PA      | $1776528.40   | 0.11%             | 2030-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PETRONAS Capital Limited                                                                      | PETRONAS CAPITAL LTD MTN 3.500000% 04/21/2030                              | CUSIP: Y68856AT3<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | NUSS              | MY        |       717000 | PA      | $680092.25    | 0.04%             | 2030-04-21      | Fixed         | 3.50%                 | 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        |      7850000 | PA      | $2223419.12   | 0.13%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  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        |      9062000 | PA      | $6976427.28   | 0.42%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                           | THAILAND GOVERNMENT BOND 1.600000% 06/17/2035                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |      2000000 | PA      | $59681.67     | 0.00%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                                                                | FX Forward Contract: EGP/USD SETTLE 2025-07-07                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $143795.09    | 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        |      2214000 | PA      | $1999489.97   | 0.12%             | 2028-11-16      | Fixed         | 4.75%                 | 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        |      1075000 | PA      | $1056725.00   | 0.06%             | 2027-09-14      | Fixed         | 7.12%                 | 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        |  62356000000 | PA      | $3791275.42   | 0.23%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: EGP/USD SETTLE 2025-08-25                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | EG        |            1 | NC      | $8320.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ILS SETTLE 2025-07-30                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-60198.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                                                   | COTE D IVOIRE (REPUBLIC OF) 7/10/2025                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | XX        |      2880000 | PA      | $3266262.52   | 0.20%             | 2025-07-10      | Floating      | 5.65%                 | 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        |      3350000 | PA      | $2716515.00   | 0.16%             | 2050-01-20      | Fixed         | 7.12%                 | 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        | 180000000000 | PA      | $10980579.01  | 0.66%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                                                        | GUATEMALA GOVERNMENT BOND 144A 6.600000% 06/13/2036                        | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      1405000 | PA      | $1406756.25   | 0.08%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                                 | BRK: CITIGROUP PAY- 2.8% FIXED                                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DIR              |  | TH        |    170000000 | NC      | $-442323.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-366.73      | -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        |      1043000 | PA      | $748643.50    | 0.04%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 5.000000% 02/12/2029                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      3100000 | PA      | $640797.35    | 0.04%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/BRL SETTLE 2025-09-08                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $109142.56    | 0.01%             |  |  |  | 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        |      1400000 | PA      | $1436568.00   | 0.09%             | 2029-07-24      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/MXN SETTLE 2025-08-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-987.39      | -0.00%            |  |  |  | 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        |      7350000 | PA      | $6459513.54   | 0.39%             | 2030-04-23      | Fixed         | 11.00%                | 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        |       300000 | PA      | $41850.00     | 0.00%             | 2022-02-17      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: ZAR/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | ZA        |            1 | NC      | $3496.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USD P/PLN C                                                                                   | USD P/PLN C EXPIRATION: 09/17/2025                                         | CUSIP: USPLP2853<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -10500000 | NC      | $-70445.77    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIAN LEU                                                                                  | FX Forward Contract: RON/EUR SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $-154375.64   | -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        |      6004812 | PA      | $5899222.32   | 0.35%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: USD/EUR SETTLE 2025-07-14                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | US        |            1 | NC      | $-5127.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Georgia                                                                           | REPUBLIC OF GEORGIA 2.750000% 04/22/2026                                   | CUSIP: N/A<br>LEI: 2138007T8RLEVDMLQ257       | Long             | DBT              | NUSS              | GE        |      2240000 | PA      | $2157120.00   | 0.13%             | 2026-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                                   | REPUBLIC OF NIGERIA 10.375000% 12/09/2034                                  | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |       643000 | PA      | $642831.98    | 0.04%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                                  | FX Forward Contract: CLP/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $-90375.69    | -0.01%            |  |  |  | No            |                  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        |       500000 | PA      | $516580.00    | 0.03%             | 2029-10-02      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                         | BRK:BARCLAYS PAY: 2.2322% FIXED                                            | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DIR              |  | XX        |      3600000 | NC      | $86450.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de El Salvador                                                                      | REPUBLIC OF EL SALVADOR 7.625000% 02/01/2041                               | CUSIP: P01012AR7<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |       150000 | PA      | $134745.00    | 0.01%             | 2041-02-01      | Fixed         | 7.62%                 | 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        |      7811000 | PA      | $2212372.83   | 0.13%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/INR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-3546.61     | -0.00%            |  |  |  | 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        |    185000000 | PA      | $8119187.18   | 0.49%             | 2044-01-31      | Fixed         | 8.75%                 | 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        |      5747000 | PA      | $678146.00    | 0.04%             | 2024-05-16      | Fixed         | 6.00%                 | 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        |     14470000 | PA      | $4266619.91   | 0.26%             | 2033-08-12      | Fixed         | 7.30%                 | Yes           |                  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        |     73257322 | PA      | $3742229.45   | 0.22%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                                    | REPUBLIC OF SRI LANKA 3.600000% 05/15/2036                                 | CUSIP: Y1237TAC6<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      1943053 | PA      | $1508294.89   | 0.09%             | 2036-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                     | SAUDI ARABIAN OIL CO 144A 5.375000% 06/02/2035                             | CUSIP: 80414L3B9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |      1556000 | PA      | $1552218.92   | 0.09%             | 2035-06-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | REPUBLIC OF POLAND 5.500000% 04/04/2053                                    | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       350000 | PA      | $318495.80    | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | 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        |   6540000000 | PA      | $406941.36    | 0.02%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                                   | BRK : GSI REC : 9.002                                                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              |  | MX        |     12300000 | NC      | $36075.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | COLOMBIA REP OF COLO 9.85 9.85  06/28/2027                                 | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |    994000000 | PA      | $234711.31    | 0.01%             | 2027-06-28      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-06-26                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-42612.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH STERLING POUND                                                                        | FX Forward Contract: GBP/USD SETTLE 2025-07-15                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |            1 | NC      | $-1468.02     | -0.00%            |  |  |  | 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        |  15528000000 | PA      | $1047966.70   | 0.06%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                       | BRK : STANDARD CHARTERED BANK REC : 5.94% FIXED                            | CUSIP: N/A<br>LEI: 276345HYMX591FE8F735       | N/A              | DIR              |  | IN        |    120000000 | NC      | $20475.06     | 0.00%             |  |  |  | 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        |      2300000 | PA      | $1907965.00   | 0.11%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/MXN SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $5168.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/PLN SETTLE 2025-08-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-8266.00     | -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        |       900000 | PA      | $848610.00    | 0.05%             | 2054-08-08      | Fixed         | 5.88%                 | 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        |      2060000 | PA      | $1945337.08   | 0.12%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | REPUBLIC OF INDONESIA 4.850000% 01/11/2033                                 | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       300000 | PA      | $296416.49    | 0.02%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                                     | BRK : JPMORGAN CHASE BANK REC : 3M Libor                                   | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DIR              |  | KR        |   3154000000 | NC      | $-29341.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: ZAR/USD SETTLE 2025-07-30                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | ZA        |            1 | NC      | $3114.50      | 0.00%             |  |  |  | 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        |      1123610 | PA      | $703821.45    | 0.04%             | 2030-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: ZAR/USD SETTLE 2025-08-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | ZA        |            1 | NC      | $3717.26      | 0.00%             |  |  |  | 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        |      1942000 | PA      | $1648680.32   | 0.10%             | 2031-02-02      | Fixed         | 3.60%                 | 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        |  10210000000 | PA      | $805038.22    | 0.05%             | 2026-10-12      | Fixed         | 16.25%                | Yes           |                  2 | On Loan: No      |
| Republica del Peru                                                                            | REPUBLIC OF PERU 5.400000% 08/12/2034                                      | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      1738000 | PA      | $443646.56    | 0.03%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                                  | FX Forward Contract: CLP/USD SETTLE 2025-09-08                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $-3398.16     | -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        |      2015000 | PA      | $2014189.12   | 0.12%             | 2035-02-12      | Fixed         | 5.38%                 | 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        |    400000000 | PA      | $4649171.28   | 0.28%             | 2030-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 6.250000% 07/09/2036                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  20312000000 | PA      | $3112001.70   | 0.19%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/USD SETTLE 2025-06-06                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $188167.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | REPUBLIC OF TURKIYE 7.250000% 05/29/2032                                   | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      2635000 | PA      | $2592906.26   | 0.15%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                                                  | FX Forward Contract: RON/EUR SETTLE 2025-08-21                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $-9415.99     | -0.00%            |  |  |  | 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        |       749051 | PA      | $745337.17    | 0.04%             | 2026-07-19      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: USD/GBP SETTLE 2025-07-15                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | US        |            1 | NC      | $-4730.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                       | BRK : STANDARD CHARTERED BANK REC : 1.3% FIXED                             | CUSIP: N/A<br>LEI: 276345HYMX591FE8F735       | N/A              | DIR              |  | TH        |    210000000 | NC      | $-7238.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/ZAR SETTLE 2025-08-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-291207.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: EGP/USD SETTLE 2025-08-18                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | EG        |            1 | NC      | $30596.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                                  | FX Forward Contract: CLP/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $60651.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                                   | REPUBLIC OF NIGERIA 7.625000% 11/21/2025                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      4091000 | PA      | $4104148.60   | 0.25%             | 2025-11-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Heritage Petroleum Company Limited                                                            | HERITAGE PETROLEUM CO LTD 9.000000% 08/12/2029                             | CUSIP: P5076HAA1<br>LEI: 25490055MYPABN06OA04 | Long             | DBT              | NUSS              | TT        |      2000000 | PA      | $2022359.84   | 0.12%             | 2029-08-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY 3.125000% 09/21/2051                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      4523000 | PA      | $2645955.00   | 0.16%             | 2051-09-21      | Fixed         | 3.12%                 | 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        |    150046000 | PA      | $5254980.92   | 0.31%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/PLN SETTLE 2025-09-19                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-2680.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEX BONOS DESARR FIX RT 8.000000% 05/24/2035                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     16500000 | PA      | $781416.06    | 0.05%             | 2035-05-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                                              | FX Forward Contract: PEN/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |            1 | NC      | $4302.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                                                            | VENEZUELA GOVERNMENT INTERNATIONAL BOND MATURITY:05/07/2026                | CUSIP: P17625AA5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1028800 | PA      | $155360.84    | 0.01%             | 2026-05-07      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA REC : 6.62% FIXED                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | HU        |    662700000 | NC      | $33504.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS Capital Limited                                                                      | PETRONAS CAPITAL LTD MTN 2.480000% 01/28/2032                              | CUSIP: Y6886MAE0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | NUSS              | MY        |      2714000 | PA      | $2324816.69   | 0.14%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $-1755.81     | -0.00%            |  |  |  | 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        |      1694869 | PA      | $1321997.82   | 0.08%             | 2038-02-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| UZBEKISTAN SUM                                                                                | FX Forward Contract: UZS/USD SETTLE 2025-06-12                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $51493.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT 1.750000% 02/01/2034                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       850634 | PA      | $414684.08    | 0.02%             | 2034-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republiek Suriname                                                                            | REPUBLIC OF SURINAME INT 7.950000% 07/15/2033                              | CUSIP: P68788AC5<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      2063797 | PA      | $1934809.69   | 0.12%             | 2033-07-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Republique du Cameroun                                                                        | REPUBLIC OF CAMEROON 9.500000% 07/31/2031                                  | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |       331000 | PA      | $304189.00    | 0.02%             | 2031-07-31      | Fixed         | 9.50%                 | 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        |       950000 | PA      | $934471.30    | 0.06%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/CNY SETTLE 2025-07-09                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-5011.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | REPUBLIC OF TURKIYE 7.125000% 02/12/2032                                   | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      4811000 | PA      | $4720740.83   | 0.28%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | TURKIYE GOVERNMENT BOND 36.000000% 08/12/2026                              | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    517800000 | PA      | $12544610.27  | 0.75%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| CBB INTERNATIONAL SUKUK PROGRAMME COMPANY W.L.L                                               | CBB INTERNATIONAL SUKUK PROGRAMME CO WLL 144A 6.250000% 07/07/2033         | CUSIP: 124808AB2<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |       802000 | PA      | $795762.20    | 0.05%             | 2033-07-07      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ROMANIAN LEU                                                                                  | FX Forward Contract: RON/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $-12491.61    | -0.00%            |  |  |  | No            |                  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        |      1450000 | PA      | $905570.68    | 0.05%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital B.V.                                                                         | MINEJESA CAPITAL BV 5.625000% 08/10/2037                                   | CUSIP: N57445AB9<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | NUSS              | ID        |       798000 | PA      | $741749.38    | 0.04%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEX BONOS DESARR FIX RT 8.500000% 03/02/2028                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    285000000 | PA      | $14706519.89  | 0.88%             | 2028-03-02      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Azarbayjan Respublikasi                                                                       | REPUBLIC OF AZERBAIJAN 3.500000% 09/01/2032                                | CUSIP: N/A<br>LEI: 549300P74FF45UQVU281       | Long             | DBT              | NUSS              | AZ        |      2415000 | PA      | $2114315.60   | 0.13%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                        | ASIAN DEVELOPMENT BANK MTN 4.500000% 05/30/2028                            | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | NUSS              | XX        |      5500000 | PA      | $1482876.28   | 0.09%             | 2028-05-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/IDR SETTLE 2025-06-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $6314.03      | 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        |    883820000 | PA      | $1518682.59   | 0.09%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LLPL CAPITAL PTE. LTD.                                                                        | LLPL CAPITAL PTE LTD 6.875000% 02/04/2039                                  | CUSIP: Y51478AA6<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | NUSS              | ID        |       145440 | PA      | $144525.33    | 0.01%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 4.504000% 04/30/2029                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      1300000 | PA      | $319483.02    | 0.02%             | 2029-04-30      | Fixed         | 4.50%                 | 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        |       462621 | PA      | $415086.66    | 0.02%             | 2033-06-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| The State of Qatar                                                                            | QATAR GOVERNMENT INTERNATIONAL BOND MTN 4.625000% 05/29/2029               | CUSIP: 74738PAK4<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      1137000 | PA      | $1150359.75   | 0.07%             | 2029-05-29      | Fixed         | 4.62%                 | 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        |      1733814 | PA      | $1724971.15   | 0.10%             | 2039-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                                                | FX Forward Contract: BRL/USD SETTLE 2025-08-04                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |            1 | NC      | $-6660.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 9.250000% 05/28/2042                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   8537900000 | PA      | $1567659.18   | 0.09%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                                 | BRK : HSBC REC : 7.74% FIXED                                               | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DIR              |  | CO        |  31800000000 | NC      | $-48775.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                  | FX Forward Contract: MXN/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |            1 | NC      | $9641.27      | 0.00%             |  |  |  | No            |                  2 | 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        |      1085000 | PA      | $886745.68    | 0.05%             | 2026-11-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                                                            | REPUBLIC OF CHILE 4.950000% 01/05/2036                                     | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      6220753 | PA      | $6009869.47   | 0.36%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-14286.41    | -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        |      1390000 | PA      | $1603245.06   | 0.10%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                                                         | FX Forward Contract: CZK/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |            1 | NC      | $49762.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/TRY SETTLE 2025-09-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-81214.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | UNITED MEXICAN STATES 7.375000% 05/13/2055                                 | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      6500000 | PA      | $6425965.00   | 0.38%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/PEN SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-75625.80    | -0.00%            |  |  |  | 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        |  38047300000 | PA      | $6648917.61   | 0.40%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                                     | Credit Default Swap                                                        | CUSIP: CDS280HW4<br>LEI: 984500653R409CC5AB28 | N/A              | DCR              |  | US        |      4900000 | NC      | $-7027.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-48130.91    | -0.00%            |  |  |  | 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        |      5539000 | PA      | $4501212.96   | 0.27%             | 2047-10-04      | Fixed         | 4.62%                 | 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        |      1954000 | PA      | $1973364.14   | 0.12%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: THB/USD SETTLE 2025-08-13                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | TH        |            1 | NC      | $872.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Commonwealth of The Bahamas                                                               | COMMONWEALTH OF BAHAMAS 6.000000% 11/21/2028                               | CUSIP: P06518AG2<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      3344000 | PA      | $3240336.00   | 0.19%             | 2028-11-21      | Fixed         | 6.00%                 | 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        |    211177023 | PA      | $11394025.72  | 0.68%             | 2030-01-31      | Fixed         | 8.00%                 | 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        |      8505000 | PA      | $8785665.00   | 0.53%             | 2035-04-25      | Fixed         | 8.50%                 | 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        |   5000000000 | PA      | $390135.44    | 0.02%             | 2027-07-05      | Fixed         | 19.88%                | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/INR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-10820.23    | -0.00%            |  |  |  | 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        |      7484000 | PA      | $6294824.13   | 0.38%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/ZAR SETTLE 2025-06-27                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $1606.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                                                | FX Forward Contract: BRL/USD SETTLE 2025-06-09                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |            1 | NC      | $-106008.84   | -0.01%            |  |  |  | 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        |       369829 | PA      | $362894.71    | 0.02%             | 2030-06-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                  | FX Forward Contract: MXN/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |            1 | NC      | $19351.16     | 0.00%             |  |  |  | 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        |       365000 | PA      | $360172.51    | 0.02%             | 2031-10-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                             | FX Forward Contract: MYR/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MY        |            1 | NC      | $409026.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                                  | FX Forward Contract: CLP/USD SETTLE 2025-06-09                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $5047.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/KZT SETTLE 2025-06-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-4000.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                                                              | FX Forward Contract: HUF/USD SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $892.23       | 0.00%             |  |  |  | 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        |      2192000 | PA      | $2202917.45   | 0.13%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Republika Srbija                                                                              | SERBIA INTERNATIONAL BOND MTN 2.050000% 09/23/2036                         | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      2126000 | PA      | $1795623.54   | 0.11%             | 2036-09-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/PEN SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-3581.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                       | BRK : STANDARD CHARTERED BANK PAY : 4.625% FIXED                           | CUSIP: N/A<br>LEI: 276345HYMX591FE8F735       | N/A              | DIR              |  | PL        |      6600000 | NC      | $-26065.94    | -0.00%            |  |  |  | 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        |       900000 | PA      | $589950.00    | 0.04%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Banco Central de la Republica Dominicana                                                      | DOM REP CB NOTES 13.000000% 12/05/2025                                     | CUSIP: N/A<br>LEI: 549300DTVR57NON7XL66       | Long             | DBT              | NUSS              | DO        |    524980000 | PA      | $8848868.40   | 0.53%             | 2025-12-05      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.875000% 08/15/2051                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  35626000000 | PA      | $2155821.33   | 0.13%             | 2051-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/HUF SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-10014.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                                                | FX Forward Contract: BRL/USD SETTLE 2025-06-09                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |            1 | NC      | $-10453.44    | -0.00%            |  |  |  | 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        |      1100000 | PA      | $737000.00    | 0.04%             | 2028-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | TREASURY BILL 0.000000% 06/03/2025                                         | CUSIP: 912797PL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2500000 | PA      | $2499706.15   | 0.15%             | 2025-06-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI                                            | HAZINE MUSTESARLIGI VARLIK KIRALAMA AS 144A 8.509100% 01/14/2029           | CUSIP: 421790AK2<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |      2544000 | PA      | $2706269.04   | 0.16%             | 2029-01-14      | Fixed         | 8.51%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                                                           | DOMINICAN REPUBLIC 7.050000% 02/03/2031                                    | CUSIP: P3579ECR6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      5266000 | PA      | $5459525.50   | 0.33%             | 2031-02-03      | Fixed         | 7.05%                 | 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        |      1163000 | PA      | $251123.79    | 0.02%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                                     | BRK- JPMORGAN CHASE BANK REC- 9.15%                                        | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DIR              |  | ZA        |     55800000 | NC      | $27861.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                                                  | FX Forward Contract: PLN/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |            1 | NC      | $2517.94      | 0.00%             |  |  |  | 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        |  51479000000 | PA      | $3140384.59   | 0.19%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                                                            | REPUBLIC OF VENEZUELA VARIABLE RATE 10/13/2024                             | CUSIP: P97475AP5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      3509000 | PA      | $529879.70    | 0.03%             | 2024-12-05      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC                                                                                          | FX Forward Contract: IDR/USD SETTLE 2025-06-02                             | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | ID        |            1 | NC      | $-6314.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                              | BRK: DEUTSHCE BANK PAY: BZDIOVRA                                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              |  | BR        |     67627333 | NC      | $572383.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                       | BRK- SCB SECURITIES REC- 6.0675                                            | CUSIP: N/A<br>LEI: 276345HYMX591FE8F735       | N/A              | DIR              |  | IN        |    519540000 | NC      | $99270.33     | 0.01%             |  |  |  | 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        |     72860241 | PA      | $3446890.40   | 0.21%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NIGERIAN NAIRA                                                                                | FX Forward Contract: NGN/USD SETTLE 2025-06-23                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NG        |            1 | NC      | $18168.24     | 0.00%             |  |  |  | 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        |      6268938 | PA      | $6158702.87   | 0.37%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                                                         | MC BRAZIL DOWNSTREAM TRADING SARL 144A 7.250000% 06/30/2031                | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | NUSS              | BR        |      1236428 | PA      | $967504.62    | 0.06%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                                                            | REPUBLIC OF VENEZUELA 12.75% 08/23/2022                                    | CUSIP: P17625AC1<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | CORP              | VE        |     10040000 | PA      | $1708808.00   | 0.10%             | 2022-08-23      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                                                | REPUBLICA ORIENT URUGUAY 5.100000% 06/18/2050                              | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       479000 | PA      | $428920.55    | 0.03%             | 2050-06-18      | Fixed         | 5.10%                 | 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        |  47387000000 | PA      | $3090423.64   | 0.18%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRK : TDSEC                                                                                   | BRK : TDSEC REC : 8.89                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |    781641929 | NC      | $792715.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/HUF SETTLE 2025-07-15                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $61.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USD P/BRL C                                                                                   | USD P/BRL C EXPIRATION: 07/01/2025                                         | CUSIP: USBRP2883<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -21150000 | NC      | $-24615.79    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                       | BRK : GOLDMAN SACHS PAY : 7.86% FIXED                                      | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | MX        |     81450000 | NC      | $-21606.72    | -0.00%            |  |  |  | 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        |      4555000 | PA      | $3305791.25   | 0.20%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                                    | REPUBLIC OF SRI LANKA 4.000000% 04/15/2028                                 | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |       407314 | PA      | $379311.58    | 0.02%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kingston Airport Revenue Finance Limited                                                      | KINGSTON AIRPORT REVENUE FINANCE LTD 144A 6.750000% 12/15/2036             | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | NUSS              | JM        |      1344000 | PA      | $1330425.60   | 0.08%             | 2036-12-15      | Fixed         | 6.75%                 | Yes           |                  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        |      1666800 | PA      | $1543933.50   | 0.09%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | REPUBLIC OF PERU 3.600000% 01/15/2072                                      | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1000000 | PA      | $601250.00    | 0.04%             | 2072-01-15      | Fixed         | 3.60%                 | 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        |     11215700 | PA      | $1569076.43   | 0.09%             | 2029-10-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA 6.375000% 01/30/2034                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      3300000 | PA      | $3146583.00   | 0.19%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $3347.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                                                | FX Forward Contract: BRL/USD SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |            1 | NC      | $4267.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-07-30                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $30.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | REPUBLIC OF INDONESIA 4.400000% 03/10/2029                                 | CUSIP: 455780DT0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       977000 | PA      | $974956.44    | 0.06%             | 2029-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN SUM                                                                                | FX Forward Contract: UZS/USD SETTLE 2025-10-30                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $9873.06      | 0.00%             |  |  |  | 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        |     15000000 | PA      | $3332106.82   | 0.20%             | 2030-10-25      | Fixed         | 1.25%                 | 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        |     46174500 | PA      | $2142399.48   | 0.13%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                                                | BRK : CITI REC : 5.0295                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              |  | PL        |      7300000 | NC      | $95900.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                  | FX Forward Contract: JPY/USD SETTLE 2025-07-14                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |            1 | NC      | $-632.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/NGN SETTLE 2025-06-23                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-37218.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/MXN SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-118185.02   | -0.01%            |  |  |  | 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        |     10100000 | PA      | $9316287.73   | 0.56%             | 2114-03-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                     | SAUDI ARABIAN OIL CO MTN 5.875000% 07/17/2064                              | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |       411000 | PA      | $367443.86    | 0.02%             | 2064-07-17      | Fixed         | 5.88%                 | 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        |      1410987 | PA      | $1266007.75   | 0.08%             | 2033-06-30      | Fixed         | 5.75%                 | 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        |       200000 | PA      | $198800.00    | 0.01%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                  | FX Forward Contract: MXN/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |            1 | NC      | $11465.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-5439.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                           | NIGERIA OMO BILL ZERO COUPON 02/10/2026                                    | CUSIP: YR4820720<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |    538400000 | PA      | $290231.14    | 0.02%             | 2026-02-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                                                         | FX Forward Contract: CNY/USD SETTLE 2025-09-08                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |            1 | NC      | $1599.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                | ECOPETROL SA 8.375000% 01/19/2036                                          | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |       400000 | PA      | $380727.86    | 0.02%             | 2036-01-19      | Fixed         | 8.38%                 | 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        |      1595000 | PA      | $1090239.47   | 0.07%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/PLN SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-111072.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                                                                | FX Forward Contract: EGP/USD SETTLE 2025-08-25                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $472.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republique Gabonaise                                                                          | GABON GOVERNMENT INTERNATIONAL BOND 144A 7.000000% 11/24/2031              | CUSIP: 362420AE1<br>LEI: 213800XA7X746GRPXA35 | Long             | DBT              | NUSS              | GA        |       293000 | PA      | $219167.81    | 0.01%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| THAILAND BAHT                                                                                 | FX Forward Contract: THB/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |            1 | NC      | $53322.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                                                  | FX Forward Contract: RON/USD SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $-189750.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                             | REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 14 9.500000% 03/05/2036    | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      1566000 | PA      | $1428975.00   | 0.09%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-5429.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | REPUBLIC OF PERU 2.783000% 01/23/2031                                      | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      2763000 | PA      | $2433374.10   | 0.15%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                                     | BRK : J P MORGAN CHASE BANK REC : 3.195% FIXED                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DIR              |  | CZ        |    280800000 | NC      | $-2472.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                                 | BRK : HSBC REC : 4.8% FIXED                                                | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DIR              |  | PL        |     20000000 | NC      | $115957.17    | 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        |  18200000000 | PA      | $1433615.55   | 0.09%             | 2027-07-24      | Fixed         | 21.00%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/IDR SETTLE 2025-06-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-63.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                          | FX Forward Contract: IDR/USD SETTLE 2025-06-05                             | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | ID        |            1 | NC      | $7060.59      | 0.00%             |  |  |  | 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      | $307135.50    | 0.02%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                                                            | Venezuela Government International Bond 11.950000% 08/05/2031              | CUSIP: P17625AD9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     14160000 | PA      | $2436936.57   | 0.15%             | 2031-08-05      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| USD C/KRW P                                                                                   | USD C/KRW P EXPIRATION: 08/06/2025                                         | CUSIP: USKRC2896<br>LEI: N/A                  | N/A              | DFE              |  | US        |     -7000000 | NC      | $-26852.31    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republica de Mocambique                                                                       | REPUBLIC OF MOZAMBIQUE 9.000000% 09/15/2031                                | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |      1601000 | PA      | $1304174.60   | 0.08%             | 2031-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EGP SETTLE 2025-07-07                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-15689.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: USD/EUR SETTLE 2025-07-14                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | US        |            1 | NC      | $669.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                  | FX Forward Contract: MXN/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |            1 | NC      | $33773.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/CLP SETTLE 2025-07-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-49576.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                                              | FX Forward Contract: PEN/USD SETTLE 2025-07-08                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |            1 | NC      | $16691.22     | 0.00%             |  |  |  | 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        |     80363484 | PA      | $3754824.97   | 0.22%             | 2040-01-31      | Fixed         | 9.00%                 | 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        |  18741800000 | PA      | $3275204.39   | 0.20%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 2.632000% 04/15/2031                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      8000000 | PA      | $1806624.60   | 0.11%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 4.893000% 06/08/2038                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     30134000 | PA      | $7953445.98   | 0.48%             | 2038-06-08      | Fixed         | 4.89%                 | 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        |      3452000 | PA      | $3501867.63   | 0.21%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                                          | ADNOC MURBAN RSC LTD 4.500000% 09/11/2034                                  | CUSIP: N/A<br>LEI: 213800OWGH7RAYG61M70       | Long             | DBT              | NUSS              | AE        |      2304000 | PA      | $2211840.00   | 0.13%             | 2034-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $96.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 4.054000% 04/18/2039                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      2602000 | PA      | $633924.59    | 0.04%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | NIGERIA OMO BILL ZERO COUPON 03/31/2026                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NG        |   3250000000 | PA      | $1702496.85   | 0.10%             | 2026-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/THB SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-995.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USD P/MXN C                                                                                   | USD P/MXN C EXPIRATION: 08/21/2025                                         | CUSIP: USMXP2805<br>LEI: N/A                  | N/A              | DFE              |  | US        |     14100000 | NC      | $87830.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THAILAND BAHT                                                                                 | FX Forward Contract: THB/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |            1 | NC      | $130982.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/THB SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-1161.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ILS SETTLE 2025-07-30                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-34482.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: EUR/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | XX        |            1 | NC      | $35800.74     | 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        |      9530000 | PA      | $6900673.00   | 0.41%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                                    | FX Forward Contract: KRW/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |            1 | NC      | $-2970.07     | -0.00%            |  |  |  | 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        |      3765000 | PA      | $3829440.65   | 0.23%             | 2027-10-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| The State of Qatar                                                                            | QATAR GOVERNMENT INTERNATIONAL BOND MTN 4.500000% 02/27/2028               | CUSIP: 74738PLV8<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      2300000 | PA      | $2314375.00   | 0.14%             | 2028-02-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/IDR SETTLE 2025-06-05                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-415.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIAN NAIRA                                                                                | FX Forward Contract: NGN/USD SETTLE 2025-06-23                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NG        |            1 | NC      | $7859.65      | 0.00%             |  |  |  | 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        |       545000 | PA      | $508239.75    | 0.03%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/PHP SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-123024.08   | -0.01%            |  |  |  | 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        |    360000000 | PA      | $4339814.20   | 0.26%             | 2033-08-08      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2025-07-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $18876.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | Credit Default Swap                                                        | CUSIP: CDS288RT7<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |      1400000 | NC      | $-2710.28     | -0.00%            |  |  |  | No            |                  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        |      1069500 | PA      | $1097574.38   | 0.07%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Poinsettia Finance Limited S.a r.l.                                                           | POINSETTIA FINANCE LTD 6.625000% 06/17/2031                                | CUSIP: G7150PAA8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      2082290 | PA      | $1898048.98   | 0.11%             | 2031-06-17      | Fixed         | 6.62%                 | No            |                  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        |      4900000 | PA      | $4217822.00   | 0.25%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                                              | FX Forward Contract: PEN/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |            1 | NC      | $5798.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                                                  | FX Forward Contract: PLN/USD SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |            1 | NC      | $3909.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/TRY SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-89690.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $582.05       | 0.00%             |  |  |  | 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        |      1110000 | PA      | $932416.65    | 0.06%             | 2031-08-09      | Fixed         | 5.50%                 | 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        |    192500000 | PA      | $2286357.87   | 0.14%             | 2029-07-22      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2025-09-10                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $-89235.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: IDR/USD SETTLE 2025-07-15                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | ID        |            1 | NC      | $16420.89     | 0.00%             |  |  |  | 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        |      4864000 | PA      | $4664031.23   | 0.28%             | 2027-09-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING COMPANY P.J.S.C.                                              | ABU DHABI DEVELOPMENTAL HOLDING CO PJSC MTN 4.500000% 05/06/2030           | CUSIP: 00402AAA9<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | NUSS              | AE        |      4090000 | PA      | $4039386.25   | 0.24%             | 2030-05-06      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/JPY SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-69583.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                       | BRK:- JPM REC:- 14.45%                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              |  | BR        |    144250000 | NC      | $123101.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/MYR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-8261.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government of Bermuda                                                                         | GOVT OF BERMUDA 4.750000% 02/15/2029                                       | CUSIP: G10367AF0<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      1374000 | PA      | $1362004.98   | 0.08%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  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        |      5890225 | PA      | $6137614.45   | 0.37%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA INVESTMNT ISSUE 4.369000% 10/31/2028                              | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      2000000 | PA      | $487376.95    | 0.03%             | 2028-10-31      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/CNY SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-6029.15     | -0.00%            |  |  |  | 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        |     18534818 | PA      | $1050420.77   | 0.06%             | 2053-03-31      | Fixed         | 11.62%                | 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        |      3335960 | PA      | $3035723.60   | 0.18%             | 2029-07-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| USD P/HUF C                                                                                   | USD P/HUF C EXPIRATION: 06/05/2025                                         | CUSIP: USHUP2852<br>LEI: N/A                  | N/A              | DFE              |  | US        |       490000 | NC      | $47528.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                       | BRK : JPM REC : 3.6745                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              |  | CZ        |    305520000 | NC      | $108348.46    | 0.01%             |  |  |  | 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        |       991083 | PA      | $478197.55    | 0.03%             | 2035-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: RON/USD SETTLE 2025-08-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | RO        |            1 | NC      | $-19.18       | -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        |     35600000 | PA      | $8136082.34   | 0.49%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN                                                                                     | FX Forward Contract: HUF/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | HU        |            1 | NC      | $84829.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                                                  | FX Forward Contract: KZT/USD SETTLE 2025-07-15                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $2427.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-24858.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                                  | FX Forward Contract: CLP/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $60372.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/BRL SETTLE 2025-06-09                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-1910.63     | -0.00%            |  |  |  | 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        |     17500000 | PA      | $913257.72    | 0.05%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| USD P/PLN C                                                                                   | USD P/PLN C EXPIRATION: 08/11/2025                                         | CUSIP: USPLP28G1<br>LEI: N/A                  | N/A              | DFE              |  | US        |      7000000 | NC      | $80327.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republica del Peru                                                                            | BONOS DE TESORERIA 5.400000% 08/12/2034                                    | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     55357000 | PA      | $14069802.55  | 0.84%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                                                              | FX Forward Contract: HUF/USD SETTLE 2025-07-15                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $112830.32    | 0.01%             |  |  |  | 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        |      3887746 | PA      | $3032441.88   | 0.18%             | 2038-02-15      | Fixed         | 3.60%                 | 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        |   4036000000 | PA      | $272165.86    | 0.02%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Banco Central del Uruguay                                                                     | URU MONETARY REG BILL ZERO COUPON 06/04/2025                               | CUSIP: YR5808328<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |    129549000 | PA      | $3116098.58   | 0.19%             | 2025-06-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $273.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LIMITED                                                                    | ESKOM HOLDINGS SOC LTD MTN 7.500000% 09/15/2033                            | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | NUSS              | ZA        |     52000000 | PA      | $2333779.75   | 0.14%             | 2033-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/CLP SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-5584.29     | -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        |   3171200000 | PA      | $684935.84    | 0.04%             | 2046-07-25      | Fixed         | 11.50%                | 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        |    105400000 | PA      | $2185417.70   | 0.13%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                                                  | FX Forward Contract: KZT/USD SETTLE 2025-06-30                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $10595.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS Capital Limited                                                                      | PETRONAS CAPITAL LTD MTN 3.404000% 04/28/2061                              | CUSIP: Y6886MAC4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | NUSS              | MY        |      5664000 | PA      | $3557244.90   | 0.21%             | 2061-04-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                        | ASIAN DEVELOPMENT BANK MTN 10.100000% 01/23/2026                           | CUSIP: YW1840126<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   4813000000 | PA      | $1154011.49   | 0.07%             | 2026-01-23      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: USD/EUR SETTLE 2025-07-14                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | US        |            1 | NC      | $-2643.00     | -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        |  40160000000 | PA      | $2457834.65   | 0.15%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT VARIABLE RATE 08/01/2041                                | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      2350000 | PA      | $1705442.00   | 0.10%             | 2041-08-01      | Floating      | 7.75%                 | 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        |      1585888 | PA      | $1650941.13   | 0.10%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/PEN SETTLE 2025-06-23                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-3178.08     | -0.00%            |  |  |  | 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        |  68001000000 | PA      | $4148279.74   | 0.25%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                                     | BRK- JPMORGAN CHASE BANK REC- 4%                                           | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DIR              |  | US        |     19000000 | NC      | $244048.82    | 0.01%             |  |  |  | No            |                  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        |     15250000 | PA      | $243226.88    | 0.01%             | 2026-12-11      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/INR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-33857.86    | -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        |     12500000 | PA      | $2547199.43   | 0.15%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| USD P/MXN C                                                                                   | USD P/MXN C EXPIRATION: 08/21/2025                                         | CUSIP: USMXP2808<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -14100000 | NC      | $-28844.55    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, N.A.                                                                                | BRK - CITIBANK NA PAY - 4.6% FIXED                                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              |  | GB        |      4000000 | NC      | $-60585.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/CLP SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-40822.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                                                | BROKER - CITI REC-8.5235                                                   | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              |  | MX        |     31100000 | NC      | $38426.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of Mongolia                                                                        | MONGOLIA INTL BOND 8.650000% 01/19/2028                                    | CUSIP: Y6142NAG3<br>LEI: 254900PW61ADCBDCLP71 | Long             | DBT              | NUSS              | MN        |       368000 | PA      | $382764.38    | 0.02%             | 2028-01-19      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                             | REPUBLIC OF KENYA 9.500000% 03/05/2036                                     | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |      2285000 | PA      | $2083920.00   | 0.12%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: ZAR/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | ZA        |            1 | NC      | $43106.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                             | REPUBLIC OF KENYA 9.500000% 03/05/2036                                     | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |       900000 | PA      | $820800.00    | 0.05%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                                  | ISLAMIC REP OF PAKISTAN 6.875000% 12/05/2027                               | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |      2936000 | PA      | $2724108.88   | 0.16%             | 2027-12-05      | Fixed         | 6.88%                 | 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        |      1755000 | PA      | $1729671.07   | 0.10%             | 2055-01-13      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                       | BRK : GOLDMAN SACHS & CO. REC : FIXED 4.07%                                | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | US        |      3366000 | NC      | $67085.56     | 0.00%             |  |  |  | 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        |      4250000 | PA      | $4351277.50   | 0.26%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                                                         | REPUBLIC OF ECUADOR 5.500000% 07/31/2035                                   | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      6216290 | PA      | $3869640.53   | 0.23%             | 2035-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                  | FX Forward Contract: MXN/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |            1 | NC      | $89032.46     | 0.01%             |  |  |  | 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        |      3800000 | PA      | $2964212.80   | 0.18%             | 2051-09-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 3.500000% 07/09/2041                                 | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      2577000 | PA      | $1600317.00   | 0.10%             | 2041-07-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| USD P/CLP C                                                                                   | USD P/CLP C EXPIRATION: 07/14/2025                                         | CUSIP: USCLP2860<br>LEI: N/A                  | N/A              | DFE              |  | US        |     14100000 | NC      | $257966.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2025-09-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $-8968.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                           | THAILAND GOVERNMENT BOND 3.350000% 06/17/2033                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     90419000 | PA      | $3067263.68   | 0.18%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                         | BRK- BARCLAY BANK PLC REC- 4.325                                           | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DIR              |  | PL        |     26800000 | NC      | $-62846.70    | -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        |  27009000000 | PA      | $1693247.27   | 0.10%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/HUF SETTLE 2025-06-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-2782.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $2917.69      | 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        |     34162000 | PA      | $5636315.79   | 0.34%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UZBEKISTAN SUM                                                                                | FX Forward Contract: UZS/USD SETTLE 2025-07-22                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $68799.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/BRL SETTLE 2025-07-03                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $3563.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.375000% 07/15/2037                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   2200000000 | PA      | $128653.41    | 0.01%             | 2037-07-15      | Fixed         | 6.38%                 | 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        |       560000 | PA      | $412404.23    | 0.02%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                                          | ADNOC MURBAN RSC LTD 144A 5.125000% 09/11/2054                             | CUSIP: 00723L2C2<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | NUSS              | AE        |      2307000 | PA      | $2058793.54   | 0.12%             | 2054-09-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN                                                                                     | FX Forward Contract: HUF/USD SETTLE 2025-06-10                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | HU        |            1 | NC      | $8009.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USD P/ZAR C                                                                                   | USD P/ZAR C EXPIRATION: 08/14/2025                                         | CUSIP: USZAP2845<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -14000000 | NC      | $-150707.37   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/THB SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-5800.50     | -0.00%            |  |  |  | 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        |  15400000000 | PA      | $936327.56    | 0.06%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                       | BRK : STANDARD CHARTERED BANK PAY : 5.36% FIXED                            | CUSIP: N/A<br>LEI: 276345HYMX591FE8F735       | N/A              | DIR              |  | CL        |   1890000000 | NC      | $-42135.22    | -0.00%            |  |  |  | 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        |     27685000 | PA      | $3878558.84   | 0.23%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 8.750000% 05/15/2031                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  16958000000 | PA      | $1147054.11   | 0.07%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                                                         | FX Forward Contract: CNY/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |            1 | NC      | $22920.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 4.642000% 11/07/2033                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      3812000 | PA      | $967532.41    | 0.06%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/MXN SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-29935.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.906000% 07/15/2026                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      6407000 | PA      | $1521294.26   | 0.09%             | 2026-07-15      | Fixed         | 3.91%                 | 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        |       223000 | PA      | $152428.47    | 0.01%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2025-07-08                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $59022.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/MXN SETTLE 2025-07-25                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-3321.43     | -0.00%            |  |  |  | No            |                  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        |     10046000 | PA      | $6092758.36   | 0.36%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | TURKIYE GOVERNMENT BOND 37.000000% 02/18/2026                              | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    480000000 | PA      | $11773175.25  | 0.70%             | 2026-02-18      | Fixed         | 37.00%                | No            |                  2 | On Loan: No      |
| Banco Central del Uruguay                                                                     | URU MONETARY REG BILL ZERO COUPON 07/11/2025                               | CUSIP: YS2979799<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |     21284000 | PA      | $506671.35    | 0.03%             | 2025-07-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/BRL SETTLE 2025-06-09                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $1996.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/EUR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $21762.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                         | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 2.500000% 01/13/2031    | CUSIP: U4586HXK4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     38000000 | PA      | $5446979.12   | 0.33%             | 2031-01-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                  | FX Forward Contract: MXN/USD SETTLE 2025-07-25                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |            1 | NC      | $9851.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 1.750000% 02/01/2035            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      4352000 | PA      | $2088960.00   | 0.12%             | 2035-02-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/MXN SETTLE 2025-08-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-145.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA 7.500000% 02/10/2037                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      4200000 | PA      | $4217010.00   | 0.25%             | 2037-02-10      | Fixed         | 7.50%                 | 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        |       313842 | PA      | $151428.77    | 0.01%             | 2030-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                                     | BRK - JPMORGAN CHASE BANK REF: USD - SECURED OVERNIGHT FINANCING RATE      | CUSIP: TRS2883X0<br>LEI: 984500653R409CC5AB28 | N/A              | DE               |  | US        |      1969998 | NC      | $-3351.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/IDR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-5211.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                                    | REPUBLIC OF SRI LANKA 3.100000% 01/15/2030                                 | CUSIP: Y1237TAA0<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       779617 | PA      | $676575.02    | 0.04%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO                                                                                   | FX Forward Contract: MXN/USD SETTLE 2025-06-23                             | CUSIP: N/A<br>LEI: VYVVCKR63DVZZN70PB21       | N/A              | DFE              |  | MX        |            1 | NC      | $-47385.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                                                         | FX Forward Contract: CZK/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |            1 | NC      | $-16999.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                                              | FX Forward Contract: PEN/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |            1 | NC      | $2058.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: USD/GBP SETTLE 2025-07-15                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | US        |            1 | NC      | $-269111.91   | -0.02%            |  |  |  | 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        |      4042000 | PA      | $918175.98    | 0.05%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | Brazil Notas do Tesouro Nacional Serie B 6.000000% 08/15/2050              | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |      4100000 | PA      | $2850527.92   | 0.17%             | 2050-08-15      | Fixed         | 6.00%                 | 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        |     51685203 | PA      | $2240680.56   | 0.13%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/KRW SETTLE 2025-08-08                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $9876.19      | 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        |  43426000000 | PA      | $2705708.78   | 0.16%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                                                              | FX Forward Contract: IDR/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |            1 | NC      | $15263.83     | 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        |      7054000 | PA      | $5477626.11   | 0.33%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                                    | FX Forward Contract: KRW/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |            1 | NC      | $9880.99      | 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        |  30500000000 | PA      | $6587582.98   | 0.39%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| JP MORGAN                                                                                     | FX Forward Contract: HUF/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | HU        |            1 | NC      | $6148.27      | 0.00%             |  |  |  | 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        |       240000 | PA      | $7638.36      | 0.00%             | 2025-11-22      | Fixed         | 6.80%                 | 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        |      1000000 | PA      | $952406.20    | 0.06%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | REPUBLIC OF POLAND 5.375000% 02/12/2035                                    | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      7000000 | PA      | $6997183.06   | 0.42%             | 2035-02-12      | Fixed         | 5.38%                 | 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        |      2750000 | PA      | $2057071.50   | 0.12%             | 2031-11-24      | Fixed         | 7.00%                 | 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        |      2417000 | PA      | $2498573.75   | 0.15%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-12658.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | REPUBLIC OF TURKIYE 4.875000% 04/16/2043                                   | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      1800000 | PA      | $1215910.80   | 0.07%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                                                  | FX Forward Contract: KZT/USD SETTLE 2025-06-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $90991.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 4.498000% 04/15/2030                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      4369000 | PA      | $1082052.04   | 0.06%             | 2030-04-15      | Fixed         | 4.50%                 | 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        |      1009000 | PA      | $989556.57    | 0.06%             | 2031-04-28      | Fixed         | 4.95%                 | 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        |      1700000 | PA      | $1920282.45   | 0.11%             | 2029-06-13      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/MYR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-7583.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USD P/ILS C                                                                                   | USD P/ILS C EXPIRATION: 07/28/2025                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -42300000 | NC      | $-169656.97   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN                                                                                     | FX Forward Contract: BRL/USD SETTLE 2025-07-03                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | BR        |            1 | NC      | $7908.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2025-10-09                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $-16591.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                                                 | FX Forward Contract: THB/USD SETTLE 2025-09-08                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |            1 | NC      | $4008.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.828000% 07/05/2034                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      3744000 | PA      | $898428.06    | 0.05%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                           | THAILAND GOVERNMENT BOND 2.875000% 06/17/2046                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |      4865000 | PA      | $157268.69    | 0.01%             | 2046-06-17      | Fixed         | 2.88%                 | 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        |    264300000 | PA      | $3099559.16   | 0.19%             | 2029-07-13      | Fixed         | 6.75%                 | 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        |      4400000 | PA      | $3224348.93   | 0.19%             | 2035-07-09      | Fixed         | 3.88%                 | 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        |  72500000000 | PA      | $5631201.24   | 0.34%             | 2028-02-25      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-15085.33    | -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        |      4177000 | PA      | $4219501.27   | 0.25%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: IDR/USD SETTLE 2025-06-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | ID        |            1 | NC      | $5400.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN SUM                                                                                | FX Forward Contract: UZS/USD SETTLE 2025-10-24                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $71520.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/PHP SETTLE 2025-06-02                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-62812.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 6.125000% 05/22/2028            | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      1228000 | PA      | $1264773.69   | 0.08%             | 2028-05-22      | Fixed         | 6.12%                 | Yes           |                  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        |     28681033 | PA      | $1158806.81   | 0.07%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                                                           | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 04/12/2021             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     10560000 | PA      | $1821600.00   | 0.11%             | 2049-04-12      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/IDR SETTLE 2025-06-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-175271.12   | -0.01%            |  |  |  | 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        |      2258273 | PA      | $223709.67    | 0.01%             | 2035-12-15      | Floating      | 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        |       300000 | PA      | $267660.00    | 0.02%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ILS SETTLE 2025-07-30                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-168386.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Chile                                                                            | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 5.000000% 10/01/2028    | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   1800000000 | PA      | $1888420.54   | 0.11%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | REPUBLIC OF POLAND 5.125000% 09/18/2034                                    | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      6750000 | PA      | $6677437.50   | 0.40%             | 2034-09-18      | Fixed         | 5.12%                 | 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        |     78052200 | PA      | $3803536.48   | 0.23%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/KZT SETTLE 2025-06-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-4594.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/KRW SETTLE 2025-08-18                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $175.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                                  | PETROLEOS DE VENEZUELA SA 6.000000% 05/16/2024                             | CUSIP: P7807HAT2<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |      1040681 | PA      | $122800.36    | 0.01%             | 2025-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                                                | FX Forward Contract: BRL/USD SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |            1 | NC      | $-221337.41   | -0.01%            |  |  |  | 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        |      8218000 | PA      | $1423193.24   | 0.09%             | 2034-05-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                                                 | FX Forward Contract: EUR/USD SETTLE 2025-07-14                             | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | XX        |            1 | NC      | $-1195.90     | -0.00%            |  |  |  | No            |                  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        |      2400000 | PA      | $1879704.00   | 0.11%             | 2051-04-08      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT 1.750000% 02/01/2035                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      1992267 | PA      | $956288.16    | 0.06%             | 2035-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                                    | EURO-SCHATZ FUT   JUN25 FINANCIAL COMMODITY FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -25 | NC      | $-3046596.50  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.125000% 08/15/2045                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  30157000000 | PA      | $1862921.37   | 0.11%             | 2045-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | US 5YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -44 | NC      | $-4760250.00  | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| UZBEKISTAN SUM                                                                                | FX Forward Contract: UZS/USD SETTLE 2025-11-06                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $47526.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/RON SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-146224.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN SUM                                                                                | FX Forward Contract: UZS/USD SETTLE 2025-11-20                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $33867.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                                                            | Venezuela Government International Bond 11.950000% 08/05/2031              | CUSIP: P17625AD9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1847700 | PA      | $317989.24    | 0.02%             | 2031-08-05      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                                                         | FX Forward Contract: CNY/USD SETTLE 2025-06-09                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |            1 | NC      | $11553.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                                 | BRK : HSBC PAY : 8.8% FIXED                                                | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DIR              |  | CO        |  21000000000 | NC      | $100347.82    | 0.01%             |  |  |  | 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        |     96030309 | PA      | $4905549.92   | 0.29%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/KZT SETTLE 2025-06-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-4000.33     | -0.00%            |  |  |  | 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        |       227040 | PA      | $219661.20    | 0.01%             | 2026-07-03      | Fixed         | 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        |   9214400000 | PA      | $2338602.26   | 0.14%             | 2033-02-09      | Fixed         | 13.25%                | 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        |      2225000 | PA      | $1980250.00   | 0.12%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                       | BRK- JPM REC- 5.7645                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              |  | IN        |    337000000 | NC      | $14977.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/PLN SETTLE 2025-08-13                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-4304.36     | -0.00%            |  |  |  | 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        |      1870000 | PA      | $1239694.06   | 0.07%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 3.500000% 07/09/2041                                 | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      1230103 | PA      | $763893.96    | 0.05%             | 2041-07-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/BRL SETTLE 2025-06-09                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $2454.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/MXN SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $1674.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.885000% 08/15/2029                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     16004000 | PA      | $3846750.24   | 0.23%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                                                 | FX Forward Contract: EUR/USD SETTLE 2025-07-14                             | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | XX        |            1 | NC      | $-12613.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/MXN SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-296669.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                                                 | FX Forward Contract: EUR/USD SETTLE 2025-07-14                             | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | XX        |            1 | NC      | $16291.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                           | THAILAND GOVERNMENT BOND 3.390000% 06/17/2037                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     46787000 | PA      | $1641019.02   | 0.10%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/MXN SETTLE 2025-06-06                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-240224.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/IDR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-4239.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                      | BRK : MORGAN STANELY & CO. INC REC : 7.6345% FIXED                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | MX        |    150000000 | NC      | $21058.65     | 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        |      6135000 | PA      | $1717908.20   | 0.10%             | 2033-10-25      | Fixed         | 6.00%                 | 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        |      4744959 | PA      | $3440095.06   | 0.21%             | 2037-09-01      | Fixed         | 6.62%                 | 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        |    113344000 | PA      | $5297704.75   | 0.32%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| USD P/PLN C                                                                                   | USD P/PLN C EXPIRATION: 09/17/2025                                         | CUSIP: USPLP2856<br>LEI: N/A                  | N/A              | DFE              |  | US        |      7000000 | NC      | $127870.74    | 0.01%             |  |  |  | No            |                  1 | 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        |       431000 | PA      | $383590.00    | 0.02%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/CNY SETTLE 2025-06-09                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-1390.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USD P/CLP C                                                                                   | USD P/CLP C EXPIRATION: 07/14/2025                                         | CUSIP: USCLP2863<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -21150000 | NC      | $-105024.72   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                       | CORP NACIONAL DEL COBRE DE CHILE 5.950000% 01/08/2034                      | CUSIP: P3143NBQ6<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |      1439000 | PA      | $1440454.18   | 0.09%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-07-30                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-14595.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA 7.500000% 02/10/2037                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      3520000 | PA      | $3534256.00   | 0.21%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/COP SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-54150.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/IDR SETTLE 2025-06-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-604.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                                                  | FX Forward Contract: PLN/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |            1 | NC      | $1590.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO                                                                                   | FX Forward Contract: MXN/USD SETTLE 2025-06-23                             | CUSIP: N/A<br>LEI: VYVVCKR63DVZZN70PB21       | N/A              | DFE              |  | MX        |            1 | NC      | $-13261.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Central del Uruguay                                                                     | URU MONETARY REG BILL ZERO COUPON 06/23/2025                               | CUSIP: N/A<br>LEI: 549300DTMS39GZYBX161       | Long             | DBT              | NUSS              | UY        |     25300000 | PA      | $605659.29    | 0.04%             | 2025-06-23      | Fixed         | 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        |  31245000000 | PA      | $1997157.77   | 0.12%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA 5.750000% 03/24/2035                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      7302000 | PA      | $6547995.48   | 0.39%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: INR/USD SETTLE 2025-06-27                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | IN        |            1 | NC      | $7847.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                           | NIGERIA OMO BILL ZERO COUPON 02/23/2026                                    | CUSIP: YR8038253<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |   3200000000 | PA      | $1676675.14   | 0.10%             | 2026-02-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                                 | BRK - CITIGROUP GLOBAL MARKETS INC PAY - FIXED 2.4 %                       | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DIR              |  | XX        |      1500000 | NC      | $70771.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                                                  | FX Forward Contract: KZT/USD SETTLE 2025-06-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $7243.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                                     | BRK : J P MORGAN CHASE BANK PAY : 8.458% FIXED                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DIR              |  | MX        |    290000000 | NC      | $-276253.86   | -0.02%            |  |  |  | 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        |       320000 | PA      | $307155.20    | 0.02%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/BRL SETTLE 2025-07-03                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $635.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co International                                                             | Credit Default Swap                                                        | CUSIP: CDS288986<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |      7200000 | NC      | $29202.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                                                         | FX Forward Contract: CZK/USD SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |            1 | NC      | $1288.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/HUF SETTLE 2025-10-27                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-25603.30    | -0.00%            |  |  |  | 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        |     10000000 | PA      | $566728.40    | 0.03%             | 2053-03-31      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 2.632000% 04/15/2031                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     20669000 | PA      | $4667640.48   | 0.28%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/HUF SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $5719.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USD P/ZAR C                                                                                   | USD P/ZAR C EXPIRATION: 08/14/2025                                         | CUSIP: USZAP2842<br>LEI: N/A                  | N/A              | DFE              |  | US        |     14000000 | NC      | $369182.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 13.250000% 02/09/2033                                 | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   6289300000 | PA      | $1596215.83   | 0.10%             | 2033-02-09      | Fixed         | 13.25%                | 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        |  25000000000 | PA      | $4853026.49   | 0.29%             | 2031-03-26      | Fixed         | 7.00%                 | 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        |      1500000 | PA      | $1557750.00   | 0.09%             | 2029-06-16      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 3.750000% 07/09/2046                                 | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |       801364 | PA      | $573598.27    | 0.03%             | 2046-07-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                                                         | REPUBLIC OF ECUADOR 6.900000% 07/31/2030                                   | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      5021743 | PA      | $3889390.17   | 0.23%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 0.125000% 07/09/2030                                 | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |       880000 | PA      | $767749.70    | 0.05%             | 2030-07-09      | Fixed         | 0.12%                 | 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        |      1230000 | PA      | $1241020.80   | 0.07%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                                 | BRK : HSBC PAY : 4.94% FIXED                                               | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DIR              |  | CL        |  13700000000 | NC      | $-160798.00   | -0.01%            |  |  |  | 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        |     14981000 | PA      | $768347.51    | 0.05%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ILS SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-27.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                           | PETROLEOS MEXICANOS 6.625000% 06/15/2035                                   | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      3132000 | PA      | $2507328.24   | 0.15%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | REPUBLIC OF TURKIYE 7.125000% 07/17/2032                                   | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      2769000 | PA      | $2709951.08   | 0.16%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Republique du Benin                                                                           | BENIN GOVERNMENT INTERNATIONAL BOND 144A 8.375000% 01/23/2041              | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       602000 | PA      | $557845.65    | 0.03%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| People's Republic of China                                                                    | CHINA GOVERNMENT INTERNATIONAL BOND 144A 4.125000% 11/20/2027              | CUSIP: 16955EAE0<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      5035000 | PA      | $5095227.41   | 0.30%             | 2027-11-20      | Fixed         | 4.12%                 | Yes           |                  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        |    600000000 | PA      | $7442769.50   | 0.44%             | 2053-06-19      | Fixed         | 7.30%                 | 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        |   5000000000 | PA      | $320037.85    | 0.02%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Barbados                                                                                      | BARBADOS GOVT OF 6.500000% 10/01/2029                                      | CUSIP: P48864AQ8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      1080000 | PA      | $1027620.00   | 0.06%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                       | BRK : GOLDMAN SACHS PAY : 7.8% FIXED                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | MX        |    138100000 | NC      | $-18901.04    | -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        |      1759974 | PA      | $1650001.17   | 0.10%             | 2027-02-19      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: INR/USD SETTLE 2025-06-23                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | IN        |            1 | NC      | $-1606.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                                            | REPUBLIC OF ZAMBIA 0.500000% 12/31/2053                                    | CUSIP: V7179UMK2<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |       576356 | PA      | $350136.27    | 0.02%             | 2053-12-31      | Fixed         | 0.50%                 | 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        |    140000000 | PA      | $1635860.94   | 0.10%             | 2033-06-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY 5.500000% 03/26/2036                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      2144000 | PA      | $2029296.00   | 0.12%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                                                         | FX Forward Contract: CZK/USD SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |            1 | NC      | $-39385.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/MYR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-7337.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $4331.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                                     | BRK : J P MORGAN CHASE BANK REC : 4.9% FIXED                               | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DIR              |  | PL        |     15000000 | NC      | $58809.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                                                 | FX Forward Contract: EUR/USD SETTLE 2025-07-14                             | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | XX        |            1 | NC      | $89.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                       | BRK- GOLDMAN, SACHS & CO. REC-THB - THAI OVERNIGHT REPURCHASE RATE (THOR)  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | TH        |     28100000 | NC      | $-22164.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: COP/USD SETTLE 2025-06-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | CO        |            1 | NC      | $1904.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ceska republika                                                                               | CZECH REPUBLIC 0.050000% 11/29/2029                                        | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     15750000 | PA      | $612671.97    | 0.04%             | 2029-11-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| USD P/ZAR C                                                                                   | USD P/ZAR C EXPIRATION: 09/19/2025                                         | CUSIP: USZAP28D6<br>LEI: N/A                  | N/A              | DFE              |  | US        |       550000 | NC      | $64127.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $457.70       | 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        |      1100000 | PA      | $1103300.00   | 0.07%             | 2029-10-18      | Fixed         | 8.88%                 | 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        |       500000 | PA      | $577725.38    | 0.03%             | 2030-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.900000% 11/30/2026                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      5372000 | PA      | $1279291.11   | 0.08%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ISRAELI SHEKEL                                                                                | FX Forward Contract: ILS/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IL        |            1 | NC      | $87418.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2025-07-08                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $-1878.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/JPY SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $27739.86     | 0.00%             |  |  |  | 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        |      5388000 | PA      | $5231455.54   | 0.31%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 6.375000% 04/11/2031               | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      1180000 | PA      | $1203965.44   | 0.07%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                                                 | FX Forward Contract: THB/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |            1 | NC      | $151221.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: USD/EUR SETTLE 2025-07-14                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | US        |            1 | NC      | $-545764.23   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                                                    | CHINA GOVT INTL BOND 4.125000% 11/20/2027                                  | CUSIP: Y15025AE2<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |       539000 | PA      | $544352.27    | 0.03%             | 2027-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                                          | ADNOC MURBAN RSC LTD 5.125000% 09/11/2054                                  | CUSIP: N/A<br>LEI: 213800OWGH7RAYG61M70       | Long             | DBT              | NUSS              | AE        |      1129000 | PA      | $1001705.25   | 0.06%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/TRY SETTLE 2025-06-24                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-261585.55   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Republika Srbija                                                                              | REPUBLIC OF SERBIA 1.650000% 03/03/2033                                    | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |       814000 | PA      | $744033.75    | 0.04%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $8978.30      | 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        |      1700000 | PA      | $1537862.50   | 0.09%             | 2054-03-18      | Fixed         | 5.50%                 | 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        |      3518199 | PA      | $2378962.19   | 0.14%             | 2035-06-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                                 | BRK : HSBC PAY : 8.87% FIXED                                               | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DIR              |  | CO        |   8900000000 | NC      | $37007.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: INR/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | IN        |            1 | NC      | $2181.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                                                              | FX Forward Contract: IDR/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |            1 | NC      | $3783.98      | 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        |      1910000 | PA      | $1553421.89   | 0.09%             | 2044-09-19      | Fixed         | 6.00%                 | 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        |    227079317 | PA      | $9844446.42   | 0.59%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN                                                                                     | FX Forward Contract: HUF/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | HU        |            1 | NC      | $71444.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-07-30                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-172804.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-2443.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 0.125000% 07/09/2030                                 | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |       687719 | PA      | $599995.62    | 0.04%             | 2030-07-09      | Fixed         | 0.12%                 | 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        |  11864000000 | PA      | $732596.76    | 0.04%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/MXN SETTLE 2025-07-25                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-3182.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN                                                                                     | FX Forward Contract: BRL/USD SETTLE 2025-07-03                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | BR        |            1 | NC      | $-7721.23     | -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        |     29610000 | PA      | $1305902.16   | 0.08%             | 2029-07-23      | Fixed         | 2.75%                 | 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        |      2289320 | PA      | $2083281.20   | 0.12%             | 2029-07-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/TRY SETTLE 2025-07-18                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-33640.36    | -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        |       360000 | PA      | $273240.00    | 0.02%             | 2110-10-12      | Fixed         | 5.75%                 | 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        |      1373000 | PA      | $163387.00    | 0.01%             | 2037-04-12      | Floating      | 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        |      1522000 | PA      | $1505029.70   | 0.09%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                       | BRK : GOLDMAN SACHS REC : 8.12% FIXED                                      | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | MX        |    370000000 | NC      | $304037.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT TREASURY BILL ZERO COUPON 07/08/2025                                 | CUSIP: YW1769291<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     22700000 | PA      | $442017.85    | 0.03%             | 2025-07-08      | Fixed         | 0.00%                 | No            |                  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        |      6992080 | PA      | $5156659.00   | 0.31%             | 2035-07-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: THB/USD SETTLE 2025-08-13                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | TH        |            1 | NC      | $-15694.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: EUR/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | XX        |            1 | NC      | $7004.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credicorp Capital Sociedad Titulizadora S.A.                                                  | CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA 144A 10.100000% 12/15/2043      | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |       500000 | PA      | $148006.39    | 0.01%             | 2043-12-15      | Fixed         | 10.10%                | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan                                                                        | UZBEKISTAN INTL BOND 6.947400% 05/25/2032                                  | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |       700000 | PA      | $693315.00    | 0.04%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | REPUBLIC OF TURKIYE 5.750000% 05/11/2047                                   | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     12700000 | PA      | $9115793.30   | 0.54%             | 2047-05-11      | 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        |   9569000000 | PA      | $611164.80    | 0.04%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/IDR SETTLE 2025-07-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $17545.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/RON SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $5713.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 9.000000% 03/15/2029                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  34386000000 | PA      | $2289365.63   | 0.14%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $-995.90      | -0.00%            |  |  |  | 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        |      2280000 | PA      | $2282850.00   | 0.14%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                       | BRK: GOLDMAN SACHS REC: 15.155% FIXED                                      | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | BR        |     24590599 | NC      | $251941.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                                                            | VENEZUELA GOVERNMENT INTERNATIONAL BOND MATURITY:05/07/2026                | CUSIP: P17625AA5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      8600000 | PA      | $1298700.62   | 0.08%             | 2026-05-07      | Fixed         | 9.00%                 | 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        |   6817000000 | PA      | $421616.18    | 0.03%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2025-07-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $29540.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/IDR SETTLE 2025-06-10                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-22557.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/TRY SETTLE 2025-09-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-249221.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                                                         | FX Forward Contract: CZK/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |            1 | NC      | $715.10       | 0.00%             |  |  |  | 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        |       754000 | PA      | $710712.86    | 0.04%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $74845.92     | 0.00%             |  |  |  | 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        |      1600000 | PA      | $1585008.00   | 0.09%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| USD P/PLN C                                                                                   | USD P/PLN C EXPIRATION: 08/11/2025                                         | CUSIP: USPLP2823<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -10500000 | NC      | $-37244.76    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: TRY/USD SETTLE 2025-07-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | TR        |            1 | NC      | $19982.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 7.750000% 09/18/2030                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   8247800000 | PA      | $1709419.53   | 0.10%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                                  | PETROLEOS DE VENEZUELA SA 6.000000% 05/16/2024                             | CUSIP: P7807HAT2<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |      4020944 | PA      | $474471.39    | 0.03%             | 2025-05-16      | Fixed         | 6.00%                 | No            |                  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        |      4146291 | PA      | $3218558.39   | 0.19%             | 2033-03-15      | Fixed         | 3.35%                 | 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        |      2753000 | PA      | $2016024.30   | 0.12%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2025-06-16                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $-12259.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/BRL SETTLE 2025-06-09                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-134.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USD P/ZAR C                                                                                   | USD P/ZAR C EXPIRATION: 06/24/2025                                         | CUSIP: USZAP2896<br>LEI: N/A                  | N/A              | DFE              |  | US        |     21200000 | NC      | $192578.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MV24 CAPITAL B.V                                                                              | MV24 CAPITAL BV 6.748000% 06/01/2034                                       | CUSIP: N53766AA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |      1968246 | PA      | $1888177.66   | 0.11%             | 2034-06-01      | Fixed         | 6.75%                 | 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        |      3400000 | PA      | $2253172.15   | 0.13%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-13146.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                                                              | FX Forward Contract: IDR/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |            1 | NC      | $73711.46     | 0.00%             |  |  |  | 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        |  25757000000 | PA      | $1649342.62   | 0.10%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-07-30                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-2201.31     | -0.00%            |  |  |  | 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        |      1142435 | PA      | $1113474.07   | 0.07%             | 2029-05-07      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Lebanon                                                                           | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 5.800000% 04/14/2020             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      6282000 | PA      | $1083645.00   | 0.06%             | 2023-04-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/RON SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-38593.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-29825.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Central del Uruguay                                                                     | URU MONETARY REG BILL ZERO COUPON 09/03/2025                               | CUSIP: N/A<br>LEI: 549300DTMS39GZYBX161       | Long             | DBT              | NUSS              | UY        |    161300000 | PA      | $3791002.32   | 0.23%             | 2025-09-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | BONOS DE TESORERIA 6.150000% 08/12/2032                                    | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      2000000 | PA      | $560968.99    | 0.03%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/COP SETTLE 2025-07-01                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-14687.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/HUF SETTLE 2025-06-10                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-8506.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 1.000000% 07/09/2029                                 | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      1269000 | PA      | $1045224.54   | 0.06%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Empresa de los Ferrocarriles del Estado                                                       | EMPRESA DE LOS FERROCARRILES DEL ESTADO 3.830000% 09/14/2061               | CUSIP: P3742RAX8<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | NUSS              | CL        |       500000 | PA      | $311194.32    | 0.02%             | 2061-09-14      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-4468.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | ARAB REPUBLIC OF EGYPT 8.875000% 05/29/2050                                | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      3055000 | PA      | $2416524.06   | 0.14%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA (SPAIN) SA                                                                      | AI CANDELARIA -SPAIN- SA 5.750000% 06/15/2033                              | CUSIP: E0R75RAB2<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | NUSS              | CO        |      1480000 | PA      | $1240521.20   | 0.07%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republica de Angola                                                                           | REPUBLIC OF ANGOLA 8.750000% 04/14/2032                                    | CUSIP: BV8060618<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      2640000 | PA      | $2164263.42   | 0.13%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/IDR SETTLE 2025-06-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-78639.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de El Salvador                                                                      | REPUBLIC OF EL SALVADOR 9.650000% 11/21/2054                               | CUSIP: P01012CH7<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      3209000 | PA      | $3189360.92   | 0.19%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2025-07-08                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $4496.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIA PESO                                                                                 | FX Forward Contract: COP/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |            1 | NC      | $3297.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: INR/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | IN        |            1 | NC      | $98673.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/INR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $433.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/TRY SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-116745.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| USD P/ZAR C                                                                                   | USD P/ZAR C EXPIRATION: 06/24/2025                                         | CUSIP: USZAP2899<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -28250000 | NC      | $-46984.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/TRY SETTLE 2025-09-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-43699.06    | -0.00%            |  |  |  | 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        |     57974529 | PA      | $3025467.78   | 0.18%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                                    | CHINA GOVT INTL BOND 1.250000% 10/26/2026                                  | CUSIP: Y5325QAE2<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |       846000 | PA      | $815793.38    | 0.05%             | 2026-10-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $49553.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/MXN SETTLE 2025-07-25                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-53061.06    | -0.00%            |  |  |  | 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        |  57227000000 | PA      | $3533741.96   | 0.21%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA REC : 3.26% FIXED                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | CZ        |    111900000 | NC      | $-8635.47     | -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        |    121700400 | PA      | $5102216.84   | 0.30%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN                                                                                     | FX Forward Contract: HUF/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | HU        |            1 | NC      | $67563.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                                 | BRK : HSBC REC : 14.77% FIXED                                              | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DIR              |  | BR        |     20901933 | NC      | $158393.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Chile                                                                            | REPUBLIC OF CHILE 2.550000% 01/27/2032                                     | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       924000 | PA      | $799260.00    | 0.05%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | REPUBLIC OF INDONESIA 3.550000% 03/31/2032                                 | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      6469000 | PA      | $5952682.91   | 0.36%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | NIGERIA OMO BILL ZERO COUPON 01/06/2026                                    | CUSIP: YS4495844<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |   1520202000 | PA      | $829442.88    | 0.05%             | 2026-01-06      | Fixed         | 0.00%                 | 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        |  41088000000 | PA      | $2539939.59   | 0.15%             | 2040-08-15      | Fixed         | 7.12%                 | 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        |     79242000 | PA      | $2752801.06   | 0.16%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN SUM                                                                                | FX Forward Contract: UZS/USD SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-3280.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                  | FX Forward Contract: JPY/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |            1 | NC      | $38670.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transnet SOC Ltd                                                                              | TRANSNET SOC LTD 144A 8.250000% 02/06/2028                                 | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | NUSS              | ZA        |       799000 | PA      | $814980.00    | 0.05%             | 2028-02-06      | Fixed         | 8.25%                 | 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        |       212000 | PA      | $182485.36    | 0.01%             | 2047-10-10      | Fixed         | 7.38%                 | 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        |      3014000 | PA      | $3017767.50   | 0.18%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                       | BRK- SCB SECURITIES REC- 6.04                                              | CUSIP: N/A<br>LEI: 276345HYMX591FE8F735       | N/A              | DIR              |  | IN        |   1195136000 | NC      | $212738.84    | 0.01%             |  |  |  | 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        |  27396000000 | PA      | $1880428.81   | 0.11%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: PHP/USD SETTLE 2025-09-02                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | PH        |            1 | NC      | $-6913.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/EUR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $3934.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ceska republika                                                                               | CZECH REPUBLIC 0.950000% 05/15/2030                                        | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     39870000 | PA      | $1596680.93   | 0.10%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/TRY SETTLE 2025-07-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-39422.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Commonwealth of The Bahamas                                                               | COMMONWEALTH OF BAHAMAS 6.000000% 11/21/2028                               | CUSIP: P06518AG2<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      1417000 | PA      | $1373073.00   | 0.08%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                                                | FX Forward Contract: BRL/USD SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |            1 | NC      | $-4064.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/CLP SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-21385.69    | -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        |  40025000000 | PA      | $2509245.87   | 0.15%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | Brazil Notas do Tesouro Nacional Serie B 6.000000% 05/15/2035              | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |      5500000 | PA      | $3969083.31   | 0.24%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | 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        |       300000 | PA      | $299093.05    | 0.02%             | 2038-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 4.457000% 03/31/2053                                   | CUSIP: Y2R35QFJ5<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      3389000 | PA      | $850637.81    | 0.05%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT TREASURY BILL ZERO COUPON 06/17/2025                                 | CUSIP: YX6701354<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     66825000 | PA      | $1327226.22   | 0.08%             | 2025-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT TREASURY BILL ZERO COUPON 08/05/2025                                 | CUSIP: YW7350492<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    181750000 | PA      | $3473567.11   | 0.21%             | 2025-08-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OCEANICA LUX SARL                                                                             | OCEANICA LUX 144A 13.000000% 10/02/2029                                    | CUSIP: 67525AAA0<br>LEI: 635400VU48WVABC1TO64 | Long             | DBT              | NUSS              | BR        |       483000 | PA      | $434458.37    | 0.03%             | 2029-10-02      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.582000% 07/15/2032                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     19329000 | PA      | $4588463.47   | 0.27%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                                                         | FX Forward Contract: CNY/USD SETTLE 2025-07-09                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |            1 | NC      | $59453.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Braskem Idesa, S.A.P.I.                                                                       | BRASKEM IDESA SAPI 6.990000% 02/20/2032                                    | CUSIP: P1850NAB7<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | NUSS              | MX        |      1850000 | PA      | $1360252.02   | 0.08%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2025-06-16                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $18837.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI 1.000                                                                                    | Credit Default Swap                                                        | CUSIP: CDS288CP8<br>LEI: N/A                  | N/A              | DCR              |  | US        |      6400000 | NC      | $8142.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                                                           | DOMINICAN REPUBLIC 6.950000% 03/15/2037                                    | CUSIP: P3579ECW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      6208000 | PA      | $6226624.00   | 0.37%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | TURKIYE GOVERNMENT BOND 27.700000% 09/27/2034                              | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     52086000 | PA      | $1185371.53   | 0.07%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                                                  | FX Forward Contract: KZT/USD SETTLE 2025-06-16                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $2336.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/COP SETTLE 2025-06-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-178589.25   | -0.01%            |  |  |  | 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        |      4380000 | PA      | $3371965.51   | 0.20%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: USD/EUR SETTLE 2025-07-14                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | US        |            1 | NC      | $-2955.17     | -0.00%            |  |  |  | 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        |      5253000 | PA      | $1369225.01   | 0.08%             | 2034-10-25      | Fixed         | 5.00%                 | 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        |       600000 | PA      | $30000.00     | 0.00%             | 2025-11-22      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/COP SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-15027.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                           | NIGERIA OMO BILL ZERO COUPON 12/02/2025                                    | CUSIP: YT8242265<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |   4531685000 | PA      | $2524482.22   | 0.15%             | 2025-12-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $203059.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.906000% 07/15/2026                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      6100000 | PA      | $1448399.41   | 0.09%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA REC : 6.75% FIXED                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | HU        |    561600000 | NC      | $42960.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baiterek National Managing Holding JSC                                                        | BAITEREK NATIONAL MANAGING HOLDING JSC 144A 5.450000% 05/08/2028           | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |      1251000 | PA      | $1251316.48   | 0.07%             | 2028-05-08      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: EUR/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | XX        |            1 | NC      | $11673.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                                                 | FX Forward Contract: THB/USD SETTLE 2025-06-09                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |            1 | NC      | $144672.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.582000% 07/15/2032                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      8463000 | PA      | $2009010.62   | 0.12%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co International                                                             | Credit Default Swap                                                        | CUSIP: CDS288VJ9<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |      3000000 | NC      | $41022.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                                                                | FX Forward Contract: EGP/USD SETTLE 2025-08-05                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $65196.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                                                              | FX Forward Contract: HUF/USD SETTLE 2025-07-15                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $2246.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA REC : 5.155% FIXED                                   | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | CL        |   6620000000 | NC      | $158768.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                  | FX Forward Contract: JPY/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |            1 | NC      | $-50332.06    | -0.00%            |  |  |  | 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        |     72225164 | PA      | $2918131.01   | 0.17%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                                 | Credit Default Swap                                                        | CUSIP: CDS288092<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              |  | US        |      2900000 | NC      | $92749.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/BRL SETTLE 2025-06-09                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $414.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                                                         | FX Forward Contract: CNY/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |            1 | NC      | $1667.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-73181.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                                   | BRK- GOLDMAN SACHS INTERNATIONAL REC- 1.9045                               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              |  | TH        |    277700000 | NC      | $189250.35    | 0.01%             |  |  |  | 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        |       803000 | PA      | $600664.88    | 0.04%             | 2031-11-24      | Fixed         | 7.00%                 | 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        |      3000000 | PA      | $3005730.00   | 0.18%             | 2030-01-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 5.500000% 03/26/2036            | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      1642000 | PA      | $1554153.00   | 0.09%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                     | SAUDI ARABIAN OIL CO MTN 5.875000% 07/17/2064                              | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |      3903000 | PA      | $3490624.63   | 0.21%             | 2064-07-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.502000% 05/31/2027                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     15182000 | PA      | $3598689.92   | 0.22%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 4.300000% 10/12/2028                              | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      2798000 | PA      | $2674915.98   | 0.16%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | NIGERIA OMO BILL ZERO COUPON 12/09/2025                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NG        |   4900000000 | PA      | $2705022.03   | 0.16%             | 2025-12-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                           | PETROLEOS MEXICANOS 7.690000% 01/23/2050                                   | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     19110000 | PA      | $14051187.42  | 0.84%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/HUF SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-2870.85     | -0.00%            |  |  |  | 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        |      4041000 | PA      | $3470261.39   | 0.21%             | 2048-03-22      | Fixed         | 6.62%                 | 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        |      3598000 | PA      | $3546072.08   | 0.21%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EGP SETTLE 2025-07-07                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-7610.59     | -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        |       803179 | PA      | $387533.87    | 0.02%             | 2035-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA INVESTMNT ISSUE 4.119000% 11/30/2034                              | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      5418000 | PA      | $1331747.33   | 0.08%             | 2034-11-30      | Fixed         | 4.12%                 | 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        |    400900000 | PA      | $8811121.47   | 0.53%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $11991.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT 1.750000% 02/01/2029                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       243733 | PA      | $148677.13    | 0.01%             | 2029-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $18776.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republika Srbija                                                                              | SERBIA INTERNATIONAL BOND 144A 6.000000% 06/12/2034                        | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      1713000 | PA      | $1698081.88   | 0.10%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/CNY SETTLE 2025-07-09                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-59650.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                      | BRK : MORGAN STANELY & CO. INC PAY : 8.91% FIXED                           | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | CO        |   8560000000 | NC      | $24924.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                                                | REPUBLICA ORIENT URUGUAY 5.442000% 02/14/2037                              | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      2350368 | PA      | $2357818.67   | 0.14%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                                                | FX Forward Contract: BRL/USD SETTLE 2025-07-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |            1 | NC      | $-375821.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN                                                                                     | FX Forward Contract: BRL/USD SETTLE 2025-07-03                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | BR        |            1 | NC      | $-29790.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                      | BRK : MORGAN STANELY & CO. INC REC : 8.03% FIXED                           | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | CO        |  30385000000 | NC      | $-20499.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/PHP SETTLE 2025-06-02                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-45280.48    | -0.00%            |  |  |  | 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        |      1300000 | PA      | $1355453.71   | 0.08%             | 2028-05-15      | Fixed         | 13.00%                | Yes           |                  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        |    200000000 | PA      | $9344604.73   | 0.56%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BRK : BANK OF NEW YORK                                                                        | BRK : BANK OF NEW YORK PAY : 5.05% FIXED                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | PL        |     32000000 | NC      | $-431977.36   | -0.03%            |  |  |  | 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        |      8750000 | PA      | $7362687.50   | 0.44%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                                                  | FX Forward Contract: PLN/EUR SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |            1 | NC      | $70156.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                                  | PAKISTAN GOVERNMENT INTERNATIONAL BOND MTN 7.375000% 04/08/2031            | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |       300000 | PA      | $255447.00    | 0.02%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                                                | BRK - CITIBANK NA REC- - 6M EURO INTERBANK OFFER RATE (EURIBOR)            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              |  | XX        |      9600000 | NC      | $284002.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAELI SHEKEL                                                                                | FX Forward Contract: ILS/USD SETTLE 2025-07-30                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IL        |            1 | NC      | $44299.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                                 | BRK : HSBC REC : 15.26                                                     | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DIR              |  | BR        |     32300000 | NC      | $354778.32    | 0.02%             |  |  |  | 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        |      3426264 | PA      | $3057940.62   | 0.18%             | 2042-03-12      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/PEN SETTLE 2025-06-05                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-30931.43    | -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        |     55600000 | PA      | $936324.35    | 0.06%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-59667.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/TRY SETTLE 2025-09-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-147276.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/MYR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-11771.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/BRL SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $193479.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of North Macedonia                                                                   | NORTH MACEDONIA 6.960000% 03/13/2027                                       | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |       467000 | PA      | $554978.43    | 0.03%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                      | Credit Default Swap                                                        | CUSIP: CDS289HP9<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |      4500000 | NC      | $162844.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                                              | FX Forward Contract: PEN/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |            1 | NC      | $-471.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/RON SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-20094.08    | -0.00%            |  |  |  | No            |                  2 | 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        |      4758000 | PA      | $4938164.00   | 0.30%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                                                           | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.375000% 03/09/2020             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      3638000 | PA      | $627555.00    | 0.04%             | 2023-12-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN                                                                                     | FX Forward Contract: HUF/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | HU        |            1 | NC      | $284939.31    | 0.02%             |  |  |  | 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        |     50000000 | PA      | $10796379.40  | 0.65%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 4.642000% 11/07/2033                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     22511000 | PA      | $5713568.24   | 0.34%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/BRL SETTLE 2025-06-09                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-247105.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-09-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $18096.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/PLN SETTLE 2025-08-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-627.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 5.248000% 09/15/2028                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      1204000 | PA      | $300667.76    | 0.02%             | 2028-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/CLP SETTLE 2025-06-09                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $3531.78      | 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        |     59470000 | PA      | $2759282.66   | 0.16%             | 2034-11-23      | Fixed         | 7.75%                 | 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        |       480000 | PA      | $471600.00    | 0.03%             | 2031-04-28      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN                                                                                     | FX Forward Contract: BRL/USD SETTLE 2025-07-02                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | BR        |            1 | NC      | $-192488.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                                      | US TREASURY FRN VARIABLE RATE 04/30/2027                                   | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |     16870000 | PA      | $16879697.21  | 1.01%             | 2027-04-30      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/RON SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $7234.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $3118.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                                                | REPUBLICA ORIENT URUGUAY 5.250000% 09/10/2060                              | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       700000 | PA      | $614243.00    | 0.04%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                                              | FX Forward Contract: PEN/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |            1 | NC      | $-1382.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                                      | US 10YR NOTE (CBT)SEP25 FINANCIAL COMMODITY FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -34 | NC      | $-3765500.00  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.125000% 06/15/2038                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  90416000000 | PA      | $5618613.42   | 0.34%             | 2038-06-15      | Fixed         | 7.12%                 | 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        |    180000000 | PA      | $9211295.48   | 0.55%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | REPUBLIC OF INDONESIA 2.850000% 02/14/2030                                 | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      3500000 | PA      | $3238440.42   | 0.19%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-08-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $25245.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | REPUBLIC OF PERU 5.375000% 02/08/2035                                      | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      2395000 | PA      | $2354285.00   | 0.14%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/PLN SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-915.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                  | FX Forward Contract: MXN/USD SETTLE 2025-07-25                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |            1 | NC      | $8149.16      | 0.00%             |  |  |  | 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        |      4045000 | PA      | $1951712.50   | 0.12%             | 2035-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                       | BRK : GOLDMAN SACHS REC : 6.71% FIXED                                      | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | HU        |    674200000 | NC      | $48358.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Joint Stock Company Development Bank of Kazakhstan                                            | DEVELOPMENT BANK OF KAZAKHSTAN JSC 144A 5.625000% 04/07/2030               | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |       878000 | PA      | $871715.58    | 0.05%             | 2030-04-07      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                              | BRK- SOCIETE GENERALE REC- 4.0405                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | N/A              | DIR              |  | PL        |     12614304 | NC      | $-13676.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.757000% 05/22/2040                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     18217000 | PA      | $4290678.02   | 0.26%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: EUR/HUF SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | XX        |            1 | NC      | $-239.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Joint Stock Company Development Bank of Kazakhstan                                            | DEVELOPMENT BANK OF KAZAKHSTAN JSC 144A 5.250000% 10/23/2029               | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |       748000 | PA      | $740739.04    | 0.04%             | 2029-10-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/JPY SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $10926.68     | 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        |       699000 | PA      | $740940.00    | 0.04%             | 2034-04-28      | Fixed         | 8.12%                 | 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        |       835000 | PA      | $840193.70    | 0.05%             | 2031-07-03      | Fixed         | 5.66%                 | 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        |     61942167 | PA      | $2269164.80   | 0.14%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                                                 | FX Forward Contract: EUR/USD SETTLE 2025-07-14                             | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | XX        |            1 | NC      | $-7532.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-427.45      | -0.00%            |  |  |  | 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        |      3104000 | PA      | $2693309.76   | 0.16%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                                                         | FX Forward Contract: CNY/USD SETTLE 2025-07-09                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |            1 | NC      | $15448.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 4.054000% 04/18/2039                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      2021000 | PA      | $492375.71    | 0.03%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/HUF SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-108449.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 4.250000% 01/09/2038                                 | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |       730000 | PA      | $569755.69    | 0.03%             | 2038-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TURKIYE CUMHURIYETI ZIRAAT BANKASI ANONIM SIRKETI                                             | TC ZIRAAT BANKASI AS 144A 7.250000% 02/04/2030                             | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | NUSS              | TR        |      2491000 | PA      | $2478472.76   | 0.15%             | 2030-02-04      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/TRY SETTLE 2025-09-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-47193.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/MYR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-1297.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.955000% 09/15/2025                                   | CUSIP: EK7974596<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     54511000 | PA      | $12846924.52  | 0.77%             | 2025-09-15      | Fixed         | 3.96%                 | 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        |       733333 | PA      | $733566.53    | 0.04%             | 2027-05-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/THB SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-4413.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 7.100000% 11/19/2036                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |       793000 | PA      | $768052.32    | 0.05%             | 2036-11-19      | Fixed         | 7.10%                 | 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        |  28640000000 | PA      | $1965815.49   | 0.12%             | 2039-04-15      | Fixed         | 8.38%                 | 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        |    111800000 | PA      | $1829774.52   | 0.11%             | 2026-04-28      | Fixed         | 0.00%                 | 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        |      1869000 | PA      | $1569238.57   | 0.09%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                                 | EMPRESA NACIONAL DEL PETROLEO 6.150000% 05/10/2033                         | CUSIP: P37110AS5<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |      2318000 | PA      | $2346638.89   | 0.14%             | 2033-05-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                  | FX Forward Contract: MXN/USD SETTLE 2025-06-06                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |            1 | NC      | $21479.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of North Macedonia                                                                   | NORTH MACEDONIA 1.625000% 03/10/2028                                       | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |      2000000 | PA      | $2111457.64   | 0.13%             | 2028-03-10      | Fixed         | 1.62%                 | 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        |      1666000 | PA      | $1051439.77   | 0.06%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/MYR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-4126.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Honduras                                                                         | HONDURAS GOVERNMENT 8.625000% 11/27/2034                                   | CUSIP: P5178RAE8<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |       746000 | PA      | $757190.00    | 0.05%             | 2034-11-27      | Fixed         | 8.62%                 | 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        |     76757000 | PA      | $2232739.60   | 0.13%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                                     | BRK - JPMORGAN CHASE BANK PAY - CHINA FIXING REPO RATES 7 DAY              | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DIR              |  | CN        |    114877000 | NC      | $-45658.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2025-07-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $42147.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                              | BRK : DEUTSCHE BANK SECURITIES PAY : 8.986% FIXED                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              |  | ZA        |     88500000 | NC      | $-146221.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                                            | REPUBLIC OF ZAMBIA 0.500000% 12/31/2053                                    | CUSIP: V7179UMK2<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      2601645 | PA      | $1580499.34   | 0.09%             | 2053-12-31      | Fixed         | 0.50%                 | 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        |  23400000000 | PA      | $4155458.27   | 0.25%             | 2028-08-16      | Fixed         | 0.00%                 | 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        |      2002000 | PA      | $2059557.50   | 0.12%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: ZAR/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | ZA        |            1 | NC      | $101479.03    | 0.01%             |  |  |  | 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        |      1085500 | PA      | $865834.42    | 0.05%             | 2039-10-15      | Fixed         | 4.62%                 | 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        |      1101000 | PA      | $1086191.55   | 0.06%             | 2031-10-09      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                  | FX Forward Contract: JPY/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |            1 | NC      | $71300.25     | 0.00%             |  |  |  | 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        |      3338267 | PA      | $3229773.13   | 0.19%             | 2026-07-03      | Fixed         | 0.00%                 | 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        |       619000 | PA      | $613199.97    | 0.04%             | 2034-06-12      | Fixed         | 6.00%                 | 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        |      4425300 | PA      | $519052.24    | 0.03%             | 2027-04-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co International                                                             | Credit Default Swap                                                        | CUSIP: CDS280KJ5<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |      -700000 | NC      | $-56639.33    | -0.00%            |  |  |  | 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        |      3282000 | PA      | $2896365.00   | 0.17%             | 2050-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: MXN/USD SETTLE 2025-08-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | MX        |            1 | NC      | $45692.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                                                           | DOMINICAN REPUBLIC 11.250000% 09/15/2035                                   | CUSIP: P3579ECS4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      8000000 | PA      | $138619.95    | 0.01%             | 2035-09-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| NIGERIAN NAIRA                                                                                | FX Forward Contract: NGN/USD SETTLE 2025-06-23                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NG        |            1 | NC      | $9135.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: USD/EUR SETTLE 2025-07-14                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | US        |            1 | NC      | $1185.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Costa Rica                                                                       | COSTA RICA GOVERNMENT 6.550000% 04/03/2034                                 | CUSIP: P3699PGM3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      2451000 | PA      | $2521539.78   | 0.15%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Banco Central de la Republica Dominicana                                                      | DOMINICAN REPUBLIC CENTRAL BANK NOTES 144A 13.000000% 12/05/2025           | CUSIP: 25714PER5<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |    371950000 | PA      | $6271891.56   | 0.37%             | 2025-12-05      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                                          | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE MTN ZERO COUPON 02/08/2038        | CUSIP: ZM8086906<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |     21800000 | PA      | $346591.47    | 0.02%             | 2038-02-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| USD P/ILS C                                                                                   | USD P/ILS C EXPIRATION: 07/28/2025                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     28200000 | NC      | $386890.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transjamaican Highway Limited                                                                 | TRANSJAMAICAN HIGHWAY LTD 5.750000% 10/10/2036                             | CUSIP: P92649AA3<br>LEI: 254900AWJ3QIGYQ04W45 | Long             | DBT              | NUSS              | JM        |       738039 | PA      | $682686.43    | 0.04%             | 2036-10-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEPLAT ENERGY PLC                                                                             | SEPLAT ENERGY PLC 144A 9.125000% 03/21/2030                                | CUSIP: 81733MAA3<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | NUSS              | NG        |      1055000 | PA      | $999190.50    | 0.06%             | 2030-03-21      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.955000% 09/15/2025                                   | CUSIP: EK7974596<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     23441000 | PA      | $5524476.85   | 0.33%             | 2025-09-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| COLOMBIA PESO                                                                                 | FX Forward Contract: COP/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |            1 | NC      | $1219.54      | 0.00%             |  |  |  | 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        |       450000 | PA      | $439049.33    | 0.03%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                       | BRK : JPM REC : 6.08                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              |  | IN        |   1600000000 | NC      | $312873.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                                              | FX Forward Contract: PEN/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |            1 | NC      | $33365.36     | 0.00%             |  |  |  | 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        |      1350485 | PA      | $845934.36    | 0.05%             | 2030-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                                   | NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 7.375000% 09/28/2033             | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      1104000 | PA      | $938548.71    | 0.06%             | 2033-09-28      | Fixed         | 7.38%                 | 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        |       574000 | PA      | $573690.04    | 0.03%             | 2028-06-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                       | BRK : GOLDMAN SACHS REC : 13.3125% FIXED                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | BR        |     26075520 | NC      | $-26413.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                                                         | REPUBLIC OF ECUADOR 6.900000% 07/31/2030                                   | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |       873021 | PA      | $676163.49    | 0.04%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $102.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ceska republika                                                                               | CZECH REPUBLIC 1.950000% 07/30/2037                                        | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |      7800000 | PA      | $275758.26    | 0.02%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 6.300000% 04/25/2029                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     20000000 | PA      | $4303803.31   | 0.26%             | 2029-04-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/TRY SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-2487.20     | -0.00%            |  |  |  | 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        |  67413000000 | PA      | $4549625.16   | 0.27%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ILS SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-245829.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: USD/GBP SETTLE 2025-06-02                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | US        |            1 | NC      | $331.55       | 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        |       416667 | PA      | $409583.34    | 0.02%             | 2027-09-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: ZAR/USD SETTLE 2025-07-30                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | ZA        |            1 | NC      | $8545.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | FED REPUBLIC OF BRAZIL 6.625000% 03/15/2035                                | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     11504000 | PA      | $11445103.43  | 0.68%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                                     | BRK : J P MORGAN CHASE BANK PAY : 7.85% FIXED                              | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DIR              |  | MX        |     65150000 | NC      | $-15888.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/CZK SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-151.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/BRL SETTLE 2025-07-03                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $5599.02      | 0.00%             |  |  |  | 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        |  18978000000 | PA      | $1181319.34   | 0.07%             | 2033-02-15      | Fixed         | 7.00%                 | 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        |     66243000 | PA      | $10437052.95  | 0.62%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                                     | Credit Default Swap                                                        | CUSIP: CDS288LW0<br>LEI: 984500653R409CC5AB28 | N/A              | DCR              |  | US        |       600000 | NC      | $-1161.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/PLN SETTLE 2025-09-19                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-12597.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                      | Credit Default Swap                                                        | CUSIP: CDS288810<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |      3700000 | NC      | $2590.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/CLP SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-6368.20     | -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      | $124.05       | 0.00%             | 2053-06-19      | Fixed         | 7.30%                 | 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        |   3448381488 | PA      | $687523.44    | 0.04%             | 2036-06-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/PEN SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-2063.76     | -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        |      2645000 | PA      | $457452.75    | 0.03%             | 2023-05-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                                                              | FX Forward Contract: HUF/USD SETTLE 2025-06-10                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $446510.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2025-06-16                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $9366.71      | 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        |      3646335 | PA      | $1358259.79   | 0.08%             | 2034-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/IDR SETTLE 2025-06-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-4860.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-07-30                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-830.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-47499.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | REPUBLIC OF COLOMBIA 9.850000% 06/28/2027                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   7914000000 | PA      | $1868717.59   | 0.11%             | 2027-06-28      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN SUM                                                                                | FX Forward Contract: UZS/USD SETTLE 2025-11-13                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $21711.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                                                            | REPUBLIC OF VENEZUELA 12.75% 08/23/2022                                    | CUSIP: P17625AC1<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | CORP              | VE        |       671600 | PA      | $114306.32    | 0.01%             | 2022-08-23      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| USD P/BRL C                                                                                   | USD P/BRL C EXPIRATION: 07/01/2025                                         | CUSIP: USBRP2880<br>LEI: N/A                  | N/A              | DFE              |  | US        |     14100000 | NC      | $86073.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republica de Colombia                                                                         | REPUBLIC OF COLOMBIA 5.000000% 06/15/2045                                  | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      8628000 | PA      | $5700951.00   | 0.34%             | 2045-06-15      | Fixed         | 5.00%                 | 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        |     97369800 | PA      | $4535578.21   | 0.27%             | 2033-05-26      | Fixed         | 7.50%                 | 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        |     80824600 | PA      | $4115251.19   | 0.25%             | 2027-06-03      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Joint-Stock Cornpany Uzbekneftegaz                                                            | UZBEKNEFTEGAZ JSC 144A 8.750000% 05/07/2030                                | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |      1300000 | PA      | $1310982.34   | 0.08%             | 2030-05-07      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/MXN SETTLE 2025-08-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-1648.47     | -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        |      2726000 | PA      | $2570345.40   | 0.15%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                                                  | FX Forward Contract: KZT/USD SETTLE 2025-07-29                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $2872.09      | 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        |  25983900000 | PA      | $3659159.18   | 0.22%             | 2050-10-26      | Fixed         | 7.25%                 | 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        |     58290000 | PA      | $8735288.42   | 0.52%             | 2031-01-01      | Fixed         | 10.00%                | 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        |      1700000 | PA      | $1623500.00   | 0.10%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/HUF SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-23078.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                        | ASIAN DEVELOPMENT BANK MTN ZERO COUPON 04/20/2043                          | CUSIP: ZL9623907<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     10000000 | PA      | $99520.77     | 0.01%             | 2043-04-20      | Fixed         | 0.00%                 | 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        |      3007382 | PA      | $1606483.32   | 0.10%             | 2040-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: PLN/USD SETTLE 2025-08-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | PA        |            1 | NC      | $53738.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/BRL SETTLE 2025-07-03                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $348.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | Brazil Notas do Tesouro Nacional Serie B 6.000000% 08/15/2050              | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |      1748000 | PA      | $1215371.44   | 0.07%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                                                                | FX Forward Contract: EGP/USD SETTLE 2025-07-07                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $37503.80     | 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        |      8150000 | PA      | $6633642.21   | 0.40%             | 2051-01-25      | Fixed         | 6.25%                 | 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        |      8346000 | PA      | $6043338.60   | 0.36%             | 2049-09-30      | Fixed         | 5.75%                 | 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        |      1893000 | PA      | $1361067.00   | 0.08%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                                 | BRK - CITIGROUP GLOBAL MARKETS INC PAY - FIXED 1.1 %                       | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DIR              |  | JP        |   1395000000 | NC      | $72896.18     | 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        |    230000000 | PA      | $11698491.45  | 0.70%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | REPUBLIC OF PERU 5.940000% 02/12/2029                                      | CUSIP: P78024AE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      9751000 | PA      | $2832776.93   | 0.17%             | 2029-02-12      | Fixed         | 5.94%                 | 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        |    340000000 | PA      | $4050228.08   | 0.24%             | 2029-03-06      | Fixed         | 7.70%                 | 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        |      5272805 | PA      | $622190.99    | 0.04%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/IDR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-9252.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 4.696000% 10/15/2042                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      4491000 | PA      | $1171968.30   | 0.07%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/CZK SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $248.18       | 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        |      2778000 | PA      | $88076.84     | 0.01%             | 2052-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN SUM                                                                                | FX Forward Contract: UZS/USD SETTLE 2025-10-28                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $69753.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/PEN SETTLE 2025-06-20                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-43501.40    | -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        |     11200000 | PA      | $10847812.53  | 0.65%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | REPUBLIC OF PERU 6.850000% 02/12/2042                                      | CUSIP: 715638BL5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       882000 | PA      | $236563.30    | 0.01%             | 2042-02-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/ZAR SETTLE 2025-08-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-2008.45     | -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        |    120000000 | PA      | $5676989.84   | 0.34%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan                                                                        | REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND 144A 6.947400% 05/25/2032        | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      1137000 | PA      | $1126481.66   | 0.07%             | 2032-05-25      | Fixed         | 6.95%                 | Yes           |                  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        |      2000000 | PA      | $2605674.06   | 0.16%             | 2096-12-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                        | OCP SA 144A 7.500000% 05/02/2054                                           | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |      2239000 | PA      | $2188622.50   | 0.13%             | 2054-05-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $375247.77    | 0.02%             |  |  |  | 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        |       710000 | PA      | $696900.22    | 0.04%             | 2030-06-03      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                               | INTER-AMERICAN DEVELOPMENT BANK MTN 7.350000% 10/06/2030                   | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | NUSS              | XX        |    464000000 | PA      | $5603677.71   | 0.33%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                                     | BRK : J P MORGAN CHASE BANK REC : 3.96% FIXED                              | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DIR              |  | IL        |     21200000 | NC      | $-39239.80    | -0.00%            |  |  |  | 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        |       317000 | PA      | $308317.37    | 0.02%             | 2030-02-25      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 6.000000% 04/28/2028                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  14562200000 | PA      | $3151488.79   | 0.19%             | 2028-04-28      | Fixed         | 6.00%                 | 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        |    139941100 | PA      | $5893232.26   | 0.35%             | 2047-11-07      | Fixed         | 8.00%                 | 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        |     62493000 | PA      | $2058637.73   | 0.12%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT DEVELOPMENT LIMITED                                                  | PORT OF SPAIN WATERFRONT DEVELOPMENT 144A 7.875000% 02/19/2040             | CUSIP: 73500YAA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      2179000 | PA      | $2080945.00   | 0.12%             | 2040-02-19      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/USD SETTLE 2025-06-10                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $155206.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                                                  | FX Forward Contract: KZT/USD SETTLE 2025-08-15                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $11118.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2025-09-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $-506148.04   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/IDR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-4999.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-07-30                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-390.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 9.250000% 05/28/2042                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  17000000000 | PA      | $3121400.58   | 0.19%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                                                         | FX Forward Contract: CZK/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |            1 | NC      | $48647.99     | 0.00%             |  |  |  | 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        |       969000 | PA      | $794725.35    | 0.05%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/EUR SETTLE 2025-06-10                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $5320.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/MXN SETTLE 2025-08-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-88443.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                  | FX Forward Contract: MXN/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |            1 | NC      | $71456.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of North Macedonia                                                                   | NORTH MACEDONIA 3.675000% 06/03/2026                                       | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |      4815000 | PA      | $5463470.40   | 0.33%             | 2026-06-03      | Fixed         | 3.67%                 | 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        |      1968000 | PA      | $1748737.25   | 0.10%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                                 | BRK : HSBC REC : 15.69                                                     | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DIR              |  | BR        |     68800000 | NC      | $287422.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/CZK SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-371.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/INR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $135.00       | 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        |    487000000 | PA      | $5690459.13   | 0.34%             | 2033-06-30      | Fixed         | 6.65%                 | 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        |     40000000 | PA      | $11536478.35  | 0.69%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 4.125000% 07/09/2035                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     12091716 | PA      | $8119587.29   | 0.49%             | 2035-07-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/CNY SETTLE 2025-07-09                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-10858.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                                     | BRK : JPMORGAN CHASE BANK REC : 3M Libor                                   | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DIR              |  | KR        |   3396000000 | NC      | $-31592.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/COP SETTLE 2025-06-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-1025.17     | -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        |     18362000 | PA      | $2589042.00   | 0.15%             | 2035-05-17      | Fixed         | 9.75%                 | 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        | 143466000000 | PA      | $8938820.43   | 0.53%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PT Indonesia Asahan Aluminium (Persero)                                                       | INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI I 5.800000% 05/15/2050    | CUSIP: Y7140WAG3<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | NUSS              | ID        |      1183000 | PA      | $1081668.48   | 0.06%             | 2050-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                         | BRK:BARCLAYS PAY:3.7797% FIXED                                             | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DIR              |  | US        |      4460000 | NC      | $206012.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 8.625000% 02/04/2030               | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      3361000 | PA      | $3331245.97   | 0.20%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| POLISH ZLOTY                                                                                  | FX Forward Contract: PLN/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |            1 | NC      | $71496.56     | 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        |      5809000 | PA      | $5254966.63   | 0.31%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 4.498000% 04/15/2030                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      2531000 | PA      | $626842.23    | 0.04%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                             | FX Forward Contract: MYR/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MY        |            1 | NC      | $51372.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/KRW SETTLE 2025-08-18                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-1933.90     | -0.00%            |  |  |  | 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        |       316502 | PA      | $257157.86    | 0.02%             | 2030-01-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                                                  | FX Forward Contract: PLN/USD SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |            1 | NC      | $116673.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                                                   | COTE D IVOIRE (REPUBLIC OF) 18-Mar-2026                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | XX        |      4040000 | PA      | $4604203.89   | 0.28%             | 2026-03-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | BONOS DE TESORERIA 6.950000% 08/12/2031                                    | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     11515000 | PA      | $3438352.81   | 0.21%             | 2031-08-12      | Fixed         | 6.95%                 | 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        |      1436000 | PA      | $1444975.00   | 0.09%             | 2031-07-03      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/BRL SETTLE 2025-06-09                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-3014.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: KRW/USD SETTLE 2025-08-18                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | KR        |            1 | NC      | $170247.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                                                         | REPUBLIC OF ECUADOR 5.500000% 07/31/2035                                   | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     10384000 | PA      | $6464040.00   | 0.39%             | 2035-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2025-09-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $22795.38     | 0.00%             |  |  |  | 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        |      3371000 | PA      | $3339213.19   | 0.20%             | 2055-04-03      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                                              | FX Forward Contract: PEN/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |            1 | NC      | $1852.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC                                                                                          | FX Forward Contract: IDR/USD SETTLE 2025-06-02                             | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              |  | ID        |            1 | NC      | $-10245.47    | -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        |       500000 | PA      | $511992.15    | 0.03%             | 2029-12-03      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: EUR/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DFE              |  | XX        |            1 | NC      | $216994.73    | 0.01%             |  |  |  | No            |                  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        |      4146000 | PA      | $2574002.64   | 0.15%             | 2050-07-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-07-30                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-2137.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/EGP SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-66570.18    | -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        |       400000 | PA      | $268529.88    | 0.02%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA 4.000000% 02/14/2051                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      7546000 | PA      | $4540981.85   | 0.27%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.733000% 06/15/2028                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     14000000 | PA      | $3339821.38   | 0.20%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/EGP SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-40999.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/PLN SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-163687.01   | -0.01%            |  |  |  | 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        |     12044000 | PA      | $7636979.96   | 0.46%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                                  | FX Forward Contract: CLP/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $-7941.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: INR/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | IN        |            1 | NC      | $-23201.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA                                                                                        | OCP SA 7.500000% 05/02/2054                                                | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |       746000 | PA      | $729215.00    | 0.04%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: PHP/USD SETTLE 2025-06-02                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | PH        |            1 | NC      | $20929.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT 1.750000% 02/01/2036                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       990817 | PA      | $465683.99    | 0.03%             | 2036-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-47275.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Panama                                                                           | REPUBLIC OF PANAMA 4.500000% 04/01/2056                                    | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      5903000 | PA      | $3599354.25   | 0.22%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                           | THAILAND GOVERNMENT BOND 1.585000% 12/17/2035                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |      1182000 | PA      | $35102.64     | 0.00%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                                   | REPUBLIC OF PHILIPPINES 3.200000% 07/06/2046                               | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      1300000 | PA      | $895356.97    | 0.05%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                                    | REPUBLIC OF SRI LANKA 3.600000% 06/15/2035                                 | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      1032566 | PA      | $698208.22    | 0.04%             | 2035-06-15      | Fixed         | 3.60%                 | 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        |      1000000 | PA      | $657500.00    | 0.04%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 4.125000% 07/09/2046                                 | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      6880000 | PA      | $4496080.00   | 0.27%             | 2046-07-09      | Fixed         | 4.12%                 | 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        |   3541700000 | PA      | $687518.56    | 0.04%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                                                  | FX Forward Contract: RON/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $-5177.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                       | BRK - J P MORGAN PAY - BZDIOVRA                                            | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              |  | BR        |     15256295 | NC      | $178112.96    | 0.01%             |  |  |  | No            |                  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        |       795000 | PA      | $753103.50    | 0.05%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: ZAR/USD SETTLE 2025-07-30                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | ZA        |            1 | NC      | $208611.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-07-30                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-13112.29    | -0.00%            |  |  |  | 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        |      6532000 | PA      | $6548800.30   | 0.39%             | 2048-01-17      | Fixed         | 6.75%                 | 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        |       306000 | PA      | $266373.00    | 0.02%             | 2030-08-20      | Fixed         | 2.38%                 | 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        |   5838200000 | PA      | $1082918.68   | 0.06%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | US TREASURY FRN VARIABLE RATE 10/31/2026                                   | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |      1900000 | PA      | $1902799.06   | 0.11%             | 2026-10-31      | Floating      | 4.51%                 | No            |                  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        |      2597000 | PA      | $2650309.40   | 0.16%             | 2028-10-12      | Fixed         | 7.00%                 | 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        |       165537 | PA      | $3370.79      | 0.00%             | 2025-02-26      | Fixed         | 15.84%                | No            |                  3 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT GOVERNMENT BOND 24.458000% 10/01/2027                                | CUSIP: YU0812781<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     24600000 | PA      | $505254.91    | 0.03%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| People's Republic of China                                                                    | CHINA GOVT INTL BOND 0.550000% 10/21/2025                                  | CUSIP: Y15025AB8<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |       728000 | PA      | $717567.76    | 0.04%             | 2025-10-21      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/EUR SETTLE 2025-06-06                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-49390.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/EGP SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-5042.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                       | BRK : STANDARD CHARTERED BANK REC : 1.718% FIXED                           | CUSIP: N/A<br>LEI: 276345HYMX591FE8F735       | N/A              | DIR              |  | TH        |    113000000 | NC      | $49606.19     | 0.00%             |  |  |  | No            |                  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        |      4490000 | PA      | $2723122.14   | 0.16%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRK: BNS                                                                                      | BRK: BNS REC: 4.8% FIXED                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | PL        |     36000000 | NC      | $312188.21    | 0.02%             |  |  |  | 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        |      1613000 | PA      | $1674939.20   | 0.10%             | 2032-10-15      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                               | STATE OF ISRAEL 5.750000% 03/12/2054                                       | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |       486000 | PA      | $430945.92    | 0.03%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi                                                                          | ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 1.700000% 03/02/2031           | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |      1689000 | PA      | $1458073.67   | 0.09%             | 2031-03-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                                                         | FX Forward Contract: CZK/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |            1 | NC      | $1149.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.828000% 07/05/2034                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     25879000 | PA      | $6210048.02   | 0.37%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/INR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-297.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                           | THAILAND GOVERNMENT BOND 1.600000% 12/17/2029                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     15120000 | PA      | $459115.56    | 0.03%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY 6.125000% 05/22/2028                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      4814000 | PA      | $4958227.44   | 0.30%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: USD/BRL SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | US        |            1 | NC      | $6406.40      | 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        |     85000000 | PA      | $4142107.47   | 0.25%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                                     | BRK : J P MORGAN CHASE BANK REC : 3.68% FIXED                              | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DIR              |  | CZ        |    135000000 | NC      | $109980.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                                                         | FX Forward Contract: CZK/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |            1 | NC      | $-19842.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USD P/ZAR C                                                                                   | USD P/ZAR C EXPIRATION: 07/28/2025                                         | CUSIP: USZAP2879<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -21150000 | NC      | $-107825.20   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Republica de Honduras                                                                         | HONDURAS GOVERNMENT 5.625000% 06/24/2030                                   | CUSIP: P5178RAD0<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |       736000 | PA      | $679328.00    | 0.04%             | 2030-06-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/PEN SETTLE 2025-06-16                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-22840.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                                      | US 2YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          -64 | NC      | $-13276000.00 | -0.79%            |  |  |  | No            |                  1 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 5.750000% 11/03/2027                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  14326200000 | PA      | $3159562.38   | 0.19%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: USD/COP SETTLE 2025-08-15                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | US        |            1 | NC      | $-37838.28    | -0.00%            |  |  |  | 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        |       683000 | PA      | $457610.00    | 0.03%             | 2028-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN                                                                                     | FX Forward Contract: BRL/USD SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | BR        |            1 | NC      | $-98893.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                                   | NIGERIA GOVERNMENT INTERNATIONAL BOND 144A 9.625000% 06/09/2031            | CUSIP: 65412AFC1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      2167000 | PA      | $2161365.80   | 0.13%             | 2031-06-09      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2025-07-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $20827.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/ZAR SETTLE 2025-07-30                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-8029.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                                                          | FX Forward Contract: EUR/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $4957.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/PEN SETTLE 2025-07-21                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-130208.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 7.000000% 02/28/2031                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     43300000 | PA      | $2177845.29   | 0.13%             | 2031-02-28      | Fixed         | 7.00%                 | 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        |    151375267 | PA      | $6643481.77   | 0.40%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                           | PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047                               | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     16136000 | PA      | $10908679.87  | 0.65%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/BRL SETTLE 2025-07-03                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-5035.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                | ECOPETROL SA 5.875000% 05/28/2045                                          | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      1000000 | PA      | $673305.30    | 0.04%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                                   | NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 6.125000% 09/28/2028             | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      1913000 | PA      | $1778611.75   | 0.11%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 6.000000% 04/28/2028                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  25000000000 | PA      | $5410392.64   | 0.32%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                                   | NIGERIA GOVERNMENT INTERNATIONAL BOND 144A 10.375000% 12/09/2034           | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       996000 | PA      | $996123.87    | 0.06%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 0.500000% 07/09/2029                                 | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |        11904 | PA      | $10926.40     | 0.00%             | 2029-07-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | NIGERIA OMO BILL ZERO COUPON 09/30/2025                                    | CUSIP: YU2548375<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |   4236924000 | PA      | $2448856.75   | 0.15%             | 2025-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                                   | PHILIPPINE GOVERNMENT 6.250000% 01/25/2034                                 | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    240000000 | PA      | $4288195.43   | 0.26%             | 2034-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/IDR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-6555.11     | -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        |       300000 | PA      | $274115.40    | 0.02%             | 2029-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | REPUBLIC OF INDONESIA 4.650000% 09/20/2032                                 | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      2109000 | PA      | $2067797.29   | 0.12%             | 2032-09-20      | Fixed         | 4.65%                 | 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        |       443248 | PA      | $344071.26    | 0.02%             | 2036-05-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT 1.750000% 02/01/2035                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       688000 | PA      | $330240.00    | 0.02%             | 2035-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| USD P/HUF C                                                                                   | USD P/HUF C EXPIRATION: 10/21/2025                                         | CUSIP: USHUP2880<br>LEI: N/A                  | N/A              | DFE              |  | US        |       700000 | NC      | $99988.16     | 0.01%             |  |  |  | No            |                  1 | 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        |      2098000 | PA      | $2040619.70   | 0.12%             | 2055-03-04      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 4.065000% 06/15/2050                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     15006000 | PA      | $3560904.30   | 0.21%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                                                | FX Forward Contract: BRL/USD SETTLE 2025-07-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |            1 | NC      | $-74647.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/HUF SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-1934.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY 3.125000% 09/21/2051                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |       860000 | PA      | $503100.00    | 0.03%             | 2051-09-21      | Fixed         | 3.12%                 | 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        |       395000 | PA      | $395992.24    | 0.02%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/INR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-119.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ma'aden Sukuk Limited                                                                         | MA'ADEN SUKUK LTD 144A 5.250000% 02/13/2030                                | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | NUSS              | SA        |      1055000 | PA      | $1066188.28   | 0.06%             | 2030-02-13      | Fixed         | 5.25%                 | 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        |      3880000 | PA      | $2448731.28   | 0.15%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                                                  | FX Forward Contract: KZT/USD SETTLE 2025-08-29                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $14031.02     | 0.00%             |  |  |  | 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        |      2852000 | PA      | $2858499.62   | 0.17%             | 2030-05-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                                          | ADNOC MURBAN RSC LTD 144A 4.500000% 09/11/2034                             | CUSIP: 00723L2B4<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | NUSS              | AE        |      3923000 | PA      | $3766236.92   | 0.23%             | 2034-09-11      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 7.625000% 01/17/2053            | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      2040000 | PA      | $1970854.20   | 0.12%             | 2053-01-17      | Fixed         | 7.62%                 | No            |                  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        |     56500000 | PA      | $673581.29    | 0.04%             | 2031-07-02      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ING Bank                                                                                      | BRK : ING REC : 3.612                                                      | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | N/A              | DIR              |  | CZ        |     29700000 | NC      | $19410.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                                 | Credit Default Swap                                                        | CUSIP: CDS288H47<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DCR              |  | US        |      3100000 | NC      | $66749.20     | 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        |     85843300 | PA      | $3567853.86   | 0.21%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/THB SETTLE 2025-06-09                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |            1 | NC      | $-2025.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                                                  | FX Forward Contract: KZT/USD SETTLE 2025-08-15                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $2266.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                                              | FX Forward Contract: PEN/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |            1 | NC      | $11385.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                                  | PETROLEOS DE VENEZUELA S 5.50% 04/12/2037                                  | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |      1620000 | PA      | $192780.00    | 0.01%             | 2037-04-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | NIGERIA OMO BILL ZERO COUPON 02/24/2026                                    | CUSIP: YQ1598834<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |   3102017000 | PA      | $1656621.54   | 0.10%             | 2026-02-24      | Fixed         | 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        |      2015000 | PA      | $2009761.00   | 0.12%             | 2031-06-09      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                      | Credit Default Swap                                                        | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DCR              |  | US        |      2500000 | NC      | $291333.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                                                           | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.250000% 05/27/2022             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |       409000 | PA      | $70716.10     | 0.00%             | 2022-05-27      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/MYR SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-9155.83     | -0.00%            |  |  |  | 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        |      2590000 | PA      | $1608208.70   | 0.10%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                       | BRK : GOLDMAN SACHS PAY : 3.9% FIXED                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | CZ        |    175000000 | NC      | $-204804.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republique du Benin                                                                           | BENIN INTL GOV BOND 6.875000% 01/19/2052                                   | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |       615000 | PA      | $560290.51    | 0.03%             | 2052-01-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/MXN SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $-157392.14   | -0.01%            |  |  |  | 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        |   1450000000 | PA      | $1478113.68   | 0.09%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  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        |      1265000 | PA      | $1268253.58   | 0.08%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republica de Costa Rica                                                                       | COSTA RICA GOVERNMENT 6.550000% 04/03/2034                                 | CUSIP: P3699PGM3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |       600000 | PA      | $617268.00    | 0.04%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $15246.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 4.498000% 04/15/2030                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      5800000 | PA      | $1436461.85   | 0.09%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY GOVERNMENT BOND 3.250000% 10/22/2031                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    389450000 | PA      | $909460.71    | 0.05%             | 2031-10-22      | Fixed         | 3.25%                 | 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        |      4235400 | PA      | $592532.46    | 0.04%             | 2029-10-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                                                 | FX Forward Contract: THB/USD SETTLE 2025-06-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |            1 | NC      | $22309.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transnet SOC Ltd                                                                              | TRANSNET SOC LTD 8.250000% 02/06/2028                                      | CUSIP: N/A<br>LEI: 378900B07CD6F01EA796       | Long             | DBT              | NUSS              | ZA        |      1200000 | PA      | $1224000.00   | 0.07%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY GOVERNMENT BOND 3.000000% 10/27/2038                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    705290000 | PA      | $1291965.39   | 0.08%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: USD/BRL SETTLE 2025-06-03                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | US        |            1 | NC      | $47312.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                                                | FX Forward Contract: BRL/USD SETTLE 2025-06-09                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |            1 | NC      | $4285.22      | 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        |  52000000000 | PA      | $3197252.08   | 0.19%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | US TREASURY FRN VARIABLE RATE 01/31/2027                                   | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |      5700000 | PA      | $5701898.27   | 0.34%             | 2027-01-31      | Floating      | 4.40%                 | 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        |  62234000000 | PA      | $3873865.93   | 0.23%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 0.750000% 07/09/2030                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      5903920 | PA      | $4622769.36   | 0.28%             | 2030-07-09      | Fixed         | 0.75%                 | 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        |  91000000000 | PA      | $5592095.24   | 0.33%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-31

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer