# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-23-016934
**Filing Date:** 2023-1
**Character Count:** 793331
**Document Hash:** 15f4af24c2e33444f56a432ce21f9a0c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016934.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016934

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934
- **IRS NUMBER:** 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:** 23564316

**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:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1930526492.07

**Total Liabilities:** $75710258.50

**Net Assets:** $1854816233.57

**Cash Not Reported:** $100928349.40

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -971.39397343 | **1-Year:** -17494.41267111 | **5-Year:** -91513.87552147 | **10-Year:** -203687.61640425 | **30-Year:** -106626.30087031

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

- **3-Month:** -1580.36520309 | **1-Year:** -26824.88204441 | **5-Year:** -94408.01665358 | **10-Year:** -132131.22527945 | **30-Year:** -49250.24229861

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018353 | 7.61%                | 0.13%                | -6.15%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-11187437.94            | $134709480.56                              |
| Month 2  | $-37543621.42            | $29318655.07                               |
| Month 3  | $-34807211.94            | $-83905823.12                              |

**Designated Index Information**

- **Index Name:** 50% EMBIGLDIV / 50% JPMGBIEGDV Index

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Romania                                                      | ROMANIA GOVERNMENT BOND 5.000000% 02/12/2029                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     11435000 | PA      | $2068243.06   | 0.11%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 3.885000% 08/15/2029                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      6554000 | PA      | $1452611.50   | 0.08%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                        | FX Forward Contract: CNY/USD SETTLE 2022-12-08                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |            1 | NC      | $15205.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/TWD SETTLE 2022-12-07                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-55097.06    | -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        |  18700000000 | PA      | $1189292.18   | 0.06%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/CZK SETTLE 2023-01-30                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-66.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                               | FX Forward Contract: BRL/USD SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |            1 | NC      | $337.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                 | PAKISTAN GOVERNMENT INTERNATIONAL BOND MTN 6.000000% 04/08/2026                  | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      3716000 | PA      | $1542140.00   | 0.08%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VEDANTA RESOURCES FINANCE II PLC                             | VEDANTA RESOURCES FINANCE II PLC 8.950000% 03/11/2025                            | CUSIP: G9T27HAD6<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | NUSS              | IN        |       760000 | PA      | $502496.80    | 0.03%             | 2025-03-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-146595.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/COP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $384560.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Argentina                                          | REPUBLIC OF ARGENTINA 3.500000% 07/09/2041                                       | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      2049839 | PA      | $555662.40    | 0.03%             | 2041-07-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/COP SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-56704.91    | -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        |       269000 | PA      | $210384.90    | 0.01%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                               | TULLOW OIL PLC 144A 10.250000% 05/15/2026                                        | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | NUSS              | GH        |       506000 | PA      | $433808.98    | 0.02%             | 2026-05-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Republica del Peru                                           | REPUBLIC OF PERU 3.550000% 03/10/2051                                            | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       853000 | PA      | $619103.78    | 0.03%             | 2051-03-10      | Fixed         | 3.55%                 | 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        |  23389000000 | PA      | $1633951.69   | 0.09%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-230743.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Angola                                          | REPUBLIC OF ANGOLA 9.500000% 11/12/2025                                          | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |       665000 | PA      | $678439.65    | 0.04%             | 2025-11-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GRUPO AVAL LIMITED                                           | GRUPO AVAL LTD 144A 4.375000% 02/04/2030                                         | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | NUSS              | CO        |      1083000 | PA      | $840408.00    | 0.05%             | 2030-02-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                             | FX Forward Contract: PEN/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |            1 | NC      | $5936.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                           | REPUBLIC OF PANAMA 3.298000% 01/19/2033                                          | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       910000 | PA      | $746989.52    | 0.04%             | 2033-01-19      | Fixed         | 3.30%                 | 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        |      1773000 | PA      | $1605806.10   | 0.09%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government of Mongolia                                       | MONGOLIA GOVERNMENT INTERNATIONAL BOND MTN 8.750000% 03/09/2024                  | CUSIP: Y6142NAA6<br>LEI: 254900PW61ADCBDCLP71 | Long             | DBT              | NUSS              | MN        |      3246000 | PA      | $3035030.42   | 0.16%             | 2024-03-09      | Fixed         | 8.75%                 | 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        |     15000000 | PA      | $362611.55    | 0.02%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-253963.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     35000000 | NC      | $-144044.69   | -0.01%            |  |  |  | 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        |      1744000 | PA      | $415874.37    | 0.02%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                           | REPUBLIC OF ZAMBIA 8.970000% 07/30/2027                                          | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |      3476000 | PA      | $1585056.00   | 0.09%             | 2027-07-30      | Fixed         | 8.97%                 | 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        |   3869500000 | PA      | $579370.42    | 0.03%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| IHS Netherlands Holdco B.V.                                  | IHS NETHERLANDS HOLDCO BV 144A 8.000000% 09/18/2027                              | CUSIP: 44963LAC0<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | NUSS              | NG        |       399000 | PA      | $329175.00    | 0.02%             | 2027-09-18      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA PESO                                                | FX Forward Contract: COP/USD SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |            1 | NC      | $66498.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2023-01-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $8916.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                       | GUATEMALA GOVERNMENT BOND 144A 3.700000% 10/07/2033                              | CUSIP: 401494AT6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       320000 | PA      | $261600.00    | 0.01%             | 2033-10-07      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                             | COMISION FEDERAL DE ELECTRICIDAD 144A 4.750000% 02/23/2027                       | CUSIP: 200447AF7<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |       364000 | PA      | $336700.00    | 0.02%             | 2027-02-23      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT INTERNATIONAL BOND 144A 8.875000% 05/29/2050                    | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |        17000 | PA      | $11655.17     | 0.00%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Republica de Colombia                                        | REPUBLIC OF COLOMBIA 5.625000% 02/26/2044                                        | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1555000 | PA      | $1106740.15   | 0.06%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                 | PETROLEOS DE VENEZUELA S 6.00% 05/16/2024                                        | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |      7900000 | PA      | $355500.00    | 0.02%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                             | FX Forward Contract: HUF/EUR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $3101.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                          | REPUBLIC OF TURKEY 4.875000% 04/16/2043                                          | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       804000 | PA      | $521514.60    | 0.03%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/MXN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-32755.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Independent State of Papua New Guinea                        | PNG GOVT INTL BOND 8.375000% 10/04/2028                                          | CUSIP: Y6726SAP6<br>LEI: 254900NKI6OC90ZW9W36 | Long             | DBT              | NUSS              | PG        |       450000 | PA      | $382290.55    | 0.02%             | 2028-10-04      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | R186 BOND FUTURE  FEB23 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |          780 | NC      | $4905379.73   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/NGN SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $4802.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                       | REPUBLIC OF GUATEMALA 3.700000% 10/07/2033                                       | CUSIP: P5015VAM8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      1055000 | PA      | $862462.50    | 0.05%             | 2033-10-07      | Fixed         | 3.70%                 | 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        |   9621900000 | PA      | $1145948.96   | 0.06%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CLP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-73266.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | REPUBLIC OF INDONESIA 3.050000% 03/12/2051                                       | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      1640000 | PA      | $1163749.77   | 0.06%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ECOPETROL S.A.                                               | ECOPETROL SA 5.875000% 11/02/2051                                                | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |       504000 | PA      | $333998.87    | 0.02%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/MYR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-20585.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONVERSION ADJUSTMENT                                        | CONVERSION ADJUSTMENT                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |            1 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL MINAS SPE                                             | BRAZIL MINAS SPE 5.333% 02/15/28                                                 | CUSIP: G13201AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |      1100000 | PA      | $1060686.00   | 0.06%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.875000% 05/26/2028                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       377000 | PA      | $335651.11    | 0.02%             | 2028-05-26      | Fixed         | 2.88%                 | 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        |      7207000 | PA      | $1684982.56   | 0.09%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                            | OMAN GOV INTERNTL BOND 6.250000% 01/25/2031                                      | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |      2179000 | PA      | $2170222.99   | 0.12%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                     | REPUBLIC OF SOUTH AFRICA 10.500000% 12/21/2026                                   | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     35641837 | PA      | $2221861.48   | 0.12%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Republic of Zambia                                           | ZAMBIA GOVERNMENT BOND 10.000000% 06/28/2024                                     | CUSIP: BQ2493055<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     99750000 | PA      | $4722629.29   | 0.25%             | 2024-06-28      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                 | FX Forward Contract: PLN/EUR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |            1 | NC      | $9783.44      | 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        |      3748000 | PA      | $2778205.00   | 0.15%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.375000% 02/08/2038                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      1496000 | PA      | $1071550.05   | 0.06%             | 2038-02-08      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 6-MONTH HUF - BUBOR                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    423821786 | NC      | $-80733.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/PLN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-254609.97   | -0.01%            |  |  |  | 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      | $132773.35    | 0.01%             | 2037-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/USD SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $60685.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK : JPM                                                    | BRK : JPM PAY : 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |      6843916 | NC      | $-46617.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GEOPARK LIMITED                                              | GEOPARK LTD 144A 5.500000% 01/17/2027                                            | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | NUSS              | CO        |      1438000 | PA      | $1260047.50   | 0.07%             | 2027-01-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Federal Republic of Nigeria                                  | NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.375000% 03/24/2029                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      2286000 | PA      | $1899391.68   | 0.10%             | 2029-03-24      | Fixed         | 8.38%                 | 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        |  12441000000 | PA      | $795578.68    | 0.04%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/MXN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $60.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 4.059000% 09/30/2024                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      6000000 | PA      | $1360841.16   | 0.07%             | 2024-09-30      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CNY SETTLE 2022-12-19                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-6280.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-72226.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kallpa Generacion S.A.                                       | KALLPA GENERACION SA 144A 4.125000% 08/16/2027                                   | CUSIP: 156830AA9<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | NUSS              | PE        |       322000 | PA      | $294605.79    | 0.02%             | 2027-08-16      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/KRW SETTLE 2023-02-08                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-101656.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                               | Brazil Notas do Tesouro Nacional Serie B 6.000000% 05/15/2045                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       435000 | PA      | $325751.29    | 0.02%             | 2045-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROKER: GS                                                   | BROKER: GS PAY: FLOAT CETIP DI INTERBANK                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     35182433 | NC      | $-64672.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 6-MONTH HUF - BUBOR                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   1294498364 | NC      | $-207248.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                               | FED REPUBLIC OF BRAZIL 3.750000% 09/12/2031                                      | CUSIP: 105756CE8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      2871000 | PA      | $2440288.36   | 0.13%             | 2031-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                           | ZAMBIA GOVERNMENT INTERNATIONAL BOND 144A 5.375000% 09/20/2022                   | CUSIP: 988895AA6<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |       452000 | PA      | $190518.00    | 0.01%             | 2022-09-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Republica de Angola                                          | REPUBLIC OF ANGOLA 8.250000% 05/09/2028                                          | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |      1796000 | PA      | $1664137.68   | 0.09%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| THE OIL AND GAS HOLDING COMPANY B.S.C (CLOSED)               | OIL AND GAS HOLDING CO BSCC/THE 144A 8.375000% 11/07/2028                        | CUSIP: 67778M2D1<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | NUSS              | BH        |       810000 | PA      | $828225.00    | 0.04%             | 2028-11-07      | Fixed         | 8.38%                 | Yes           |                  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        |       771000 | PA      | $564757.50    | 0.03%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                            | REPUBLIC OF CHILE 3.250000% 09/21/2071                                           | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       574000 | PA      | $362379.63    | 0.02%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                          | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.600000% 11/27/2026                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      2218000 | PA      | $128197.74    | 0.01%             | 2026-11-27      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                            | FX Forward Contract: MYR/USD SETTLE 2022-12-14                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MY        |            1 | NC      | $73741.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2023-01-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $8464.88      | 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        |     13504280 | PA      | $607692.60    | 0.03%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                           | REPUBLIC OF VENEZUELA VARIABLE RATE 10/13/2019                                   | CUSIP: P97475AN0<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      7815700 | PA      | $503296.69    | 0.03%             | 2019-10-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/PLN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-60298.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                          | LEBANESE REPUBLIC 6.000000% 01/27/2023                                           | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |       738000 | PA      | $43305.84     | 0.00%             | 2023-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas             | KAZMUNAYGAS NATIONAL CO JSC 5.375000% 04/24/2030                                 | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | NUSS              | KZ        |      3055000 | PA      | $2734216.72   | 0.15%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BRK : GOLDMAN SACH                                           | BRK : GOLDMAN SACH PAY : 7.316%                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |      6388157 | NC      | $-151209.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/PLN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-41665.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KSA SUKUK LIMITED                                            | KSA SUKUK LTD 144A 5.268000% 10/25/2028                                          | CUSIP: 48266XAF2<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | SA        |      4606000 | PA      | $4767025.76   | 0.26%             | 2028-10-25      | Fixed         | 5.27%                 | 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      | $2070751.79   | 0.11%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas             | KAZMUNAYGAS NATIONAL CO JSC 5.375000% 04/24/2030                                 | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | NUSS              | KZ        |      1420000 | PA      | $1270896.15   | 0.07%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 7.345%                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     23157457 | NC      | $93984.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de El Salvador                                     | REPUBLIC OF EL SALVADOR 8.625000% 02/28/2029                                     | CUSIP: P01012BX3<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      2396000 | PA      | $1018300.00   | 0.05%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                       | PERTAMINA PERSERO PT MTN 3.650000% 07/30/2029                                    | CUSIP: 69370PAD3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |       985000 | PA      | $898446.77    | 0.05%             | 2029-07-30      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Ceska republika                                              | CZECH REPUBLIC 2.400000% 09/17/2025                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     18270000 | PA      | $714734.51    | 0.04%             | 2025-09-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government of Bermuda                                        | GOVT OF BERMUDA 3.717000% 01/25/2027                                             | CUSIP: G10367AD5<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |       843000 | PA      | $796740.24    | 0.04%             | 2027-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                               | FED REPUBLIC OF BRAZIL 5.000000% 01/27/2045                                      | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      2428000 | PA      | $1876626.65   | 0.10%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 2.33 %                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   1146740329 | NC      | $244179.69    | 0.01%             |  |  |  | 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        |     97000000 | PA      | $2807522.12   | 0.15%             | 2028-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JSC GEORGIAN RAILWAY                                         | GEORGIAN RAILWAY JSC 144A 4.000000% 06/17/2028                                   | CUSIP: 37363BAB4<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | NUSS              | GE        |       305000 | PA      | $252070.30    | 0.01%             | 2028-06-17      | Fixed         | 4.00%                 | Yes           |                  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        |   2519100000 | PA      | $352061.96    | 0.02%             | 2032-06-30      | Fixed         | 7.00%                 | 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        |       475000 | PA      | $427053.50    | 0.02%             | 2032-04-14      | Fixed         | 8.75%                 | 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        |      1524000 | PA      | $946323.66    | 0.05%             | 2036-09-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                        | POLAND GOVERNMENT BOND 2.500000% 07/25/2027                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     11290000 | PA      | $2066811.82   | 0.11%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2022-12-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-30941.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                          | THAILAND GOVERNMENT BOND 2.000000% 06/17/2042                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    106780000 | PA      | $2334088.08   | 0.13%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EGP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $826295.39    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                           | BONOS DE TESORERIA 5.940000% 02/12/2029                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      7954000 | PA      | $1937653.70   | 0.10%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/NGN SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $8543.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EGP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $79450.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     15387123 | NC      | $-23767.91    | -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        |  19001000000 | PA      | $1233799.80   | 0.07%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHINALCO CAPITAL HOLDINGS LIMITED                            | CHINALCO CAPITAL HOLDINGS LTD 4.100000% MATURITY: PERPETUAL                      | CUSIP: N/A<br>LEI: 5493003PX4GYVUD3CQ19       | Long             | DBT              | NUSS              | CN        |       307000 | PA      | $294075.90    | 0.02%             | 2171-03-11      | Fixed         | 4.10%                 | 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        |       100000 | PA      | $36811.76     | 0.00%             | 2030-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                | FX Forward Contract: THB/USD SETTLE 2023-01-03                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |            1 | NC      | $15458.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                | FX Forward Contract: THB/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |            1 | NC      | $259285.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2022-12-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $2116.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                           | PERU BONO SOBERANO 6.9% 08/12/2037                                               | CUSIP: P87324BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      4039000 | PA      | $963140.23    | 0.05%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/PLN SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-167.97      | -0.00%            |  |  |  | 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        |       390000 | PA      | $293767.86    | 0.02%             | 2035-05-15      | Fixed         | 6.00%                 | 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      | $182850.68    | 0.01%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                           | FX Forward Contract: ZAR/USD SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |            1 | NC      | $-231.75      | -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        |     17569000 | PA      | $3946461.44   | 0.21%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                        | FX Forward Contract: CNY/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |            1 | NC      | $-24306.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                        | FX Forward Contract: CZK/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |            1 | NC      | $347023.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN DOLLAR                                                | FX Forward Contract: TWD/USD SETTLE 2022-12-07                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TW        |            1 | NC      | $52596.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                   | REPUBLIC OF SRI LANKA 6.200000% 05/11/2027                                       | CUSIP: Y8137FAH1<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      1585000 | PA      | $485568.38    | 0.03%             | 2027-05-11      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/RON SETTLE 2022-12-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-3173.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                               | FX Forward Contract: EGP/USD SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $-1062540.89  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR S.A.                         | MILLICOM INTERNATIONAL CELLULAR SA 144A 5.125000% 01/15/2028                     | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | NUSS              | CO        |       732600 | PA      | $662482.85    | 0.04%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | INDONESIA GOVERNMENT 6.625000% 05/15/2033                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  16461000000 | PA      | $1013934.40   | 0.05%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                               | FED REPUBLIC OF BRAZIL 5.625000% 01/07/2041                                      | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       523000 | PA      | $453496.74    | 0.02%             | 2041-01-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                   | CHINA GOVERNMENT BOND 3.530000% 10/18/2051                                       | CUSIP: Y6S39BG95<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     15870000 | PA      | $2296400.41   | 0.12%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Republique du Benin                                          | BENIN INTL GOV BOND 4.950000% 01/22/2035                                         | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |       480000 | PA      | $357103.79    | 0.02%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                            | REPUBLIC OF KENYA 8.000000% 05/22/2032                                           | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |      1390000 | PA      | $1213192.00   | 0.07%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                           | REPUBLIC OF PANAMA 2.252000% 09/29/2032                                          | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       900000 | PA      | $676125.00    | 0.04%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                          | REPUBLIC OF ARGENTINA 1.500000% 07/09/2035                                       | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     15810000 | PA      | $3695779.75   | 0.20%             | 2035-07-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| The State of Qatar                                           | STATE OF QATAR 4.400000% 04/16/2050                                              | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |       200000 | PA      | $182754.00    | 0.01%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Banque Centrale de Tunisie                                   | TUNISIAN REPUBLIC 5.625000% 02/17/2024                                           | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |      3976000 | PA      | $3378126.19   | 0.18%             | 2024-02-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                 | FX Forward Contract: CLP/USD SETTLE 2023-02-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $-15415.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                 | Petroleos de Venezuela SA 6.000000% 11/15/2026                                   | CUSIP: P7807HAR6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |     11979000 | PA      | $634887.00    | 0.03%             | 2026-11-15      | Fixed         | 6.00%                 | 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        |  16771700000 | PA      | $2343963.16   | 0.13%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KOREAN WON                                                   | FX Forward Contract: KRW/USD SETTLE 2023-02-08                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |            1 | NC      | $60231.79     | 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        |     41320000 | PA      | $1822593.03   | 0.10%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Joint-Stock Cornpany Uzbekneftegaz                           | UZBEKNEFTEGAZ JSC 144A 4.750000% 11/16/2028                                      | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |       864000 | PA      | $676296.00    | 0.04%             | 2028-11-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SHARJAH SUKUK PROGRAMME LIMITED                              | SHARJAH SUKUK PROGRAM LTD MTN 3.854000% 04/03/2026                               | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | AE        |      1037000 | PA      | $982526.39    | 0.05%             | 2026-04-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Limited                                  | STUDIO CITY FINANCE LTD 144A 6.000000% 07/15/2025                                | CUSIP: 86389QAE2<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | NUSS              | MO        |       119000 | PA      | $98495.71     | 0.01%             | 2025-07-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CNY SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $280672.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones                               | BANCO DE CREDITO E INVERSIONES SA 144A 3.500000% 10/12/2027                      | CUSIP: 05890MAA1<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | NUSS              | CL        |      1691000 | PA      | $1544674.71   | 0.08%             | 2027-10-12      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                          | REPUBLIC OF TURKEY 6.375000% 10/14/2025                                          | CUSIP: 900123CZ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       409000 | PA      | $391625.68    | 0.02%             | 2025-10-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/IDR SETTLE 2023-02-01                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-17039.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                   | CHINA GOVERNMENT BOND 3.810000% 09/14/2050                                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |      8700000 | PA      | $1326452.55   | 0.07%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                             | FX Forward Contract: IDR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |            1 | NC      | $-96918.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 6.395                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    460499214 | NC      | $12923.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ceska republika                                              | CZECH REPUBLIC 0.250000% 02/10/2027                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     29920000 | PA      | $1038698.41   | 0.06%             | 2027-02-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                        | FX Forward Contract: CNY/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |            1 | NC      | $-131019.35   | -0.01%            |  |  |  | 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        |      1086000 | PA      | $1045275.00   | 0.06%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |      7533671 | NC      | $-10402.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                     | REPUBLIC OF SOUTH AFRICA 4.850000% 09/27/2027                                    | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       690000 | PA      | $657643.14    | 0.04%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MEDCO BELL PTE. LTD.                                         | MEDCO BELL PTE LTD 144A 6.375000% 01/30/2027                                     | CUSIP: 58406LAA9<br>LEI: 2549003PNDCWIWGKC768 | Long             | DBT              | NUSS              | ID        |       626000 | PA      | $556068.74    | 0.03%             | 2027-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/HUF SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-29113.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 3.900000% 11/30/2026                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      4500000 | PA      | $1009568.26   | 0.05%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PT Perusahaan Listrik Negara (Persero)                       | PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 6.150000% 05/21/2048          | CUSIP: 71568QAF4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |      1070000 | PA      | $986529.30    | 0.05%             | 2048-05-21      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/THB SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-104506.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                        | REPUBLIC OF ECUADOR 2.500000% 07/31/2035                                         | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      1649000 | PA      | $722920.45    | 0.04%             | 2035-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CLP SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-4836.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                             | FX Forward Contract: PEN/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |            1 | NC      | $10196.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                 | FX Forward Contract: CLP/USD SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $122062.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Zambia                                           | ZAMBIA GOVERNMENT INTERNATIONAL BOND 144A 5.375000% 09/20/2022                   | CUSIP: 988895AA6<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      1370000 | PA      | $577455.00    | 0.03%             | 2022-09-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                          | REPUBLIC OF TURKEY 6.000000% 01/14/2041                                          | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      1091000 | PA      | $789251.22    | 0.04%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                     | MEXICAN UDIBONOS 4.00% 11/30/2028                                                | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    141396109 | PA      | $7134579.02   | 0.38%             | 2028-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior, S.N.C.                  | BANCO NACIONAL DE COMERCIO EXTERIOR SNC/CAYMAN ISL 2.720000% 08/11/2031          | CUSIP: 05973JAA8<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | NUSS              | MX        |      1777000 | PA      | $1501565.00   | 0.08%             | 2031-08-11      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LIMITED                                | SHIMAO GROUP HOLDINGS LTD 5.600000% 07/15/2026                                   | CUSIP: N/A<br>LEI: 254900WTJ6B5CU69ZD26       | Long             | DBT              | NUSS              | CN        |      2542000 | PA      | $247104.64    | 0.01%             | 2026-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                          | REPUBLIC OF ARGENTINA 0.500000% 07/09/2030                                       | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      8763440 | PA      | $2247587.59   | 0.12%             | 2030-07-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 4.392000% 04/15/2026                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      5125000 | PA      | $1169407.06   | 0.06%             | 2026-04-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                             | FX Forward Contract: SGD/USD SETTLE 2022-12-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |            1 | NC      | $9126.71      | 0.00%             |  |  |  | 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        |       962000 | PA      | $663653.21    | 0.04%             | 2026-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CZK SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $113.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                   | REPUBLIC OF SRI LANKA 5.750000% 04/18/2023                                       | CUSIP: Y8137FAK4<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |       881000 | PA      | $269253.90    | 0.01%             | 2023-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | KOREA 3YR BND FUT DEC22 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |           64 | NC      | $5029836.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceska republika                                              | CZECH REPUBLIC 2.750000% 07/23/2029                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     78020000 | PA      | $2904134.14   | 0.16%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                     | MEX BONOS DESARR FIX RT 10.000000% 12/05/2024                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    112292500 | PA      | $5762920.54   | 0.31%             | 2024-12-05      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIA GOVERNMENT BOND 3.650000% 07/28/2025                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     16080000 | PA      | $3044306.03   | 0.16%             | 2025-07-28      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Republika Srbija                                             | SERBIA TREASURY BONDS 4.500000% 01/11/2026                                       | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     24780000 | PA      | $202515.84    | 0.01%             | 2026-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas             | KAZMUNAYGAS NATIONAL CO JSC 144A 5.750000% 04/19/2047                            | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |       734000 | PA      | $553215.80    | 0.03%             | 2047-04-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                     | UNITED MEXICAN STATES 3.750000% 04/19/2071                                       | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1104000 | PA      | $726446.62    | 0.04%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ISRAELI SHEKEL                                               | FX Forward Contract: ILS/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IL        |            1 | NC      | $52461.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-242.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CNY SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-105872.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                               | NOTA DO TESOURO NACIONAL 10.000000% 01/01/2033                                   | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |      6164000 | PA      | $1045815.88   | 0.06%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Republica de Colombia                                        | REPUBLIC OF COLOMBIA 6.125000% 01/18/2041                                        | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      3480000 | PA      | $2724840.00   | 0.15%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital B.V.                                        | MINEJESA CAPITAL BV 144A 5.625000% 08/10/2037                                    | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | NUSS              | ID        |      1448000 | PA      | $1114294.66   | 0.06%             | 2037-08-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MEITUAN                                                      | MEITUAN 3.050000% 10/28/2030                                                     | CUSIP: G59669AC8<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | NUSS              | CN        |       238000 | PA      | $178863.54    | 0.01%             | 2030-10-28      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                 | FX Forward Contract: MXN/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |            1 | NC      | $39179.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                           | FX Forward Contract: ZAR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |            1 | NC      | $31687.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/IDR SETTLE 2022-12-14                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-2861.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 3.733000% 06/15/2028                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      9238000 | PA      | $2045747.76   | 0.11%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                | EMPRESA NACIONAL DEL PETROLEO 4.500000% 09/14/2047                               | CUSIP: P37110AM8<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |       350000 | PA      | $244891.41    | 0.01%             | 2047-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN (RSC) LTD                                          | MDGH GMTN RSC LTD 144A 5.500000% 04/28/2033                                      | CUSIP: 55285GAB0<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | NUSS              | AE        |      1420000 | PA      | $1490290.00   | 0.08%             | 2033-04-28      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de Chile                                            | REPUBLIC OF CHILE 4.000000% 01/31/2052                                           | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       625000 | PA      | $492588.68    | 0.03%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |      6493593 | NC      | $-103747.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/TWD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $73764.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/COP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $36976.30     | 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        |       648000 | PA      | $494359.20    | 0.03%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/MXN SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-3377.79     | -0.00%            |  |  |  | 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        |      1424000 | PA      | $1307388.41   | 0.07%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/CZK SETTLE 2023-01-30                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-111.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlantica Transmision Sur S.A.                               | ATLANTICA TRANSMISION SUR SA 144A 6.875000% 04/30/2043                           | CUSIP: 00289LAA3<br>LEI: 549300PQCSQSSZTVDH16 | Long             | DBT              | NUSS              | PE        |       307707 | PA      | $277705.57    | 0.01%             | 2043-04-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Thailand                                          | THAILAND GOVERNMENT BOND 3.650000% 06/20/2031                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     62000000 | PA      | $1900775.47   | 0.10%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                 | FX Forward Contract: CLP/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $1294.30      | 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        |     36321000 | PA      | $7764994.44   | 0.42%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                             | FX Forward Contract: HUF/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $85237.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                        | REPUBLIC OF COLOMBIA 6.125000% 01/18/2041                                        | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      2284000 | PA      | $1788372.00   | 0.10%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 3.899000% 11/16/2027                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     16700000 | PA      | $3740462.06   | 0.20%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Republica de El Salvador                                     | REPUBLIC OF EL SALVADOR 8.250000% 04/10/2032                                     | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |       141000 | PA      | $58515.00     | 0.00%             | 2032-04-10      | Fixed         | 8.25%                 | 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        |       592000 | PA      | $536174.40    | 0.03%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                             | FX Forward Contract: HUF/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $59616.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                            | FX Forward Contract: MYR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MY        |            1 | NC      | $15458.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                  | NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.375000% 03/24/2029                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |       379000 | PA      | $314903.52    | 0.02%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republica de Angola                                          | ANGOLAN GOVERNMENT INTERNATIONAL BOND 144A 8.750000% 04/14/2032                  | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      1230000 | PA      | $1105843.80   | 0.06%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| State of Israel                                              | ISRAEL FIXED BOND 1.300000% 04/30/2032                                           | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |     32090963 | PA      | $7872298.37   | 0.42%             | 2032-04-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/USD SETTLE 2023-01-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-1661.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republique du Benin                                          | BENIN INTL GOV BOND 4.950000% 01/22/2035                                         | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |      1321000 | PA      | $982779.39    | 0.05%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                               | FX Forward Contract: EGP/USD SETTLE 2023-05-31                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $-89865.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/HUF SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-10803.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                        | FX Forward Contract: CZK/EUR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |            1 | NC      | $9296.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/NGN SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $31987.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The State of Qatar                                           | STATE OF QATAR 5.103000% 04/23/2048                                              | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |      1310000 | PA      | $1314964.90   | 0.07%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                          | REPUBLIC OF TURKEY 5.750000% 05/11/2047                                          | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      1069000 | PA      | $727005.52    | 0.04%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                             | FX Forward Contract: HUF/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $17609.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 5.800000% 09/30/2027                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      1230000 | PA      | $1014405.60   | 0.05%             | 2027-09-30      | Fixed         | 5.80%                 | 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        |       420000 | PA      | $347866.69    | 0.02%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Qatar Energy                                                 | QATAR ENERGY 144A 3.125000% 07/12/2041                                           | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | NUSS              | QA        |       466000 | PA      | $353447.02    | 0.02%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| TURKISH LIRA                                                 | FX Forward Contract: TRY/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $7235.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/TRY SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-277209.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                      | UKRAINE GOVERNMENT 7.253000% 03/15/2033                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       864000 | PA      | $179988.48    | 0.01%             | 2033-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/IDR SETTLE 2022-12-20                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $10756.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-70637.51    | -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        |      3316664 | PA      | $149249.88    | 0.01%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                       | KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND MTN 1.500000% 09/30/2034                | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |       850000 | PA      | $621396.21    | 0.03%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     10140220 | NC      | $-165928.83   | -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        |    208093360 | PA      | $9745098.67   | 0.53%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LIMITED                                   | ESKOM HOLDINGS SOC LTD 144A 7.125000% 02/11/2025                                 | CUSIP: 29646AAB2<br>LEI: 3789001900ED06F65111 | Long             | DBT              | NUSS              | ZA        |      3690000 | PA      | $3460592.70   | 0.19%             | 2025-02-11      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 4.254000% 05/31/2035                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     10759000 | PA      | $2388652.48   | 0.13%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                       | REPUBLIC OF GUATEMALA 5.375000% 04/24/2032                                       | CUSIP: P5015VAK2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       810000 | PA      | $790778.70    | 0.04%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                            | REPUBLIC OF GHANA 10.750000% 10/14/2030                                          | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |       400000 | PA      | $277800.00    | 0.01%             | 2030-10-14      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                          | THAILAND GOVERNMENT BOND 2.000000% 12/17/2031                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    129000000 | PA      | $3492069.98   | 0.19%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                 | FX Forward Contract: RON/EUR SETTLE 2022-12-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $19499.13     | 0.00%             |  |  |  | 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        |      4097000 | PA      | $244427.02    | 0.01%             | 2023-12-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                             | COMISION FEDERAL DE ELECTRICIDAD 7.350000% 11/25/2025                            | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |     52304700 | PA      | $2420571.40   | 0.13%             | 2025-11-25      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| America Movil, S.A.B. de C.V.                                | AMERICA MOVIL SAB DE CV 7.125000% 12/09/2024                                     | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | NUSS              | MX        |     23310000 | PA      | $1116078.97   | 0.06%             | 2024-12-09      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2022-12-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-6608.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                          | THAILAND GOVERNMENT BOND 3.775000% 06/25/2032                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     14000000 | PA      | $433794.37    | 0.02%             | 2032-06-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/KRW SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-36298.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRIVATE JOINT STOCK COMPANY NATIONAL POWER COMPANY UKRENERGO | NPC UKRENERGO 144A 6.875000% 11/09/2026                                          | CUSIP: 63718LAA2<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | NUSS              | UA        |       414000 | PA      | $70992.72     | 0.00%             | 2026-11-09      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| MV24 CAPITAL B.V                                             | MV24 CAPITAL BV 144A 6.748000% 06/01/2034                                        | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |       570674 | PA      | $505941.07    | 0.03%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 4.254000% 05/31/2035                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      8170000 | PA      | $1813857.31   | 0.10%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republica de El Salvador                                     | EL SALVADOR GOVERNMENT INTERNATIONAL BOND 144A 6.375000% 01/18/2027              | CUSIP: 283875AS1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      1014000 | PA      | $423345.00    | 0.02%             | 2027-01-18      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                           | FX Forward Contract: ZAR/USD SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |            1 | NC      | $14840.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/HUF SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-53714.24    | -0.00%            |  |  |  | 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        |      1323000 | PA      | $975361.12    | 0.05%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                             | COMISION FEDERAL DE ELECTRICIDAD 144A 4.688000% 05/15/2029                       | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |       957000 | PA      | $835458.21    | 0.05%             | 2029-05-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kazakhstan                                       | KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 144A 4.875000% 10/14/2044               | CUSIP: 486661AF8<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      1180000 | PA      | $1050200.00   | 0.06%             | 2044-10-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                             | FX Forward Contract: HUF/USD SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $60632.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                            | BONOS TESORERIA PESOS 5.000000% 03/01/2035                                       | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |    110000000 | PA      | $118685.49    | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republica Del Paraguay                                       | REPUBLIC OF PARAGUAY 6.100000% 08/11/2044                                        | CUSIP: P75744AB1<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      1980000 | PA      | $1861200.00   | 0.10%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/COP SETTLE 2022-12-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-0.28        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                  | NIGERIA GOVERNMENT INTERNATIONAL BOND 144A 7.696000% 02/23/2038                  | CUSIP: 65412JAH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       852000 | PA      | $596229.60    | 0.03%             | 2038-02-23      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-26810.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | INDONESIA GOVERNMENT 6.500000% 06/15/2025                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  12559000000 | PA      | $800330.39    | 0.04%             | 2025-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                            | REPUBLIC OF GHANA 7.625000% 05/16/2029                                           | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      1276000 | PA      | $472120.00    | 0.03%             | 2029-05-16      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/INR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-52619.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.124000% 07/16/2031                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      1080000 | PA      | $805885.50    | 0.04%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                       | REPUBLIC OF GUATEMALA 4.650000% 10/07/2041                                       | CUSIP: P5015VAN6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       247000 | PA      | $194280.82    | 0.01%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                   | CHINA GOVERNMENT BOND 2.890000% 11/18/2031                                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |      3000000 | PA      | $419519.35    | 0.02%             | 2031-11-18      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIA GOVERNMENT BOND 8.250000% 09/29/2032                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      5385000 | PA      | $1135480.26   | 0.06%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 3.885000% 08/15/2029                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      7883000 | PA      | $1747167.60   | 0.09%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | PETROLEOS MEXICANOS 5.950000% 01/28/2031                                         | CUSIP: P78625EA7<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      1757000 | PA      | $1315934.77   | 0.07%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIA GOVERNMENT BOND 5.000000% 02/12/2029                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      7460000 | PA      | $1349286.69   | 0.07%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 7.01%                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    300000000 | NC      | $112886.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                             | FX Forward Contract: HUF/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $-519.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                   | CHINA GOVERNMENT BOND 2.690000% 08/12/2026                                       | CUSIP: Y6S39BF47<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      6000000 | PA      | $842559.45    | 0.05%             | 2026-08-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/MYR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-67006.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                 | FX Forward Contract: PLN/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |            1 | NC      | $243944.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/TRY SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-115051.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Magyarorszag                                                 | HUNGARY GOVERNMENT BOND 4.500000% 03/23/2028                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   1072420000 | PA      | $2215019.43   | 0.12%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSMISION ELECTRICA, S.A.                       | EMPRESA DE TRANSMISION ELECTRICA SA 144A 5.125000% 05/02/2049                    | CUSIP: 29247QAA2<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | NUSS              | PA        |       873000 | PA      | $672210.00    | 0.04%             | 2049-05-02      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                      | UKRAINE GOVERNMENT 7.375000% 09/25/2032                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      2142000 | PA      | $449820.00    | 0.02%             | 2032-09-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/RON SETTLE 2022-12-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $5719.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/PEN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-34811.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                                          | MEGLOBAL CANADA ULC MTN 5.875000% 05/18/2030                                     | CUSIP: 58518N2A9<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | NUSS              | KW        |       250000 | PA      | $246817.00    | 0.01%             | 2030-05-18      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                             | FX Forward Contract: IDR/USD SETTLE 2022-12-01                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |            1 | NC      | $1792.90      | 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        |      1626622 | PA      | $412072.54    | 0.02%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE S.A.                               | BANCO MERCANTIL DEL NORTE SA/GRAND CAYMAN 144A 6.750000% MATURITY: PERPETUAL     | CUSIP: 05971PAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      1569000 | PA      | $1509064.20   | 0.08%             | 2171-09-27      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ceska republika                                              | CZECH REPUBLIC 2.000000% 10/13/2033                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     61020000 | PA      | $1979695.15   | 0.11%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                 | FX Forward Contract: MXN/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |            1 | NC      | $6205.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Independent State of Papua New Guinea                        | PNG GOVT INTL BOND 8.375000% 10/04/2028                                          | CUSIP: Y6726SAP6<br>LEI: 254900NKI6OC90ZW9W36 | Long             | DBT              | NUSS              | PG        |       400000 | PA      | $339813.82    | 0.02%             | 2028-10-04      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                           | ZAMBIA GOVERNMENT BOND 13.000000% 12/18/2027                                     | CUSIP: AQ3216613<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      8370000 | PA      | $271915.75    | 0.01%             | 2027-12-18      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/PHP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-20872.52    | -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        |      5030000 | PA      | $747868.90    | 0.04%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/IDR SETTLE 2022-12-01                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-1792.90     | -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        |  34828000000 | PA      | $2413153.23   | 0.13%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                            | GHANA GOVERNMENT INTERNATIONAL BOND 144A 8.750000% 03/11/2061                    | CUSIP: 37443GAJ0<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       567000 | PA      | $185692.50    | 0.01%             | 2061-03-11      | Fixed         | 8.75%                 | Yes           |                  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        |    120245439 | PA      | $5631143.96   | 0.30%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                            | GHANA GOVERNMENT BOND 19.250000% 12/18/2023                                      | CUSIP: BN1508850<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      5730000 | PA      | $339949.46    | 0.02%             | 2023-12-18      | Fixed         | 19.25%                | 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        |       854000 | PA      | $341600.00    | 0.02%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                             | FX Forward Contract: HUF/EUR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $-21650.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/IDR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $10805.48     | 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        |     38160000 | PA      | $1222095.97   | 0.07%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                        | REPUBLIC OF COLOMBIA 5.000000% 06/15/2045                                        | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      3320000 | PA      | $2190635.97   | 0.12%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNAC (HK) FINBRIDGE COMPANY LIMITED                          | CNAC HK FINBRIDGE CO LTD 4.125000% 07/19/2027                                    | CUSIP: N/A<br>LEI: 549300US1UQ7R7WABI28       | Long             | DBT              | NUSS              | CN        |       261000 | PA      | $238399.74    | 0.01%             | 2027-07-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                             | COMISION FEDERAL DE ELECTRICIDAD 144A 4.688000% 05/15/2029                       | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |      1886000 | PA      | $1646472.49   | 0.09%             | 2029-05-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ZAR SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-100841.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                            | BONOS TESORERIA PESOS 4.500000% 03/01/2026                                       | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |    510000000 | PA      | $552475.58    | 0.03%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | PETROLEOS MEXICANOS 144A 6.500000% 01/23/2029                                    | CUSIP: 71654QCM2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      1111000 | PA      | $933951.04    | 0.05%             | 2029-01-23      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UZAUTO MOTORS Joint Stock Company                            | UZAUTO MOTORS AJ 144A 4.850000% 05/04/2026                                       | CUSIP: 46653NAA0<br>LEI: 25490082QA3E2MKBZI88 | Long             | DBT              | NUSS              | UZ        |      2102000 | PA      | $1632097.90   | 0.09%             | 2026-05-04      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| KOREAN WON                                                   | FX Forward Contract: KRW/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |            1 | NC      | $207.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                | FX Forward Contract: THB/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |            1 | NC      | $209805.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                     | UNITED MEXICAN STATES 4.875000% 05/19/2033                                       | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       713000 | PA      | $669678.94    | 0.04%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                          | REPUBLIC OF TURKEY 5.125000% 02/17/2028                                          | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      1986000 | PA      | $1710939.00   | 0.09%             | 2028-02-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kallpa Generacion S.A.                                       | KALLPA GENERACION SA 144A 4.875000% 05/24/2026                                   | CUSIP: 48344FAA8<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | NUSS              | PE        |       398000 | PA      | $382080.00    | 0.02%             | 2026-05-24      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                     | REPUBLIC OF SOUTH AFRICA 5.875000% 04/20/2032                                    | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      4037000 | PA      | $3728678.16   | 0.20%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/TRY SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-26363.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                     | UNITED MEXICAN STATES 4.875000% 05/19/2033                                       | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1699000 | PA      | $1595770.71   | 0.09%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                               | FED REPUBLIC OF BRAZIL 5.000000% 01/27/2045                                      | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      1330000 | PA      | $1027970.94   | 0.06%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                               | FX Forward Contract: EGP/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $-19674.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/USD SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-2790.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NWD (MTN) LIMITED                                            | NWD MTN LTD 4.125000% 07/18/2029                                                 | CUSIP: N/A<br>LEI: 254900STSWBVJ5FV9O74       | Long             | DBT              | NUSS              | HK        |      1026000 | PA      | $741603.06    | 0.04%             | 2029-07-18      | Fixed         | 4.12%                 | 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      | $281954.30    | 0.02%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 3.757000% 05/22/2040                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      9300000 | PA      | $1911560.20   | 0.10%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/IDR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $34190.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                        | POLAND GOVERNMENT BOND 2.750000% 04/25/2028                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      8374000 | PA      | $1520264.94   | 0.08%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                 | FX Forward Contract: RON/EUR SETTLE 2023-02-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $1089.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Armenia                                          | REPUBLIC OF ARMENIA 3.950000% 09/26/2029                                         | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | DBT              | NUSS              | AM        |       250000 | PA      | $199707.00    | 0.01%             | 2029-09-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DERZHAVNE AHENTSTVO AVTOMOBIL'NYKH DORIH UKRAINY             | STATE AGE ROADS 6.250000% 06/24/2028                                             | CUSIP: N/A<br>LEI: 254900FGEO8P5USHG994       | Long             | DBT              | NUSS              | UA        |      1456000 | PA      | $252528.64    | 0.01%             | 2028-06-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                             | FX Forward Contract: HUF/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $63118.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                     | US 5YR NOTE (CBT) MAR23 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           49 | NC      | $5319945.31   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PETRONAS Capital Limited                                     | PETRONAS CAPITAL LTD MTN 2.480000% 01/28/2032                                    | CUSIP: Y6886MAE0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | NUSS              | MY        |      2459000 | PA      | $2040047.43   | 0.11%             | 2032-01-28      | Fixed         | 2.48%                 | 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        |     36841000 | PA      | $6432811.65   | 0.35%             | 2027-01-01      | 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        |  25331000000 | PA      | $1795382.83   | 0.10%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                             | FX Forward Contract: IDR/USD SETTLE 2023-01-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |            1 | NC      | $-924.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                        | FX Forward Contract: CZK/USD SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |            1 | NC      | $6302.22      | 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        |  17262000000 | PA      | $1052793.81   | 0.06%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/PHP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-32718.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/CZK SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-11910.65    | -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      | $158065.20    | 0.01%             | 2023-05-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                 | FX Forward Contract: MXN/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |            1 | NC      | $8030.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | PETROLEOS MEXICANOS 144A 7.690000% 01/23/2050                                    | CUSIP: 71654QCW0<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      2359000 | PA      | $1623367.79   | 0.09%             | 2050-01-23      | Fixed         | 7.69%                 | Yes           |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/USD SETTLE 2023-01-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $1680.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Indonesia Asahan Aluminium (Persero)                      | INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A 5.710000% 11/15/2023                  | CUSIP: 74445PAB8<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | NUSS              | ID        |       866000 | PA      | $865134.00    | 0.05%             | 2023-11-15      | Fixed         | 5.71%                 | Yes           |                  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      | $433078.73    | 0.02%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORPORATION                                     | TSMC ARIZONA CORP 4.250000% 04/22/2032                                           | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | TW        |       631000 | PA      | $609483.66    | 0.03%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                        | REPUBLIC OF COLOMBIA 3.250000% 04/22/2032                                        | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      4299000 | PA      | $3061678.93   | 0.17%             | 2032-04-22      | Fixed         | 3.25%                 | 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        |    171114474 | PA      | $8500606.67   | 0.46%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                 | HUNGARY 1.500000% 11/17/2050                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |       800000 | PA      | $413756.18    | 0.02%             | 2050-11-17      | Fixed         | 1.50%                 | 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        |      6273945 | PA      | $332519.09    | 0.02%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 4.921000% 07/06/2048                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      3873000 | PA      | $912070.17    | 0.05%             | 2048-07-06      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BRK: J.P. MORGAN CHASE                                       | BRK: J.P. MORGAN CHASE PAY: 28-DAY MXN - TIIE                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     47000000 | NC      | $-205815.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republique du Benin                                          | BENIN INTL GOV BOND 4.875000% 01/19/2032                                         | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |       156000 | PA      | $124710.05    | 0.01%             | 2032-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KOREAN WON                                                   | FX Forward Contract: KRW/USD SETTLE 2023-02-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |            1 | NC      | $124253.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CLP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-193420.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 3.750000% 06/14/2028                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |       712000 | PA      | $711331.40    | 0.04%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PT Perusahaan Listrik Negara (Persero)                       | PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 6.150000% 05/21/2048          | CUSIP: 71568PAF6<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |      1015000 | PA      | $935819.85    | 0.05%             | 2048-05-21      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT INTERNATIONAL BOND 144A 7.903000% 02/21/2048                    | CUSIP: 03846JW55<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1140000 | PA      | $734734.56    | 0.04%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| POLISH ZLOTY                                                 | FX Forward Contract: PLN/USD SETTLE 2022-12-07                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |            1 | NC      | $298095.01    | 0.02%             |  |  |  | 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        |     27180000 | PA      | $754152.93    | 0.04%             | 2038-06-17      | Fixed         | 3.30%                 | 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        |       355000 | PA      | $296382.40    | 0.02%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                 | PAKISTAN GOVERNMENT INTERNATIONAL BOND 144A 8.250000% 09/30/2025                 | CUSIP: 695847AR4<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |       335000 | PA      | $153356.30    | 0.01%             | 2025-09-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Republica del Peru                                           | REPUBLIC  OF PERU 6.95%  08/12/2031                                              | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       724000 | PA      | $182288.01    | 0.01%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EGP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $44732.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREAN WON                                                   | FX Forward Contract: KRW/USD SETTLE 2022-12-14                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |            1 | NC      | $4663.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                          | THAILAND GOVERNMENT BOND 2.000000% 06/17/2042                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     27000000 | PA      | $590188.97    | 0.03%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ZAR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-91860.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIA PESO                                                | FX Forward Contract: COP/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |            1 | NC      | $6955.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                            | REPUBLIC OF GHANA 8.750000% 03/11/2061                                           | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      1039000 | PA      | $340272.50    | 0.02%             | 2061-03-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| KOREAN WON                                                   | FX Forward Contract: KRW/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |            1 | NC      | $317.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Perusahaan Listrik Negara (Persero)                       | PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 1.875000% 11/05/2031          | CUSIP: N/A<br>LEI: 254900OYVDRYS9J51J61       | Long             | DBT              | NUSS              | ID        |      1143000 | PA      | $842068.06    | 0.05%             | 2031-11-05      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 5.125000% 01/15/2045                 | CUSIP: Y20721BM0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       280000 | PA      | $268720.39    | 0.01%             | 2045-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COLOMBIA PESO                                                | FX Forward Contract: COP/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |            1 | NC      | $35820.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magyarorszag                                                 | HUNGARY GOVERNMENT BOND 4.750000% 11/24/2032                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   1028690000 | PA      | $1977325.22   | 0.11%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATP TOWER HOLDINGS, LLC                                      | ATP TOWER HOLDINGS LLC / ANDEAN TOWER PARTNERS COL 4.050000% 04/27/2026          | CUSIP: 00216DAA9<br>LEI: 254900CIKL1FQZ45N873 | Long             | DBT              | NUSS              | CL        |       381000 | PA      | $329775.14    | 0.02%             | 2026-04-27      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-2972.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA INVESTMNT ISSUE 4.070000% 09/30/2026                                    | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     14000000 | PA      | $3157472.40   | 0.17%             | 2026-09-30      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| ALPEK, S.A.B. DE C.V.                                        | ALPEK SAB DE CV 144A 4.250000% 09/18/2029                                        | CUSIP: 020564AD2<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | NUSS              | MX        |       946000 | PA      | $859800.48    | 0.05%             | 2029-09-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ghana                                            | REPUBLIC OF GHANA 8.625000% 04/07/2034                                           | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      3541000 | PA      | $1248202.50   | 0.07%             | 2034-04-07      | Fixed         | 8.62%                 | 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        |   2586100000 | PA      | $387210.19    | 0.02%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CT Trust                                                     | CT TRUST 144A 5.125000% 02/03/2032                                               | CUSIP: 12659BAA2<br>LEI: 5493003LN2KNNGM2Q244 | Long             | DBT              | NUSS              | GT        |       824000 | PA      | $713786.27    | 0.04%             | 2032-02-03      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| Gobierno de la Republica Dominicana                          | DOMINICAN REPUBLIC 6.000000% 02/22/2033                                          | CUSIP: P3579ECN5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      2259000 | PA      | $2030276.25   | 0.11%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $25631.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                      | CORP NACIONAL DEL COBRE DE CHILE 144A 3.700000% 01/30/2050                       | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |       669000 | PA      | $498844.41    | 0.03%             | 2050-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ghana                                            | REPUBLIC OF GHANA 10.750000% 10/14/2030                                          | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      3743000 | PA      | $2599513.50   | 0.14%             | 2030-10-14      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LIMITED                                   | ESKOM HOLDINGS SOC LTD MTN 8.450000% 08/10/2028                                  | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | NUSS              | ZA        |      1284000 | PA      | $1179623.64   | 0.06%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           |                  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        |   1757100000 | PA      | $254166.67    | 0.01%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                   | CHINA GOVERNMENT INTERNATIONAL BOND 144A 1.250000% 10/26/2026                    | CUSIP: 60367QAB9<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      2160000 | PA      | $1955974.33   | 0.11%             | 2026-10-26      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| CHILEAN PESO                                                 | FX Forward Contract: CLP/USD SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $15270.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE DE DEVELOPPEMENT                      | BANQUE OUEST AFRICAINE DE DEVELOPPEMENT 4.700000% 10/22/2031                     | CUSIP: N/A<br>LEI: 529900LIZJABE4JJS826       | Long             | DBT              | NUSS              | XX        |       430000 | PA      | $352815.00    | 0.02%             | 2031-10-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                 | FX Forward Contract: CLP/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $-4688.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POWER FINANCE CORPORATION LIMITED                            | POWER FINANCE CORP LTD MTN 3.950000% 04/23/2030                                  | CUSIP: 73928QAB4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |       786000 | PA      | $690867.30    | 0.04%             | 2030-04-23      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ghana                                            | GHANA GOVERNMENT INTERNATIONAL BOND 144A 8.875000% 05/07/2042                    | CUSIP: 37443GAN1<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      1486000 | PA      | $507885.08    | 0.03%             | 2042-05-07      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Minejesa Capital B.V.                                        | MINEJESA CAPITAL BV 144A 4.625000% 08/10/2030                                    | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | NUSS              | ID        |       582000 | PA      | $506340.00    | 0.03%             | 2030-08-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CHILEAN PESO                                                 | FX Forward Contract: CLP/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $-24423.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                             | FX Forward Contract: IDR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |            1 | NC      | $-14661.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/PLN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-43436.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/TWD SETTLE 2023-01-03                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-8714.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republique Gabonaise                                         | GABON GOVERNMENT INTERNATIONAL BOND 144A 6.375000% 12/12/2024                    | CUSIP: 362420AB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |       699000 | PA      | $653565.00    | 0.04%             | 2024-12-12      | Fixed         | 6.38%                 | Yes           |                  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        |     52500000 | PA      | $2220148.17   | 0.12%             | 2033-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                          | TURKEY GOVERNMENT BOND 1.5%  06/18/2025                                          | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | USGA              | TR        |     17902462 | PA      | $3178135.72   | 0.17%             | 2025-06-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NAUTILUS INKIA HOLDINGS LLC                                  | INKIA ENERGY LTD 144A 5.875000% 11/09/2027                                       | CUSIP: 45721RAC7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |       277000 | PA      | $261072.50    | 0.01%             | 2027-11-09      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 4.125000% 03/11/2039                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       546000 | PA      | $410959.45    | 0.02%             | 2039-03-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2023-01-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-10441.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sagicor Financial Corporation Limited                        | SAGICOR FINANCIAL CO LTD 144A 5.300000% 05/13/2028                               | CUSIP: 78669QAA8<br>LEI: 213800UV8KH689JE3785 | Long             | DBT              | NUSS              | US        |       712000 | PA      | $636314.40    | 0.03%             | 2028-05-13      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                     | MEX BONOS DESARR FIX RT 6.750000% 03/09/2023                                     | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      7952100 | PA      | $406895.82    | 0.02%             | 2023-03-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                      | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 2.250000% 02/02/2033                     | CUSIP: 80413TAV1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      3962000 | PA      | $3208665.32   | 0.17%             | 2033-02-02      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/THB SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-34524.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas             | KAZMUNAYGAS NATIONAL CO JSC 6.375000% 10/24/2048                                 | CUSIP: Y44709AG1<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |       350000 | PA      | $279994.40    | 0.02%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UZAUTO MOTORS Joint Stock Company                            | UZAUTO MOTORS AJ 4.850000% 05/04/2026                                            | CUSIP: N/A<br>LEI: 25490082QA3E2MKBZI88       | Long             | DBT              | NUSS              | UZ        |      1050000 | PA      | $815272.50    | 0.04%             | 2026-05-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                             | FX Forward Contract: IDR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |            1 | NC      | $-214539.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SEI Lquidity Fund LP                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |      3267232 | PA      | $3267231.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Cumhuriyeti                                          | REPUBLIC OF TURKEY 5.950000% 01/15/2031                                          | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      3778000 | PA      | $3115565.48   | 0.17%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/COP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $101174.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ZAR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-45016.20    | -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        |      6971000 | PA      | $5659838.27   | 0.31%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 4.935000% 09/30/2043                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      1200000 | PA      | $284213.22    | 0.02%             | 2043-09-30      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Republic of Uganda                                           | UGANDA GOVERNMENT BOND 14.250000% 06/22/2034                                     | CUSIP: V3843WBS8<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   5200000000 | PA      | $1173609.02   | 0.06%             | 2034-06-22      | Fixed         | 14.25%                | 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        |     15000000 | PA      | $402660.62    | 0.02%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/USD SETTLE 2022-12-01                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-4192.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                           | PERUVIAN GOVERNMENT INTERNATIONAL BOND 144A 5.700000% 08/12/2024                 | CUSIP: 715638BT8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      6317000 | PA      | $1631240.17   | 0.09%             | 2024-08-12      | Fixed         | 5.70%                 | Yes           |                  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        |      1370000 | PA      | $1013864.58   | 0.05%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                 | FX Forward Contract: RON/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $83869.44     | 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        |      1037000 | PA      | $748226.61    | 0.04%             | 2048-03-13      | Fixed         | 6.75%                 | 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        |  15000000000 | PA      | $984489.72    | 0.05%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                               | FX Forward Contract: EGP/USD SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $-67858.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2023-03-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-327697.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 6-MONTH HUF - BUBOR                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    539012774 | NC      | $-400090.68   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                           | REPUBLIC OF PANAMA 8.125000% 04/28/2034                                          | CUSIP: 698299AT1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       699000 | PA      | $845566.32    | 0.05%             | 2034-04-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 6.9225%                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     58394262 | NC      | $258936.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                   | REPUBLIC OF SRI LANKA 7.850000% 03/14/2029                                       | CUSIP: Y8137FAP3<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      2519000 | PA      | $772531.83    | 0.04%             | 2029-03-14      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                  | REPUBLIC OF PHILIPPINES 5.609000% 04/13/2033                                     | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       211000 | PA      | $221563.28    | 0.01%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CNY SETTLE 2022-12-08                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-6571.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT INTERNATIONAL BOND 144A 7.625000% 05/29/2032                    | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      2905000 | PA      | $2185489.60   | 0.12%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of the Philippines                                  | REPUBLIC OF PHILIPPINES 1.648000% 06/10/2031                                     | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      2599000 | PA      | $2055653.55   | 0.11%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CNY SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-271409.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                            | REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 14 7.000000% 05/22/2027          | CUSIP: 491798AJ3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       423000 | PA      | $380615.40    | 0.02%             | 2027-05-22      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LIMITED                                   | ESKOM HOLDINGS SOC LTD MTN 6.750000% 08/06/2023                                  | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | NUSS              | ZA        |      1174000 | PA      | $1144063.00   | 0.06%             | 2023-08-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL PIPELINE L.L.C.                          | ABU DHABI CRUDE OIL PIPELINE LLC 144A 3.650000% 11/02/2029                       | CUSIP: 00401MAA4<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | NUSS              | AE        |       923000 | PA      | $856826.44    | 0.05%             | 2029-11-02      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| CONVERSION ADJUSTMENT                                        | CONVERSION ADJUSTMENT                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |            1 | NS      | $0.00         | 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        |      4147000 | PA      | $2743543.89   | 0.15%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                             | COMISION FEDERAL DE ELECTRICIDAD 144A 3.348000% 02/09/2031                       | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |       605000 | PA      | $464948.55    | 0.03%             | 2031-02-09      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| DIANJIAN HAIYU LIMITED                                       | DIANJIAN HAIYU LTD MTN 4.300000% MATURITY: PERPETUAL                             | CUSIP: N/A<br>LEI: 30030053J86AJARAGD28       | Long             | DBT              | NUSS              | CN        |       205000 | PA      | $198853.39    | 0.01%             | 2170-12-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/TRY SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-111487.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD.            | TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD 144A 3.250000% 08/15/2030            | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | NUSS              | KZ        |       630000 | PA      | $441000.00    | 0.02%             | 2030-08-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 4.181000% 07/15/2024                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |       825000 | PA      | $187320.63    | 0.01%             | 2024-07-15      | Fixed         | 4.18%                 | 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        |     95720000 | PA      | $2275043.13   | 0.12%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/HUF SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-23085.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                   | REPUBLIC OF SRI LANKA 6.750000% 04/18/2028                                       | CUSIP: Y8137FAL2<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      3386000 | PA      | $1038133.21   | 0.06%             | 2028-04-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2022-12-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-90614.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                        | POLAND GOVERNMENT BOND 1.750000% 04/25/2032                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     18731000 | PA      | $2752362.41   | 0.15%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                   | CHINA GOVERNMENT BOND 3.530000% 10/18/2051                                       | CUSIP: Y6S39BG95<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      1000000 | PA      | $144700.72    | 0.01%             | 2051-10-18      | Fixed         | 3.53%                 | 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        |      1029000 | PA      | $702868.74    | 0.04%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/THB SETTLE 2022-12-07                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-12806.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ILS SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-76610.60    | -0.00%            |  |  |  | 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        |       270000 | PA      | $20662.99     | 0.00%             | 2024-10-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                            | REPUBLIC OF GHANA 7.750000% 04/07/2029                                           | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      1321000 | PA      | $488770.00    | 0.03%             | 2029-04-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                     | REPUBLIC OF SOUTH AFRICA 6.300000% 06/22/2048                                    | CUSIP: 836205AZ7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       570000 | PA      | $468112.50    | 0.03%             | 2048-06-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan                                       | REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND MTN 3.700000% 11/25/2030               | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |       301000 | PA      | $245014.00    | 0.01%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.375000% 01/28/2050                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      3177000 | PA      | $1986475.51   | 0.11%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sinopec Group Overseas Development (2018) Limited            | SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD 2.300000% 01/08/2031                 | CUSIP: G82016AS8<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | NUSS              | CN        |       460000 | PA      | $382710.65    | 0.02%             | 2031-01-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                        | ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 5.500000% 07/31/2030                  | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      2099223 | PA      | $1276005.48   | 0.07%             | 2030-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 4.696000% 10/15/2042                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      4200000 | PA      | $973474.54    | 0.05%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                   | CHINA GOVERNMENT BOND 3.280000% 12/03/2027                                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     11340000 | PA      | $1634962.60   | 0.09%             | 2027-12-03      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 3.478000% 06/14/2024                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      4040000 | PA      | $907802.56    | 0.05%             | 2024-06-14      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi                                         | ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 3.875000% 04/16/2050                 | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |       628000 | PA      | $523613.84    | 0.03%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Provincia de Cordoba                                         | PROVINCIA DE CORDOBA 144A 6.875000% 12/10/2025                                   | CUSIP: 74408DAC8<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |       721240 | PA      | $577067.49    | 0.03%             | 2025-12-10      | Fixed         | 6.88%                 | Yes           |                  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        |     75479000 | PA      | $3534712.99   | 0.19%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FEL Energy VI S.a r.l.                                       | FEL ENERGY VI SARL 144A 5.750000% 12/01/2040                                     | CUSIP: 30260LAA3<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | NUSS              | MX        |       274636 | PA      | $225888.22    | 0.01%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA PESO                                                | FX Forward Contract: COP/USD SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |            1 | NC      | $226.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company QazaqGaz                | KAZTRANSGAS JSC 4.375000% 09/26/2027                                             | CUSIP: N/A<br>LEI: 635400YGLXBBSVHONW39       | Long             | DBT              | NUSS              | KZ        |       108000 | PA      | $96301.44     | 0.01%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                           | FX Forward Contract: ZAR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |            1 | NC      | $20055.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | INDONESIA GOVERNMENT 8.250000% 05/15/2029                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  23434000000 | PA      | $1593896.32   | 0.09%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACH                                            | BRK: GOLDMAN SACH PAY : 6M BUBOR                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    457355245 | NC      | $29663.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                        | POLAND GOVERNMENT BOND 0.250000% 10/25/2026                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      4884000 | PA      | $834795.11    | 0.05%             | 2026-10-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/USD SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $42671.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | REPUBLIC OF INDONESIA 4.750000% 02/11/2029                                       | CUSIP: 455780CH7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       534000 | PA      | $531997.50    | 0.03%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company QazaqGaz                | KAZTRANSGAS JSC 144A 4.375000% 09/26/2027                                        | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | NUSS              | KZ        |      1219000 | PA      | $1086957.92   | 0.06%             | 2027-09-26      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/RON SETTLE 2022-12-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $815.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ceska republika                                              | CZECH REPUBLIC 2.500000% 08/25/2028                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |      9270000 | PA      | $346082.20    | 0.02%             | 2028-08-25      | Fixed         | 2.50%                 | 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        |       800000 | PA      | $666600.00    | 0.04%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2022-12-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-76295.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISRAELI SHEKEL                                               | FX Forward Contract: ILS/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IL        |            1 | NC      | $-12324.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | REPUBLIC OF INDONESIA 1.300000% 03/23/2034                                       | CUSIP: BR4171160<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       332000 | PA      | $245670.43    | 0.01%             | 2034-03-23      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | REPUBLIC OF INDONESIA 8.50%  10/12/2035                                          | CUSIP: Y20721AE9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       400000 | PA      | $501417.67    | 0.03%             | 2035-10-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |      2473871 | NC      | $-2415.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 3.800000% 08/17/2023                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     27052000 | PA      | $6115204.32   | 0.33%             | 2023-08-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TAIWAN DOLLAR                                                | FX Forward Contract: TWD/USD SETTLE 2022-12-08                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TW        |            1 | NC      | $1882.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/HUF SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-3226.83     | -0.00%            |  |  |  | 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        |     72850000 | PA      | $3799900.57   | 0.20%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/PHP SETTLE 2023-02-07                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-31229.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                | FX Forward Contract: THB/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |            1 | NC      | $255335.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF MONGOLIA                                 | DEVELOPMENT BANK OF MONGOLIA LLC 144A 7.250000% 10/23/2023                       | CUSIP: 25161AAA7<br>LEI: 254900HRWK3OKXS9UW60 | Long             | DBT              | NUSS              | MN        |      1149000 | PA      | $999630.13    | 0.05%             | 2023-10-23      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PT Indonesia Asahan Aluminium (Persero)                      | INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A 5.800000% 05/15/2050                  | CUSIP: 74445PAG7<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | NUSS              | ID        |      1683000 | PA      | $1373448.47   | 0.07%             | 2050-05-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                             | FX Forward Contract: SGD/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |            1 | NC      | $189081.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                      | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.625000% 10/04/2047                     | CUSIP: 80413TAF6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      2539000 | PA      | $2265854.38   | 0.12%             | 2047-10-04      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Empresas Publicas de Medellin E.S.P.                         | EMPRESAS PUBLICAS DE MEDELLIN ESP 144A 7.625000% 09/10/2024                      | CUSIP: 29246BAC2<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | NUSS              | CO        |   2224000000 | PA      | $412919.68    | 0.02%             | 2024-09-10      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| PT Indonesia Asahan Aluminium (Persero)                      | INDONESIA ASAHAN ALUMINIUM PERSERO PT 6.757000% 11/15/2048                       | CUSIP: Y7140WAD0<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | NUSS              | ID        |       345000 | PA      | $317917.50    | 0.02%             | 2048-11-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Republica de Costa Rica                                      | COSTA RICA GOVERNMENT 7.000000% 04/04/2044                                       | CUSIP: P3699PGH4<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      1677000 | PA      | $1562125.50   | 0.08%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                             | FX Forward Contract: SGD/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |            1 | NC      | $142418.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Studio City Finance Limited                                  | STUDIO CITY FINANCE LTD 144A 6.500000% 01/15/2028                                | CUSIP: 86389QAF9<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | NUSS              | MO        |       507000 | PA      | $380250.00    | 0.02%             | 2028-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ZMW SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $24043.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EGP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $145295.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/TRY SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-75550.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/IDR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $47381.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                           | BONOS DE TESORERIA 5.350000% 08/12/2040                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |       959000 | PA      | $190255.26    | 0.01%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                           | KINGDOM OF BAHRAIN 5.450000% 09/16/2032                                          | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |      5975000 | PA      | $5240553.00   | 0.28%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Banque Centrale de Tunisie                                   | TUNISIAN REPUBLIC 5.750000% 01/30/2025                                           | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |       628000 | PA      | $458344.54    | 0.02%             | 2025-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                             | FX Forward Contract: PEN/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |            1 | NC      | $8197.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                 | FX Forward Contract: CLP/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $90281.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIA GOVERNMENT BOND 4.150000% 10/24/2030                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      4200000 | PA      | $688559.53    | 0.04%             | 2030-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Republique du Cameroun                                       | REPUBLIC OF CAMEROON 5.950000% 07/07/2032                                        | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |       823000 | PA      | $622978.46    | 0.03%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| The State of Qatar                                           | STATE OF QATAR 3.750000% 04/16/2030                                              | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |      4327000 | PA      | $4156377.74   | 0.22%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CLP SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-80528.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                        | TITULOS DE TESORERIA 6.250000% 11/26/2025                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  13845700000 | PA      | $2444548.99   | 0.13%             | 2025-11-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                   | REPUBLIC OF SRI LANKA 6.350000% 06/28/2024                                       | CUSIP: Y8137FAQ1<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |       472000 | PA      | $144719.62    | 0.01%             | 2024-06-28      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                             | COMISION FEDERAL DE ELECTRICIDAD 144A 5.750000% 02/14/2042                       | CUSIP: 200447AC4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |       570000 | PA      | $456712.50    | 0.02%             | 2042-02-14      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CNY SETTLE 2022-12-19                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-17319.46    | -0.00%            |  |  |  | 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        |       524000 | PA      | $434005.11    | 0.02%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/RON SETTLE 2023-02-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-4.40        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nexa Resources S.A.                                          | NEXA RESOURCES SA 144A 5.375000% 05/04/2027                                      | CUSIP: 91832CAA4<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | NUSS              | BR        |      4041000 | PA      | $3759099.88   | 0.20%             | 2027-05-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.125000% 03/07/2028                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       982000 | PA      | $842060.96    | 0.05%             | 2028-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 3.885000% 08/15/2029                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      1650000 | PA      | $365701.70    | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                               | FX Forward Contract: BRL/USD SETTLE 2022-12-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |            1 | NC      | $10019.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                      | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 5.000000% 04/17/2049                     | CUSIP: 80413TAJ8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      1033000 | PA      | $963272.50    | 0.05%             | 2049-04-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Republica de El Salvador                                     | REPUBLIC OF EL SALVADOR 9.500000% 07/15/2052                                     | CUSIP: P01012CC8<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      2269000 | PA      | $935962.50    | 0.05%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EGP SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $181398.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NBK SPC LIMITED                                              | NBK SPC LTD 144A 1.625000% 09/15/2027                                            | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | NUSS              | KW        |      1000000 | PA      | $867500.00    | 0.05%             | 2027-09-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     19516459 | NC      | $-408427.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                 | FX Forward Contract: CLP/USD SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $3375.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republique du Benin                                          | BENIN GOVERNMENT INTERNATIONAL BOND 144A 4.875000% 01/19/2032                    | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |      3509000 | PA      | $2805176.69   | 0.15%             | 2032-01-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| People's Republic of China                                   | CHINA GOVERNMENT BOND 3.010000% 05/13/2028                                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |      2000000 | PA      | $283447.91    | 0.02%             | 2028-05-13      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                           | FX Forward Contract: ZAR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |            1 | NC      | $47688.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                           | FX Forward Contract: ZAR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |            1 | NC      | $29867.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 5.625000% 04/16/2030                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      1081000 | PA      | $786489.83    | 0.04%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                     | UNITED MEXICAN STATES 2.375000% 02/11/2030                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      1170000 | PA      | $1078341.97   | 0.06%             | 2030-02-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.750000% 02/07/2034                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      4072000 | PA      | $3229131.22   | 0.17%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                          | LEBANESE REPUBLIC 8.200000% 05/17/2033                                           | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      3557000 | PA      | $204812.06    | 0.01%             | 2033-05-17      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.875000% 04/13/2042                  | CUSIP: BQ4352952<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       544000 | PA      | $328965.40    | 0.02%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 8.150000% 11/20/2059                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       874000 | PA      | $581269.43    | 0.03%             | 2059-11-20      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/COP SETTLE 2022-12-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-141511.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ceska republika                                              | CZECH REPUBLIC 0.050000% 11/29/2029                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     47130000 | PA      | $1430999.25   | 0.08%             | 2029-11-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                           | REPUBLIC OF PANAMA 4.500000% 01/19/2063                                          | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      2127000 | PA      | $1545836.39   | 0.08%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA PESO                                                | FX Forward Contract: COP/USD SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |            1 | NC      | $17378.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIA PESO                                                | FX Forward Contract: COP/USD SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |            1 | NC      | $75519.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                 | FX Forward Contract: TRY/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $118377.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republique Gabonaise                                         | GABON GOVERNMENT INTERNATIONAL BOND 144A 7.000000% 11/24/2031                    | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      1130000 | PA      | $934487.40    | 0.05%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | INDONESIA GOVERNMENT 7.000000% 05/15/2027                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  27100000000 | PA      | $1745914.25   | 0.09%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIA GOVERNMENT BOND 3.250000% 06/24/2026                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      4730000 | PA      | $853438.12    | 0.05%             | 2026-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/INR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $53548.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                      | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A VARIABLE RATE 08/01/2041              | CUSIP: 903724AW2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      3182000 | PA      | $941642.90    | 0.05%             | 2041-08-01      | Floating      | 1.26%                 | Yes           |                  2 | On Loan: No      |
| THAILAND BAHT                                                | FX Forward Contract: THB/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |            1 | NC      | $10641.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Democratic Republic of Ethiopia                      | ETHIOPIA INTERNATIONAL BOND 144A 6.625000% 12/11/2024                            | CUSIP: 29766LAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |       692000 | PA      | $427483.00    | 0.02%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                        | POLAND GOVERNMENT BOND 2.500000% 07/25/2027                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      7320000 | PA      | $1340040.97   | 0.07%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                          | REPUBLIC OF TURKEY 6.875000% 03/17/2036                                          | CUSIP: 900123AY6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       910000 | PA      | $752843.00    | 0.04%             | 2036-03-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                        | POLAND GOVERNMENT BOND 2.750000% 04/25/2028                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      7185000 | PA      | $1304406.93   | 0.07%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                          | THAILAND GOVERNMENT BOND 4.875000% 06/22/2029                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     15000000 | PA      | $489885.48    | 0.03%             | 2029-06-22      | Fixed         | 4.88%                 | 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        |      5281000 | PA      | $4423279.68   | 0.24%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                             | COMISION FEDERAL DE ELECTRICIDAD 144A 6.264000% 02/15/2052                       | CUSIP: 200447AM2<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |       405000 | PA      | $317321.55    | 0.02%             | 2052-02-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                          | REPUBLIC OF TURKEY 4.875000% 10/09/2026                                          | CUSIP: 900123CK4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       847000 | PA      | $754141.70    | 0.04%             | 2026-10-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/PEN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-69276.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                   | CHINA GOVERNMENT BOND 2.750000% 06/15/2029                                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |      5000000 | PA      | $695412.96    | 0.04%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kallpa Generacion S.A.                                       | KALLPA GENERACION SA 144A 4.125000% 08/16/2027                                   | CUSIP: 156830AA9<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | NUSS              | PE        |       875000 | PA      | $800559.20    | 0.04%             | 2027-08-16      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS Capital Limited                                     | PETRONAS CAPITAL LTD MTN 4.550000% 04/21/2050                                    | CUSIP: Y68856AV8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | NUSS              | MY        |      1931000 | PA      | $1759707.23   | 0.09%             | 2050-04-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings S.a r.l.                                  | EIG PEARL HOLDINGS SARL 144A 4.387000% 11/30/2046                                | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | NUSS              | SA        |      1240000 | PA      | $928698.00    | 0.05%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/KRW SETTLE 2022-12-14                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-29716.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $4195.05      | 0.00%             |  |  |  | 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        |      3881200 | PA      | $297026.61    | 0.02%             | 2024-10-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                        | REPUBLIC OF COLOMBIA 4.500000% 03/15/2029                                        | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      2273000 | PA      | $1936108.33   | 0.10%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 8.37% FIXED                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |  15931147823 | NC      | $131733.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                             | FX Forward Contract: HUF/EUR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $-5388.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                     | REPUBLIC OF SOUTH AFRICA 7.300000% 04/20/2052                                    | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      1500000 | PA      | $1321248.00   | 0.07%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg S.A.                                      | MINERVA LUXEMBOURG SA 144A 4.375000% 03/18/2031                                  | CUSIP: 603374AF6<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | NUSS              | BR        |       462000 | PA      | $378940.90    | 0.02%             | 2031-03-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                             | FX Forward Contract: HUF/EUR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $11860.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WANDA PROPERTIES OVERSEAS LIMITED                            | WANDA PROPERTIES OVERSEAS LTD 6.875000% 07/23/2023                               | CUSIP: N/A<br>LEI: 549300BJ7FGBP0KHXY31       | Long             | DBT              | NUSS              | CN        |       244000 | PA      | $213880.64    | 0.01%             | 2023-07-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COLOMBIA PESO                                                | FX Forward Contract: COP/USD SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |            1 | NC      | $-13513.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONVERSION ADJUSTMENT                                        | CONVERSION ADJUSTMENT                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |            1 | NS      | $0.00         | 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        |  18017800000 | PA      | $2448645.27   | 0.13%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                     | MEX BONOS DESARR FIX RT 5.750000% 03/05/2026                                     | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     47634000 | PA      | $2192612.19   | 0.12%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                     | US ULTRA BOND CBT MAR23 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           59 | NC      | $8040593.75   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Republica de Honduras                                        | HONDURAS GOVERNMENT 5.625000% 06/24/2030                                         | CUSIP: P5178RAD0<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |       696000 | PA      | $527400.96    | 0.03%             | 2030-06-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                  | IVORY COAST GOVERNMENT INTERNATIONAL BOND 144A 6.625000% 03/22/2048              | CUSIP: AR7769417<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      1859000 | PA      | $1370985.70   | 0.07%             | 2048-03-22      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL PIPELINE L.L.C.                          | ABU DHABI CRUDE OIL PIPELINE LLC 144A 4.600000% 11/02/2047                       | CUSIP: 00401MAB2<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | NUSS              | AE        |       628000 | PA      | $562060.00    | 0.03%             | 2047-11-02      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                          | REPUBLIC OF TURKEY 4.875000% 04/16/2043                                          | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      4353000 | PA      | $2823573.45   | 0.15%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/THB SETTLE 2022-12-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-14946.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREAN WON                                                   | FX Forward Contract: KRW/USD SETTLE 2022-12-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |            1 | NC      | $100807.28    | 0.01%             |  |  |  | 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        |  39500000000 | PA      | $2592489.59   | 0.14%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                        | REPUBLIC OF POLAND 5.750000% 11/16/2032                                          | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      3744000 | PA      | $3947673.60   | 0.21%             | 2032-11-16      | Fixed         | 5.75%                 | 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        |     13507500 | PA      | $611548.43    | 0.03%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     30016641 | NC      | $-556358.53   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Ceska republika                                              | CZECH REPUBLIC 0.950000% 05/15/2030                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     47180000 | PA      | $1519454.03   | 0.08%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-11204.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                           | REPUBLIC OF PANAMA 9.375000% 04/01/2029                                          | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       595000 | PA      | $709975.11    | 0.04%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-07                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-154497.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                  | NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051                   | CUSIP: 65412JAT0<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      4229000 | PA      | $2896865.00   | 0.16%             | 2051-09-28      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                             | FX Forward Contract: HUF/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $210647.68    | 0.01%             |  |  |  | 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        |       821000 | PA      | $839889.63    | 0.05%             | 2027-10-13      | Fixed         | 5.17%                 | 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        |      1391250 | PA      | $1247144.33   | 0.07%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                 | FX Forward Contract: CLP/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $87495.47     | 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        |      1179000 | PA      | $1032064.63   | 0.06%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| The State of Qatar                                           | STATE OF QATAR 5.103000% 04/23/2048                                              | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |       273000 | PA      | $274034.67    | 0.01%             | 2048-04-23      | Fixed         | 5.10%                 | 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        |     36336000 | PA      | $878390.22    | 0.05%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | PETROLEOS MEXICANOS 144A 5.950000% 01/28/2031                                    | CUSIP: 71654QCZ3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       727000 | PA      | $544498.91    | 0.03%             | 2031-01-28      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | REPUBLIC OF INDONESIA 2.150000% 07/28/2031                                       | CUSIP: 455780CY0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      2517000 | PA      | $2066725.46   | 0.11%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-11202.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                           | REPUBLIC OF PANAMA 3.870000% 07/23/2060                                          | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       853000 | PA      | $566093.97    | 0.03%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| BRK: JPMORGAN CHASE BANK                                     | BRK: JPMORGAN CHASE BANK PAY: BRL - 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     18092030 | NC      | $-162471.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                             | FX Forward Contract: IDR/USD SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |            1 | NC      | $-840.19      | -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        |       400000 | PA      | $68592.00     | 0.00%             | 2026-11-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/CZK SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-5006.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-34274.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                          | REPUBLIC OF TURKEY 5.750000% 03/22/2024                                          | CUSIP: 900123CF5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       145000 | PA      | $144374.76    | 0.01%             | 2024-03-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/PLN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-23785.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                  | IVORY COAST 6.125000% 06/15/2033                                                 | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |       200000 | PA      | $178000.00    | 0.01%             | 2033-06-15      | Fixed         | 6.12%                 | 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      | $181130.20    | 0.01%             | 2027-06-28      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $13593.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                            | FX Forward Contract: MYR/USD SETTLE 2022-12-14                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MY        |            1 | NC      | $80565.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Honduras                                        | HONDURAS GOVERNMENT 6.250000% 01/19/2027                                         | CUSIP: P5178RAC2<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |       812000 | PA      | $692982.55    | 0.04%             | 2027-01-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2023-01-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $1125.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                             | FX Forward Contract: IDR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |            1 | NC      | $-9414.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The State of Qatar                                           | STATE OF QATAR 4.400000% 04/16/2050                                              | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |      3268000 | PA      | $2986200.36   | 0.16%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government of Bermuda                                        | BERMUDA GOVERNMENT INTERNATIONAL BOND 144A 5.000000% 07/15/2032                  | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      1192000 | PA      | $1147370.09   | 0.06%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Magyarorszag                                                 | HUNGARY GOVERNMENT BOND 4.500000% 05/27/2032                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    533850000 | PA      | $1015310.88   | 0.05%             | 2032-05-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 8.500000% 01/31/2047                     | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1389000 | PA      | $926824.14    | 0.05%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CHILEAN PESO                                                 | FX Forward Contract: CLP/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $16750.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/IDR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $818.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 04/11/2025                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       325000 | PA      | $298849.41    | 0.02%             | 2025-04-11      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.000000% 01/28/2032                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       462000 | PA      | $331896.00    | 0.02%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                           | REPUBLIC OF PANAMA 6.400000% 02/14/2035                                          | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      1769000 | PA      | $1839788.22   | 0.10%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                  | REPUBLIC OF PHILIPPINES 1.750000% 04/28/2041                                     | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |       606000 | PA      | $417935.34    | 0.02%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republique Gabonaise                                         | REPUBLIC OF GABON 6.625000% 02/06/2031                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |       366000 | PA      | $301419.30    | 0.02%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                           | PANAMA BONOS DEL 3.362000% 06/30/2031                                            | CUSIP: N/A<br>LEI: 549300SHS4T08CL0LP14       | Long             | DBT              | NUSS              | PA        |      2115000 | PA      | $1727637.75   | 0.09%             | 2031-06-30      | Fixed         | 3.36%                 | 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        |       790000 | PA      | $700571.87    | 0.04%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DP World Limited                                             | DP WORLD LTD/UNITED ARAB EMIRATES MTN 5.625000% 09/25/2048                       | CUSIP: 23330JAB7<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | NUSS              | AE        |       648000 | PA      | $585562.61    | 0.03%             | 2048-09-25      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                  | REPUBLIC OF NIGERIA 9.248000% 01/21/2049                                         | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |       524000 | PA      | $401593.60    | 0.02%             | 2049-01-21      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EGP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $120645.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | INDONESIA GOVERNMENT 5.125000% 04/15/2027                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  26605000000 | PA      | $1607715.55   | 0.09%             | 2027-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ZMW SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $21409.39     | 0.00%             |  |  |  | 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        |      4315436 | PA      | $4686892.33   | 0.25%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | R2037 BOND FUTURE FEB23 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |          995 | NC      | $4659737.64   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Republica de Colombia                                        | REPUBLIC OF COLOMBIA 4.500000% 03/15/2029                                        | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1375000 | PA      | $1171204.99   | 0.06%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL MINAS SPE                                             | BRAZIL MINAS SPE 5.333% 02/15/28                                                 | CUSIP: G13201AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |       196200 | PA      | $189187.81    | 0.01%             | 2028-02-15      | Fixed         | 5.33%                 | 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        |      4731000 | PA      | $2901955.28   | 0.16%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Republica de Angola                                          | ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 9.125000% 11/26/2049                   | CUSIP: 035198AE0<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       767000 | PA      | $630857.50    | 0.03%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/USD SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $274057.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                      | UKRAINE GOVERNMENT 7.253000% 03/15/2033                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       378000 | PA      | $78744.96     | 0.00%             | 2033-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 3.800000% 08/17/2023                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      2900000 | PA      | $655555.69    | 0.04%             | 2023-08-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LIMITED                                  | RELIANCE INDUSTRIES LTD 144A 2.875000% 01/12/2032                                | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | NUSS              | IN        |      1175000 | PA      | $978671.42    | 0.05%             | 2032-01-12      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| KONDOR FINANCE PLC                                           | NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC 144A VARIABLE RATE 11/08/2026        | CUSIP: 50050MAB1<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | NUSS              | UA        |      1334000 | PA      | $240973.76    | 0.01%             | 2026-11-08      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE DE DEVELOPPEMENT                      | BANQUE OUEST AFRICAINE DE DEVELOPPEMENT 144A 5.000000% 07/27/2027                | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |      1274000 | PA      | $1175927.48   | 0.06%             | 2027-07-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/MXN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-11279.90    | -0.00%            |  |  |  | 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        |       549829 | PA      | $519313.49    | 0.03%             | 2030-06-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/KRW SETTLE 2022-12-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-102838.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EGP SETTLE 2023-01-18                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $113113.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $408756.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                          | REPUBLIC OF TURKEY 6.875000% 03/17/2036                                          | CUSIP: 900123AY6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       403000 | PA      | $333401.90    | 0.02%             | 2036-03-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                            | REPUBLIC OF CHILE 3.500000% 01/31/2034                                           | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       336000 | PA      | $291659.15    | 0.02%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                               | LETRA TESOURO NACIONAL ZERO COUPON 07/01/2023                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     58723000 | PA      | $10350928.16  | 0.56%             | 2023-07-01      | None          | 0.00%                 | 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      | $24621.80     | 0.00%             | 2022-05-27      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                               | FED REPUBLIC OF BRAZIL 2.875000% 06/06/2025                                      | CUSIP: 105756CD0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      4074000 | PA      | $3837789.24   | 0.21%             | 2025-06-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                             | FX Forward Contract: HUF/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $-8824.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                  | IVORY COAST 6.875000% 10/17/2040                                                 | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      2734000 | PA      | $2146544.70   | 0.12%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                              | CZECH REPUBLIC 5.500000% 12/12/2028                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     15080000 | PA      | $657472.40    | 0.04%             | 2028-12-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                            | BONOS TESORERIA PESOS 4.500000% 03/01/2026                                       | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |    935000000 | PA      | $1012871.89   | 0.05%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                  | Ivory Coast Government International Bond 6.625000% 03/22/2048                   | CUSIP: AR7769417<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | CORP              | CI        |       883000 | PA      | $651199.77    | 0.04%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                               | FX Forward Contract: EGP/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $4411.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047                                     | CUSIP: 71656MBM0<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       440000 | PA      | $279295.46    | 0.02%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                          | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.850000% 05/25/2029                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      2419000 | PA      | $141317.98    | 0.01%             | 2029-05-25      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                     | UNITED MEXICAN STATES 2.250000% 08/12/2036                                       | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       608000 | PA      | $454297.20    | 0.02%             | 2036-08-12      | Fixed         | 2.25%                 | 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        |      7664000 | PA      | $5571902.36   | 0.30%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas             | KAZMUNAYGAS NATIONAL CO JSC 144A 6.375000% 10/24/2048                            | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |      1057000 | PA      | $845583.09    | 0.05%             | 2048-10-24      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BRAZILIAN REAL                                               | FX Forward Contract: BRL/USD SETTLE 2023-02-22                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |            1 | NC      | $111564.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                      | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 3.250000% 10/22/2030                     | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      1914000 | PA      | $1745303.87   | 0.09%             | 2030-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 4.762000% 04/07/2037                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      2775000 | PA      | $650120.57    | 0.04%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                           | FX Forward Contract: ZAR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |            1 | NC      | $27702.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                     | UNITED MEXICAN STATES 3.500000% 02/12/2034                                       | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       216000 | PA      | $178992.13    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                 | FX Forward Contract: MXN/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |            1 | NC      | $87550.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gol Finance SA                                               | GOL FINANCE SA 144A 7.000000% 01/31/2025                                         | CUSIP: 36254VAA6<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | NUSS              | BR        |      1240000 | PA      | $527000.00    | 0.03%             | 2025-01-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Royaume du Maroc                                             | KINGDOM OF MOROCCO 3.000000% 12/15/2032                                          | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |       480000 | PA      | $380246.40    | 0.02%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 6.125000% 01/22/2044                  | CUSIP: 77586TAE6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       312000 | PA      | $284410.46    | 0.02%             | 2044-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                        | FX Forward Contract: CNY/USD SETTLE 2022-12-19                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |            1 | NC      | $-14191.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin E.S.P.                         | EMPRESAS PUBLICAS DE MEDELLIN ESP 144A 8.375000% 11/08/2027                      | CUSIP: 29246BAD0<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | NUSS              | CO        |   4600000000 | PA      | $705636.51    | 0.04%             | 2027-11-08      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Empresas Publicas de Medellin E.S.P.                         | Empresas Publicas de Medellin ESP 7.625000% 09/10/2024                           | CUSIP: 29246BAC2<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |   1827000000 | PA      | $339210.55    | 0.02%             | 2024-09-10      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                            | FX Forward Contract: MYR/USD SETTLE 2023-01-03                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MY        |            1 | NC      | $51830.13     | 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        |     49440000 | PA      | $1287883.84   | 0.07%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CNY SETTLE 2023-03-08                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-109454.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/USD SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $67499.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                          | LEBANESE REPUBLIC 6.1%  10/04/2022                                               | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      3411000 | PA      | $203500.26    | 0.01%             | 2022-10-04      | Fixed         | 6.10%                 | 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        |      2024000 | PA      | $1542105.84   | 0.08%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BRK : GOLDMAN SACH                                           | BRK : GOLDMAN SACH PAY : 6.325%                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     16012857 | NC      | $-62432.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/COP SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-67946.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/RON SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-16145.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The State of Qatar                                           | QATAR GOVERNMENT INTERNATIONAL BOND 144A 4.400000% 04/16/2050                    | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      1656000 | PA      | $1513203.12   | 0.08%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN CERTIFICATE LIMITED                     | BIOCEANICO SOVEREIGN CERTIFICATE LTD ZERO COUPON 06/05/2034                      | CUSIP: G11176AA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PY        |      2298174 | PA      | $1506255.02   | 0.08%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                           | REPUBLIC OF ZAMBIA 8.50% 4/14/2024                                               | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |       280000 | PA      | $128583.84    | 0.01%             | 2024-04-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 3.899000% 11/16/2027                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      1702000 | PA      | $381213.56    | 0.02%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Republique Gabonaise                                         | GABON GOVERNMENT INTERNATIONAL BOND 144A 6.625000% 02/06/2031                    | CUSIP: 362420AD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      1268000 | PA      | $1044261.40   | 0.06%             | 2031-02-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| EGYPTIAN POUND                                               | FX Forward Contract: EGP/USD SETTLE 2023-06-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $-93846.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                  | REPUBLIC OF PHILIPPINES 6.375000% 10/23/2034                                     | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       300000 | PA      | $328746.40    | 0.02%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/IDR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $294.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIA GOVERNMENT BOND 6.700000% 02/25/2032                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     34350000 | PA      | $6562466.31   | 0.35%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                        | POLAND GOVERNMENT BOND 2.750000% 10/25/2029                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     16957000 | PA      | $2924213.15   | 0.16%             | 2029-10-25      | Fixed         | 2.75%                 | 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        |       407400 | PA      | $84030.45     | 0.00%             | 2030-07-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                 | FX Forward Contract: PLN/EUR SETTLE 2023-01-20                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |            1 | NC      | $9187.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of Mongolia                                       | MONGOLIA INTL BOND 4.450000% 07/07/2031                                          | CUSIP: Y6142NAE8<br>LEI: 254900PW61ADCBDCLP71 | Long             | DBT              | NUSS              | MN        |       200000 | PA      | $141990.36    | 0.01%             | 2031-07-07      | Fixed         | 4.45%                 | 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        |     11222000 | PA      | $650651.56    | 0.04%             | 2034-05-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                               | REPUBLICA ORIENT URUGUAY 4.975000% 04/20/2055                                    | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      2646672 | PA      | $2537345.66   | 0.14%             | 2055-04-20      | Fixed         | 4.97%                 | 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        |  10160000000 | PA      | $628400.34    | 0.03%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                        | REPUBLIC OF ECUADOR 2.500000% 07/31/2035                                         | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      8435030 | PA      | $3697911.25   | 0.20%             | 2035-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                           | REPUBLIC OF PERU 8.2% 08/12/2026                                                 | CUSIP: 715638AY8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |        18000 | PA      | $4910.91      | 0.00%             | 2026-08-12      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                             | FX Forward Contract: IDR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |            1 | NC      | $-5956.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/COP SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $22836.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 04/16/2026                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       580000 | PA      | $497570.96    | 0.03%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/NGN SETTLE 2023-03-22                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $16368.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/HUF SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-6618.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2022-12-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-3330.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/CZK SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-4437.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA WAKALA SUKUK BERHAD                                 | MALAYSIA WAKALA SUKUK BHD 2.070000% 04/28/2031                                   | CUSIP: Y57542AA3<br>LEI: 254900MRLMI21YQTK511 | Long             | DBT              | NUSS              | MY        |      1770000 | PA      | $1517443.92   | 0.08%             | 2031-04-28      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |      3000000 | NC      | $-1864.45     | -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        |     56337000 | PA      | $9837010.66   | 0.53%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| African Export-Import Bank                                   | AFRICAN EXPORT-IMPORT BANK/THE MTN 3.994000% 09/21/2029                          | CUSIP: 00831TAA9<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |       543000 | PA      | $453617.86    | 0.02%             | 2029-09-21      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | PETROLEOS MEXICANOS MTN 8.750000% 06/02/2029                                     | CUSIP: 71654QDJ8<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      2987033 | PA      | $2771966.62   | 0.15%             | 2029-06-02      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | PETROLEOS MEXICANOS 6.375000% 01/23/2045                                         | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      1020000 | PA      | $625770.00    | 0.03%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 5.250000% 01/17/2042                 | CUSIP: Y20721BB4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      3061000 | PA      | $3006650.84   | 0.16%             | 2042-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CLP SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-3224.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Financiera de Desarrollo Territorial S.A.                    | FINDETER 7.875000% 08/12/2024                                                    | CUSIP: P40420AA2<br>LEI: 54930036EU95I2CWYJ76 | Long             | DBT              | NUSS              | CO        |   1095000000 | PA      | $201383.74    | 0.01%             | 2024-08-12      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                  | IVORY COAST 5.250000% 03/22/2030                                                 | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      2321000 | PA      | $2010561.47   | 0.11%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/NGN SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $11279.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/HUF SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-69154.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/SGD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-44031.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA CEDI                                                   | FX Forward Contract: GHS/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GH        |            1 | NC      | $-771526.61   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2023-01-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-643892.62   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                   | EURO-BOBL FUTURE  DEC22 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -50 | NC      | $-6179468.70  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                     | REPUBLIC OF SOUTH AFRICA 5.875000% 09/16/2025                                    | CUSIP: 836205AR5<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      1067000 | PA      | $1073530.04   | 0.06%             | 2025-09-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LIMITED                                   | ESKOM HOLDINGS SOC LTD MTN 6.750000% 08/06/2023                                  | CUSIP: 29646AAA4<br>LEI: 3789001900ED06F65111 | Long             | DBT              | NUSS              | ZA        |      1100000 | PA      | $1071950.00   | 0.06%             | 2023-08-06      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                        | FX Forward Contract: CNY/USD SETTLE 2022-12-08                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |            1 | NC      | $56771.68     | 0.00%             |  |  |  | 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      | $114609.81    | 0.01%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BRK : GOLDMAN SACH                                           | BRK : GOLDMAN SACH PAY : 9% FIXED                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     66186736 | NC      | $312980.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ZAR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-59472.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-65303.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                 | FX Forward Contract: RON/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $173737.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ceska republika                                              | CZECH REPUBLIC 2.750000% 07/23/2029                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     39610000 | PA      | $1474400.84   | 0.08%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-101305.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                          | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 7.000000% 03/20/2028                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      2671000 | PA      | $152754.49    | 0.01%             | 2028-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/RON SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-5613.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                          | THAILAND GOVERNMENT BOND 3.300000% 06/17/2038                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     99399000 | PA      | $2757985.54   | 0.15%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ILS SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-30855.56    | -0.00%            |  |  |  | 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        |  56623000000 | PA      | $4013262.88   | 0.22%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                 | FX Forward Contract: CLP/USD SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $2571.50      | 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      | $1439181.43   | 0.08%             | 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        |      3367000 | PA      | $2447885.60   | 0.13%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/PEN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-102510.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                 | FX Forward Contract: MXN/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |            1 | NC      | $364853.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.875000% 04/13/2042                  | CUSIP: BQ4352952<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       746000 | PA      | $451118.00    | 0.02%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT INTERNATIONAL BOND 144A 8.875000% 05/29/2050                    | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1791000 | PA      | $1227906.02   | 0.07%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  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        |      6323805 | PA      | $335161.67    | 0.02%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Hashemite Kingdom of Jordan                              | KINGDOM OF JORDAN 5.850000% 07/07/2030                                           | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |       731000 | PA      | $650414.56    | 0.04%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Azarbayjan Respublikasi                                      | REPUBLIC OF AZERBAIJAN 5.125000% 09/01/2029                                      | CUSIP: N/A<br>LEI: 549300P74FF45UQVU281       | Long             | DBT              | NUSS              | AZ        |       300000 | PA      | $282140.71    | 0.02%             | 2029-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-73438.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |      5569774 | NC      | $-143631.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                               | FED REPUBLIC OF BRAZIL 5.625000% 02/21/2047                                      | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      1390000 | PA      | $1145300.94   | 0.06%             | 2047-02-21      | Fixed         | 5.62%                 | 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      | $328565.38    | 0.02%             | 2061-09-14      | Fixed         | 3.83%                 | 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        |      1030000 | PA      | $913403.83    | 0.05%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                   | REPUBLIC OF SRI LANKA 7.550000% 03/28/2030                                       | CUSIP: Y8137FAR9<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      1701000 | PA      | $521862.73    | 0.03%             | 2030-03-28      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CLP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-10882.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-07                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-171014.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | REPUBLIC OF INDONESIA 3.500000% 01/11/2028                                       | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      2736000 | PA      | $2583957.61   | 0.14%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/PLN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-217204.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                           | REPUBLIC OF PANAMA 6.700000% 01/26/2036                                          | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      1180000 | PA      | $1246451.45   | 0.07%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 3.882000% 03/14/2025                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     10363000 | PA      | $2332845.86   | 0.13%             | 2025-03-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TURKIYE SISE VE CAM FABRIKALARI ANONIM SIRKETI               | TURKIYE SISE VE CAM FABRIKALARI AS 144A 6.950000% 03/14/2026                     | CUSIP: 90016AAB6<br>LEI: 789000KWOK751Q6R8875 | Long             | DBT              | NUSS              | TR        |       725000 | PA      | $702525.00    | 0.04%             | 2026-03-14      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Republica de Costa Rica                                      | REPUBLIC OF COSTA RICA 7% 04/04/2044                                             | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |       780000 | PA      | $726570.00    | 0.04%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government of Mongolia                                       | MONGOLIA INTL BOND 5.125000% 04/07/2026                                          | CUSIP: Y6142NAC2<br>LEI: 254900PW61ADCBDCLP71 | Long             | DBT              | NUSS              | MN        |       846000 | PA      | $680652.48    | 0.04%             | 2026-04-07      | Fixed         | 5.12%                 | 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        |     13879000 | PA      | $3150357.83   | 0.17%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                           | FX Forward Contract: ZAR/USD SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |            1 | NC      | $135820.52    | 0.01%             |  |  |  | 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        |      4000000 | PA      | $676596.36    | 0.04%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/KRW SETTLE 2022-12-14                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-4645.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 4.43%                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     16859345 | NC      | $27304.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Georgia                                          | REPUBLIC OF GEORGIA 2.750000% 04/22/2026                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GE        |       580000 | PA      | $516774.72    | 0.03%             | 2026-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/NGN SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $23196.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 7.51% FIXED                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   2122536405 | NC      | $-18704.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                    | SAUDI ARABIAN OIL CO MTN 4.250000% 04/16/2039                                    | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |      1620000 | PA      | $1458437.40   | 0.08%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONVERSION ADJUSTMENT                                        | CONVERSION ADJUSTMENT                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |            1 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA CEDI                                                   | FX Forward Contract: GHS/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GH        |            1 | NC      | $-599174.42   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                           | FX Forward Contract: ZAR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |            1 | NC      | $27263.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                            | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 7.000000% 05/01/2034          | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   7865000000 | PA      | $9960542.86   | 0.54%             | 2034-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de Chile                                            | REPUBLIC OF CHILE 1.875000% 05/27/2030                                           | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |       230000 | PA      | $206850.80    | 0.01%             | 2030-05-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                               | FX Forward Contract: BRL/USD SETTLE 2023-03-01                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |            1 | NC      | $201984.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/PLN SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-21399.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                           | BONOS DE TESORERIA 5.350000% 08/12/2040                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      2123000 | PA      | $421180.31    | 0.02%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BROKER: GOLDMAN SACHS                                        | BROKER: GOLDMAN SACHS PAY: 6.96 FIXED                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    275343169 | NC      | $-98781.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 4.625000% 04/15/2043                 | CUSIP: Y20721BE8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      1019000 | PA      | $924742.50    | 0.05%             | 2043-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 4.232000% 06/30/2031                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      2000000 | PA      | $449365.44    | 0.02%             | 2031-06-30      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2023-03-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-88186.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/PLN SETTLE 2023-01-20                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-13023.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/TWD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $62148.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Argentina                                          | REPUBLIC OF ARGENTINA 0.500000% 07/09/2030                                       | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      8918417 | PA      | $2287335.04   | 0.12%             | 2030-07-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Centrais Eletricas Brasileiras S.A.                          | CENTRAIS ELETRICAS BRASILEIRAS SA 144A 4.625000% 02/04/2030                      | CUSIP: 15236FAB6<br>LEI: 254900I8KYDELP4B4Z08 | Long             | DBT              | NUSS              | BR        |       232000 | PA      | $201840.00    | 0.01%             | 2030-02-04      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Qatar Energy                                                 | QATAR ENERGY 144A 3.300000% 07/12/2051                                           | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | NUSS              | QA        |       382000 | PA      | $278057.80    | 0.01%             | 2051-07-12      | Fixed         | 3.30%                 | Yes           |                  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      | $10426.72     | 0.00%             | 2025-11-22      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                               | FX Forward Contract: EGP/USD SETTLE 2023-05-31                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $-246282.95   | -0.01%            |  |  |  | No            |                  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      | $372070.51    | 0.02%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                        | FX Forward Contract: CZK/EUR SETTLE 2023-01-30                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |            1 | NC      | $337.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                               | FED REPUBLIC OF BRAZIL 5.625000% 02/21/2047                                      | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       928000 | PA      | $764632.57    | 0.04%             | 2047-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas             | KAZMUNAYGAS NATIONAL CO JSC 3.500000% 04/14/2033                                 | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | NUSS              | KZ        |      2149000 | PA      | $1584887.50   | 0.09%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |      6300503 | NC      | $-8306.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/RON SETTLE 2023-02-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $383.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.300000% 09/30/2033                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      3510000 | PA      | $2544750.00   | 0.14%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | R2030 BOND FUTURE FEB23 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |          668 | NC      | $3486576.83   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine                                                      | GOVERNMENT OF UKRAINE 15.840000% 02/26/2025                                      | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     92615000 | PA      | $1392937.89   | 0.08%             | 2025-02-26      | Fixed         | 15.84%                | No            |                  2 | On Loan: No      |
| Wanda Properties International Co. Limited                   | WANDA PROPERTIES INTERNATIONAL CO LTD 7.250000% 01/29/2024                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      1217000 | PA      | $972830.86    | 0.05%             | 2024-01-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                    | JPMORGAN CHASE BANK NA MTN 8.375000% 04/19/2039                                  | CUSIP: AZ5258761<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |   1563000000 | PA      | $106309.63    | 0.01%             | 2039-04-19      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Iochpe-Maxion Austria GmbH                                   | IOCHPE-MAXION AUSTRIA GMBH / MAXION WHEELS DE MEXI 5.000000% 05/07/2028          | CUSIP: 46188AAA2<br>LEI: 529900AOUL9V2EKUEZ41 | Long             | DBT              | NUSS              | BR        |       866000 | PA      | $718780.00    | 0.04%             | 2028-05-07      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-60422.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                 | FX Forward Contract: CLP/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $101231.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/NGN SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $10493.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                           | BONOS DE TESORERIA 5.400000% 08/12/2034                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      7764000 | PA      | $1662114.77   | 0.09%             | 2034-08-12      | Fixed         | 5.40%                 | 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        |   7388500000 | PA      | $1135300.30   | 0.06%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ZAR SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-4250.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/TWD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $49026.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA CEDI                                                   | FX Forward Contract: GHS/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GH        |            1 | NC      | $-1349886.15  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                 | FX Forward Contract: RON/EUR SETTLE 2022-12-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $-1921.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AZARBAYJAN RESPUBLIKASI DOVLAT NEFT SHIRKATI                 | STATE OIL CO OF THE AZER 6.95% 03/18/2030                                        | CUSIP: N/A<br>LEI: 2549002HARR1VE257O76       | Long             | DBT              | NUSS              | AZ        |      3691000 | PA      | $3734583.33   | 0.20%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORPORATION                                     | TSMC ARIZONA CORP 3.250000% 10/25/2051                                           | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | TW        |       220000 | PA      | $159439.16    | 0.01%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                            | BONOS TESORERIA PESOS 6.000000% 01/01/2043                                       | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |    570000000 | PA      | $680603.55    | 0.04%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                  | PROSUS NV MTN 3.061000% 07/13/2031                                               | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | NUSS              | CN        |      1409000 | PA      | $1051839.45   | 0.06%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                           | FX Forward Contract: ZAR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |            1 | NC      | $35597.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 5.875000% 02/16/2031                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      1314000 | PA      | $927852.19    | 0.05%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                   | SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 6.825000% 07/18/2026                | CUSIP: 85227SAR7<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      1612000 | PA      | $499022.91    | 0.03%             | 2026-07-18      | Fixed         | 6.83%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ZMW SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $36028.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/TRY SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-82920.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/COP SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $13809.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/HUF SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-2533.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/MXN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-505.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PT Perusahaan Listrik Negara (Persero)                       | PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 5.250000% 05/15/2047          | CUSIP: 71568QAD9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |       710000 | PA      | $584044.23    | 0.03%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                               | FX Forward Contract: EGP/USD SETTLE 2023-06-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $-84332.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                 | FX Forward Contract: PLN/EUR SETTLE 2023-01-20                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |            1 | NC      | $10543.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                               | FX Forward Contract: BRL/USD SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |            1 | NC      | $-3487.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DP World Limited                                             | DP WORLD LTD/UNITED ARAB EMIRATES MTN 4.700000% 09/30/2049                       | CUSIP: 23330JAC5<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | NUSS              | AE        |      1207000 | PA      | $973361.01    | 0.05%             | 2049-09-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 3.828000% 07/05/2034                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      7950000 | PA      | $1699614.71   | 0.09%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | PETROLEOS MEXICANOS 6.500000% 06/02/2041                                         | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       646000 | PA      | $413440.00    | 0.02%             | 2041-06-02      | Fixed         | 6.50%                 | 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        |    103805000 | PA      | $4019065.77   | 0.22%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | PETROLEOS MEXICANOS 6.625000% 06/15/2035                                         | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      4180000 | PA      | $2948990.00   | 0.16%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/RON SETTLE 2023-02-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $298.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                   | REPUBLIC OF SRI LANKA 6.825000% 07/18/2026                                       | CUSIP: Y8137FAF5<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |       800000 | PA      | $247654.05    | 0.01%             | 2026-07-18      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| State of Israel                                              | STATE OF ISRAEL 4.500000% 04/03/2120                                             | CUSIP: 46513JB59<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      1737000 | PA      | $1478204.37   | 0.08%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republique du Senegal                                        | SENEGAL GOVERNMENT INTERNATIONAL BOND 144A 4.750000% 03/13/2028                  | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |       170000 | PA      | $150755.97    | 0.01%             | 2028-03-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 4.504000% 04/30/2029                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      5000000 | PA      | $1150860.03   | 0.06%             | 2029-04-30      | Fixed         | 4.50%                 | 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        |      7468000 | PA      | $5125139.04   | 0.28%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                        | REPUBLIC OF ECUADOR 1.500000% 07/31/2040                                         | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |       746000 | PA      | $298211.59    | 0.02%             | 2040-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DP World Limited                                             | DP WORLD LTD/UNITED ARAB EMIRATES MTN 6.850000% 07/02/2037                       | CUSIP: 23330JAA9<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | NUSS              | AE        |       245000 | PA      | $253134.00    | 0.01%             | 2037-07-02      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| MSU Energy S.A.                                              | MSU ENERGY SA / UGEN SA / UENSA SA 144A 6.875000% 02/01/2025                     | CUSIP: 76706AAA2<br>LEI: 529900D1ZX75KRP2HC66 | Long             | DBT              | NUSS              | AR        |       372000 | PA      | $241800.00    | 0.01%             | 2025-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| MEXICAN PESO                                                 | FX Forward Contract: MXN/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |            1 | NC      | $3240.37      | 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        |    103031000 | PA      | $4833498.59   | 0.26%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Gobierno 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        |   1335000000 | PA      | $1440227.95   | 0.08%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  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        |     35228500 | PA      | $1689389.64   | 0.09%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                 | FX Forward Contract: PLN/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |            1 | NC      | $10663.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                            | BONOS TESORERIA PESOS 5.000000% 03/01/2035                                       | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |    175000000 | PA      | $188817.83    | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                               | FX Forward Contract: EGP/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $-130127.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIA GOVERNMENT BOND 4.150000% 01/26/2028                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       965000 | PA      | $171429.38    | 0.01%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                        | POLAND GOVERNMENT BOND 2.500000% 07/25/2026                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      2102000 | PA      | $396379.26    | 0.02%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/GHS SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $53805.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | R213 BOND FUTURE  FEB23 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |          612 | NC      | $3001610.21   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.375000% 01/28/2050                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      1556000 | PA      | $972916.56    | 0.05%             | 2050-01-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/PLN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-227357.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIA PESO                                                | FX Forward Contract: COP/USD SETTLE 2022-12-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |            1 | NC      | $3226.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                           | BONOS DE TESORERIA 5.400000% 08/12/2034                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      6215000 | PA      | $1330505.32   | 0.07%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIA 5.125000% 06/15/2048                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       354000 | PA      | $282230.04    | 0.02%             | 2048-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                         | GALAXY PIPELINE ASSETS BIDCO LTD 144A 2.625000% 03/31/2036                       | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | NUSS              | AE        |       827000 | PA      | $658510.08    | 0.04%             | 2036-03-31      | Fixed         | 2.62%                 | Yes           |                  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        |    314609612 | PA      | $1923415.94   | 0.10%             | 2028-01-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                      | UKRAINE GOVERNMENT 7.750000% 09/01/2026                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |        78000 | PA      | $18135.00     | 0.00%             | 2026-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                 | FX Forward Contract: PLN/EUR SETTLE 2023-01-20                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |            1 | NC      | $9534.00      | 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        |     15000000 | PA      | $2619151.89   | 0.14%             | 2027-01-01      | Fixed         | 10.00%                | 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        |     14871000 | PA      | $2211045.40   | 0.12%             | 2030-10-25      | Fixed         | 1.25%                 | 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        |    134383000 | PA      | $6650999.54   | 0.36%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| 1MDB Global Investments Limited                              | 1MDB GLOBAL INVESTMENTS 4.4% 03/09/2023                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      1000000 | PA      | $980400.00    | 0.05%             | 2023-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | REPUBLIC OF INDONESIA 1.100000% 03/12/2033                                       | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |      1000000 | PA      | $745479.82    | 0.04%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                          | SUZANO AUSTRIA GMBH 144A 6.000000% 01/15/2029                                    | CUSIP: 86964WAC6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | NUSS              | BR        |       406000 | PA      | $402833.20    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | 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        |     15843000 | PA      | $787046.87    | 0.04%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/USD SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-29453.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | R2032 BOND FUTURE FEB23 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |          908 | NC      | $4694820.74   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 2.632000% 04/15/2031                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     13500000 | PA      | $2704407.66   | 0.15%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                     | MEXICAN UDIBONOS 3.5%  11/16/2023                                                | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    129145742 | PA      | $6515382.18   | 0.35%             | 2023-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fondo MIVIVIENDA S.A.                                        | FONDO MIVIVIENDA SA 144A 7.000000% 02/14/2024                                    | CUSIP: 344593AE8<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | NUSS              | PE        |      5422000 | PA      | $1374639.21   | 0.07%             | 2024-02-14      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                            | REPUBLIC OF KENYA 6.300000% 01/23/2034                                           | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |       768000 | PA      | $603878.40    | 0.03%             | 2034-01-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 8.500000% 01/31/2047                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      5294000 | PA      | $3532474.44   | 0.19%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NIGERIAN NAIRA                                               | FX Forward Contract: NGN/USD SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NG        |            1 | NC      | $5326.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                          | REPUBLIC OF TURKEY 7.250000% 12/23/2023                                          | CUSIP: 900123CR9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      1210000 | PA      | $1230933.00   | 0.07%             | 2023-12-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| THE OIL AND GAS HOLDING COMPANY B.S.C (CLOSED)               | OIL AND GAS HOLDING CO BSCC/THE 8.375000% 11/07/2028                             | CUSIP: N/A<br>LEI: 549300OBH16L6TS6IW50       | Long             | DBT              | NUSS              | BH        |       600000 | PA      | $613500.00    | 0.03%             | 2028-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| COLOMBIA PESO                                                | FX Forward Contract: COP/USD SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |            1 | NC      | $-129086.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Zambia                                           | ZAMBIA GOVERNMENT BOND 13.000000% 08/29/2026                                     | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |      2040000 | PA      | $76523.30     | 0.00%             | 2026-08-29      | Fixed         | 13.00%                | 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      | $206759.28    | 0.01%             | 2042-02-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan                                       | REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND MTN 5.375000% 02/20/2029               | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |      2069000 | PA      | $1882790.00   | 0.10%             | 2029-02-20      | Fixed         | 5.38%                 | 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        |       370000 | PA      | $339690.53    | 0.02%             | 2050-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Republica Argentina                                          | REPUBLIC OF ARGENTINA 3.500000% 07/09/2041                                       | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      9162239 | PA      | $2483664.20   | 0.13%             | 2041-07-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                           | REPUBLIC OF PERU 3.750000% 03/01/2030                                            | CUSIP: JK2053607<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       170000 | PA      | $170245.06    | 0.01%             | 2030-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                           | ZAMBIA GOVERNMENT BOND 11.000000% 06/28/2026                                     | CUSIP: BQ2494160<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    118640000 | PA      | $4254432.41   | 0.23%             | 2026-06-28      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/PLN SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-2861.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                        | FX Forward Contract: CNY/USD SETTLE 2023-03-06                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |            1 | NC      | $180425.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 4.181000% 07/15/2024                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |        22000 | PA      | $4995.22      | 0.00%             | 2024-07-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CBB INTERNATIONAL SUKUK PROGRAMME COMPANY W.L.L              | CBB INTERNATIONAL SUKUK PROGRAMME CO WLL 144A 3.875000% 05/18/2029               | CUSIP: 12482TAC2<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |      1359000 | PA      | $1211657.22   | 0.07%             | 2029-05-18      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                        | REPUBLIC OF POLAND 5.500000% 11/16/2027                                          | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1669000 | PA      | $1720058.05   | 0.09%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                 | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 5.250000% 06/16/2029                  | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       545000 | PA      | $523636.00    | 0.03%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                      | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2025                  | CUSIP: 903724AS1<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2535000 | PA      | $576712.50    | 0.03%             | 2025-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/RON SETTLE 2022-12-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-2004.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                          | REPUBLIC OF TURKEY 6.125000% 10/24/2028                                          | CUSIP: 900123CQ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      1486000 | PA      | $1318825.00   | 0.07%             | 2028-10-24      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                           | FX Forward Contract: ZAR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |            1 | NC      | $6262.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT BOND 16.100000% 05/07/2029                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     21345000 | PA      | $762071.47    | 0.04%             | 2029-05-07      | Fixed         | 16.10%                | 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        |    124544300 | PA      | $5972546.38   | 0.32%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                 | FX Forward Contract: CLP/USD SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $11575.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL LOAN TRUST 1                                          | BRAZIL LOAN TRUST 1 144A 5.477000% 07/24/2023                                    | CUSIP: 105859AA0<br>LEI: 549300V5WCG7Q7KQX569 | Long             | DBT              | CORP              | BR        |       321426 | PA      | $318777.00    | 0.02%             | 2023-07-24      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ZMW SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $5585.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Democratic Republic of Ethiopia                      | FEDERAL REP OF ETHIOPIA 6.625000% 12/11/2024                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ET        |       431000 | PA      | $266250.25    | 0.01%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/KRW SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-18338.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/GHS SETTLE 2023-02-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $99108.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-1126.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 4.625000% 04/03/2049                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       655000 | PA      | $505783.82    | 0.03%             | 2049-04-03      | Fixed         | 4.62%                 | 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        |  71236000000 | PA      | $4845216.29   | 0.26%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |      6138900 | NC      | $-6319.91     | -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        |   8240000000 | PA      | $509647.52    | 0.03%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Qatar Energy                                                 | QATAR ENERGY 2.250000% 07/12/2031                                                | CUSIP: M8180AAD0<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | NUSS              | QA        |      3887000 | PA      | $3237373.46   | 0.17%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ZAR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-16300.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPINE PESO                                              | FX Forward Contract: PHP/USD SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PH        |            1 | NC      | $125153.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SEI LIQUIDITY FUND                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      3167758 | NS      | $3167819.71   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/MXN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-196559.65   | -0.01%            |  |  |  | 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        |  25556000000 | PA      | $1659438.32   | 0.09%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                        | FX Forward Contract: CNY/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |            1 | NC      | $-132739.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 3.733000% 06/15/2028                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      8100000 | PA      | $1793738.56   | 0.10%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Republica de Honduras                                        | HONDURAS GOVERNMENT 5.625000% 06/24/2030                                         | CUSIP: P5178RAD0<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |       411000 | PA      | $311439.36    | 0.02%             | 2030-06-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                   | CHINA GOVERNMENT BOND 2.600000% 09/01/2032                                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |      5500000 | PA      | $749512.53    | 0.04%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/PEN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-34088.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 1-DAY-CLP - Sinacofi Chile Interbank Rate Avg            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    616282357 | NC      | $-141788.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                     | UNITED MEXICAN STATES 4.600000% 02/10/2048                                       | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       578000 | PA      | $464720.06    | 0.03%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/INR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $52497.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                            | REPUBLIC OF GHANA 7.875000% 02/11/2035                                           | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      1644000 | PA      | $569909.04    | 0.03%             | 2035-02-11      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                           | REPUBLIC OF PERU 3.000000% 01/15/2034                                            | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1232000 | PA      | $993691.23    | 0.05%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avenir Issuer II (Ireland) DAC                               | REPUBLIC OF ANGOLA VIA AVENIR ISSUER II IRELAND DA 6.927000% 02/19/2027          | CUSIP: N/A<br>LEI: 635400VEZIQKZPR7KU35       | Long             | DBT              | NUSS              | AO        |      4350714 | PA      | $3948273.21   | 0.21%             | 2027-02-19      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| DERZHAVNE AHENTSTVO AVTOMOBIL'NYKH DORIH UKRAINY             | STATE AGENCY OF ROADS OF UKRAINE 144A 6.250000% 06/24/2028                       | CUSIP: 857329AA4<br>LEI: 254900FGEO8P5USHG994 | Long             | DBT              | NUSS              | UA        |       554000 | PA      | $96085.76     | 0.01%             | 2028-06-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Republica del Peru                                           | REPUBLIC OF PERU 3.000000% 01/15/2034                                            | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       699000 | PA      | $563790.72    | 0.03%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 2.632000% 04/15/2031                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     19641000 | PA      | $3934612.66   | 0.21%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 7.64                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     38802630 | NC      | $119926.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                               | FX Forward Contract: EGP/USD SETTLE 2023-05-31                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $-37225.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| African Export-Import Bank                                   | AFRICAN EXPORT-IMPORT BANK/THE 144A 3.798000% 05/17/2031                         | CUSIP: 00831TAC5<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |       301000 | PA      | $239592.99    | 0.01%             | 2031-05-17      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| DP WORLD SALAAM                                              | DP WORLD SALAAM 6.000000% MATURITY: PERPETUAL                                    | CUSIP: N/A<br>LEI: 549300SUYBT9X88E9435       | Long             | DBT              | NUSS              | AE        |      4046000 | PA      | $3996460.78   | 0.22%             | 2171-01-01      | Fixed         | 6.00%                 | 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        |      1343000 | PA      | $1112345.15   | 0.06%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CNY SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-50258.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                   | CHINA GOVERNMENT BOND 3.280000% 12/03/2027                                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     23200000 | PA      | $3344897.04   | 0.18%             | 2027-12-03      | Fixed         | 3.28%                 | 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        |       941000 | PA      | $902920.20    | 0.05%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/COP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $77435.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/COP SETTLE 2022-12-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-1447.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                          | THAILAND GOVERNMENT BOND 2.875000% 12/17/2028                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     30402000 | PA      | $888260.73    | 0.05%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/THB SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-86306.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                 | FX Forward Contract: MXN/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |            1 | NC      | $27627.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/USD SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-14744.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Zambia                                           | REPUBLIC OF ZAMBIA 5.375000% 09/20/2022                                          | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |      1246000 | PA      | $525189.00    | 0.03%             | 2022-09-20      | Fixed         | 5.38%                 | 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        |  53386000000 | PA      | $3756685.76   | 0.20%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.300000% 09/30/2033                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       666000 | PA      | $482850.00    | 0.03%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 3.882000% 03/14/2025                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     22158000 | PA      | $4988053.52   | 0.27%             | 2025-03-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PT Perusahaan Listrik Negara (Persero)                       | PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 5.250000% 10/24/2042          | CUSIP: 71568QAB3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |      1097000 | PA      | $962760.11    | 0.05%             | 2042-10-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                        | REPUBLIC OF ECUADOR 5.500000% 07/31/2030                                         | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |       550000 | PA      | $334315.61    | 0.02%             | 2030-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                   | CHINA GOVERNMENT BOND 3.720000% 04/12/2051                                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |      3800000 | PA      | $567232.21    | 0.03%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Gobierno 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        |   1665000000 | PA      | $1796239.35   | 0.10%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| PT Freeport Indonesia                                        | FREEPORT INDONESIA PT MTN 5.315000% 04/14/2032                                   | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | NUSS              | ID        |      1605000 | PA      | $1484625.00   | 0.08%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | PETROLEOS MEXICANOS 6.500000% 01/23/2029                                         | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      1623000 | PA      | $1364358.72   | 0.07%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROKER: GOLDMAN SACHS                                        | BROKER: GOLDMAN SACHS PAY: 7% FIXED                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    386456831 | NC      | $-146614.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | INDONESIA GOVERNMENT 8.125000% 05/15/2024                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 103545000000 | PA      | $6769604.46   | 0.36%             | 2024-05-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CZK SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $7348.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ZAR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-7669.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISRAELI SHEKEL                                               | FX Forward Contract: ILS/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IL        |            1 | NC      | $4893.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                        | FX Forward Contract: CZK/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |            1 | NC      | $52929.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                     | REPUBLIC OF SOUTH AFRICA 5.650000% 09/27/2047                                    | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       284000 | PA      | $215639.50    | 0.01%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  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        |     10239000 | PA      | $609220.50    | 0.03%             | 2023-04-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 5.250000% 01/17/2042                 | CUSIP: Y20721BB4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       867000 | PA      | $851606.10    | 0.05%             | 2042-01-17      | Fixed         | 5.25%                 | 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        |      1477000 | PA      | $66465.00     | 0.00%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LIMITED                                      | SA GLOBAL SUKUK LTD 1.602000% 06/17/2026                                         | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | NUSS              | SA        |      1476000 | PA      | $1321067.23   | 0.07%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/PEN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-84541.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                          | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.850000% 05/25/2029                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |       522000 | PA      | $30495.24     | 0.00%             | 2029-05-25      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EGP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $208288.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                             | FX Forward Contract: HUF/EUR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $67286.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas             | KAZMUNAYGAS NATIONAL CO JSC 3.500000% 04/14/2033                                 | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | NUSS              | KZ        |       460000 | PA      | $339250.00    | 0.02%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                      | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.500000% 10/26/2046                     | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      2045000 | PA      | $1794487.50   | 0.10%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                          | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.100000% 10/04/2022                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      3151000 | PA      | $187988.66    | 0.01%             | 2022-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government of Bermuda                                        | GOVT OF BERMUDA 5.000000% 07/15/2032                                             | CUSIP: G10367AH6<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |       592000 | PA      | $569834.81    | 0.03%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CLP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-352936.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                             | FX Forward Contract: HUF/USD SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $590426.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                             | COMISION FEDERAL DE ELECTRICIDAD 3.875000% 07/26/2033                            | CUSIP: P30179BK3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |       800000 | PA      | $593600.00    | 0.03%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                           | REPUBLIC OF PERU 1.950000% 11/17/2036                                            | CUSIP: 715638DX7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      2211000 | PA      | $1639582.17   | 0.09%             | 2036-11-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu S.A.                          | PETROLEOS DEL PERU SA 144A 4.750000% 06/19/2032                                  | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |       904000 | PA      | $710544.00    | 0.04%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                        | POLAND GOVERNMENT BOND 2.500000% 07/25/2026                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     66324000 | PA      | $12506878.21  | 0.67%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     17120821 | NC      | $-502591.54   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                | FX Forward Contract: THB/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |            1 | NC      | $224466.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/IDR SETTLE 2022-12-19                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $2692.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magyarorszag                                                 | HUNGARY 3.125000% 09/21/2051                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      1839000 | PA      | $1103900.21   | 0.06%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 3.900000% 11/30/2026                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      4647000 | PA      | $1042547.49   | 0.06%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                        | FX Forward Contract: CNY/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |            1 | NC      | $26836.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                   | CHINA GOVERNMENT BOND 2.890000% 11/18/2031                                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     60680000 | PA      | $8485478.05   | 0.46%             | 2031-11-18      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/COP SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $96101.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                               | LETRA TESOURO NACIONAL ZERO COUPON 01/01/2024                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     62000000 | PA      | $10243570.02  | 0.55%             | 2024-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                            | REPUBLIC OF GHANA 8.625000% 04/07/2034                                           | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |       461000 | PA      | $162502.50    | 0.01%             | 2034-04-07      | Fixed         | 8.62%                 | 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        |      1802000 | PA      | $1620106.12   | 0.09%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | REPUBLIC OF INDONESIA 8.500000% 10/12/2035                                       | CUSIP: Y20721AE9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      2310000 | PA      | $2895687.06   | 0.16%             | 2035-10-12      | Fixed         | 8.50%                 | 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        |       454000 | PA      | $440425.68    | 0.02%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2022-12-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $77339.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                           | BONOS DE TESORERIA 5.940000% 02/12/2029                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      8068000 | PA      | $1965424.95   | 0.11%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIA GOVERNMENT BOND 3.650000% 09/24/2031                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      3820000 | PA      | $586213.08    | 0.03%             | 2031-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                      | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2025                  | CUSIP: 903724AS1<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       516000 | PA      | $117390.00    | 0.01%             | 2025-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| PT Perusahaan Listrik Negara (Persero)                       | PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 4.375000% 02/05/2050          | CUSIP: 71568PAM1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |       355000 | PA      | $257747.48    | 0.01%             | 2050-02-05      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CNY SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $23751.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIVATE JOINT STOCK COMPANY NATIONAL POWER COMPANY UKRENERGO | NPC UKRENERGO 144A 6.875000% 11/09/2026                                          | CUSIP: 63718LAA2<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | NUSS              | UA        |      1085000 | PA      | $186055.80    | 0.01%             | 2026-11-09      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                          | PAYABLE TO LENDING AGENT GOLDMAN SACHS FOR LIQUIDITY FUND                        | CUSIP: N/A<br>LEI: N/A                        | Short            | DBT              | CORP              | US        |     -3167684 | PA      | $-3167684.23  | -0.17%            | 2049-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                         | GALAXY PIPELINE ASSETS BIDCO LTD 144A 2.940000% 09/30/2040                       | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | NUSS              | AE        |       884349 | PA      | $705423.24    | 0.04%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| CHINALCO CAPITAL HOLDINGS LIMITED                            | CHINALCO CAPITAL HOLDINGS LTD 2.125000% 06/03/2026                               | CUSIP: N/A<br>LEI: 5493003PX4GYVUD3CQ19       | Long             | DBT              | NUSS              | CN        |       632000 | PA      | $571243.30    | 0.03%             | 2026-06-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/PLN SETTLE 2022-12-07                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-257456.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CLP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-350054.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                            | REPUBLIC OF GHANA 10.750000% 10/14/2030                                          | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      2283000 | PA      | $1585543.50   | 0.09%             | 2030-10-14      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/TRY SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-162018.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AYDEM YENILENEBILIR ENERJI ANONIM SIRKETI                    | AYDEM YENILENEBILIR ENERJI AS 144A 7.750000% 02/02/2027                          | CUSIP: 054644AA7<br>LEI: 9845009C50EDA74OA532 | Long             | DBT              | NUSS              | TR        |       972000 | PA      | $744163.20    | 0.04%             | 2027-02-02      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                     | REPUBLIC OF SOUTH AFRICA 8.750000% 02/28/2048                                    | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    205163000 | PA      | $9458198.37   | 0.51%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                       | REPUBLIC OF KAZAKHSTAN 4.875000% 10/14/2044                                      | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |      3164000 | PA      | $2815960.00   | 0.15%             | 2044-10-14      | Fixed         | 4.88%                 | No            |                  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        |      6546300 | PA      | $294583.50    | 0.02%             | 2027-04-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                        | ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 5.500000% 07/31/2030                  | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      1719000 | PA      | $1044888.24   | 0.06%             | 2030-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                 | PAKISTAN GOVERNMENT INTERNATIONAL BOND 144A 6.875000% 12/05/2027                 | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      1073000 | PA      | $429200.00    | 0.02%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                             | FX Forward Contract: PEN/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |            1 | NC      | $9991.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |      4989308 | NC      | $-133709.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                           | REPUBLIC OF PANAMA 3.750000% 03/16/2025                                          | CUSIP: 698299BE3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      1420000 | PA      | $1381023.14   | 0.07%             | 2025-03-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA (SPAIN) S.A.                                   | AI CANDELARIA SPAIN SA 144A 7.500000% 12/15/2028                                 | CUSIP: 001355AA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | NUSS              | CO        |       570000 | PA      | $531673.20    | 0.03%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| BRK : GOLDMAN SACHS                                          | BRK : GOLDMAN SACHS REC : 44.656                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     31113225 | NC      | $-152222.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ZAR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-5096.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                               | FX Forward Contract: EGP/USD SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $-31214.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/RON SETTLE 2022-12-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-4144.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas             | KAZMUNAYGAS NATIONAL CO JSC 144A 5.750000% 04/19/2047                            | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |      2560000 | PA      | $1929472.00   | 0.10%             | 2047-04-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                     | Mexican Bonos 5.750000% 03/05/2026                                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     19946000 | PA      | $918122.41    | 0.05%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                 | FX Forward Contract: PLN/EUR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |            1 | NC      | $17151.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/HUF SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-8556.90     | -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        |      5257000 | PA      | $4809702.90   | 0.26%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.875000% 10/29/2035                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      1700000 | PA      | $1322849.26   | 0.07%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                               | FX Forward Contract: BRL/USD SETTLE 2022-12-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |            1 | NC      | $317473.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN, S.A.                    | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A 5.125000% 08/11/2061                 | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | NUSS              | PA        |       469000 | PA      | $349718.68    | 0.02%             | 2061-08-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Republica del Peru                                           | REPUBLIC OF PERU 3.230000% 07/28/2121                                            | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      3035000 | PA      | $1810153.43   | 0.10%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 5.250000% 11/25/2027                 | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1074000 | PA      | $1042463.06   | 0.06%             | 2027-11-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                      | ROMANIA GOVERNMENT BOND 6.700000% 02/25/2032                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      2500000 | PA      | $477617.64    | 0.03%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/PLN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-411056.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LIMITED                                  | RELIANCE INDUSTRIES LTD 144A 3.625000% 01/12/2052                                | CUSIP: 759470BD8<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | NUSS              | IN        |       986000 | PA      | $668730.91    | 0.04%             | 2052-01-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                   | EURO-BUXL 30Y BND DEC22 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -41 | NC      | $-6682763.60  | -0.36%            |  |  |  | No            |                  1 | 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        |     54467887 | PA      | $2519670.51   | 0.14%             | 2044-01-31      | Fixed         | 8.75%                 | 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        |     83880200 | PA      | $3699890.31   | 0.20%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                        | REPUBLIC OF COLOMBIA 8.000000% 04/20/2033                                        | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       765000 | PA      | $755838.85    | 0.04%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi                                         | ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 3.000000% 09/15/2051                 | CUSIP: 29135LAR1<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |       764000 | PA      | $543097.04    | 0.03%             | 2051-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/RON SETTLE 2022-12-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $1389.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA CEDI                                                   | FX Forward Contract: GHS/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GH        |            1 | NC      | $-621925.66   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES FINANCE II PLC                             | VEDANTA RESOURCES FINANCE II PLC 144A 13.875000% 01/21/2024                      | CUSIP: 92243XAD3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | NUSS              | IN        |       403000 | PA      | $345373.89    | 0.02%             | 2024-01-21      | Fixed         | 13.88%                | Yes           |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                      | SASOL FINANCING USA LLC 6.500000% 09/27/2028                                     | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | ZA        |       540000 | PA      | $501602.60    | 0.03%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ZAR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-50514.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ILS SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-78483.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                 | FX Forward Contract: CLP/USD SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $12543.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     45932304 | NC      | $-154372.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                  | NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.375000% 03/24/2029                   | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       841000 | PA      | $698770.08    | 0.04%             | 2029-03-24      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                           | REPUBLIC OF PANAMA 2.252000% 09/29/2032                                          | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      3553000 | PA      | $2669191.25   | 0.14%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                             | COMISION FEDERAL DE ELECTRICIDAD 144A 6.264000% 02/15/2052                       | CUSIP: 200447AM2<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |       520000 | PA      | $407425.20    | 0.02%             | 2052-02-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                      | UKRAINE GOVERNMENT 7.750000% 09/01/2027                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       783000 | PA      | $182047.50    | 0.01%             | 2027-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                 | FX Forward Contract: RON/USD SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $667.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROKER: GOLDMAN SACHS                                        | BROKER: GOLDMAN SACHS REC: 12.765 FIXED                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     73510960 | NC      | $-157015.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRKR: STANDARD CHARTERED                                     | BRKR: STANDARD CHARTERED PAY: 2.3883 FIXED                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    264749732 | NC      | $-44598.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | Credit Default Swap                                                              | CUSIP: CDS28TW66<br>LEI: N/A                  | N/A              | DCR              |  | XX        |     12795000 | NC      | $704002.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPINE PESO                                              | FX Forward Contract: PHP/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PH        |            1 | NC      | $20984.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The State of Qatar                                           | QATAR GOVERNMENT INTERNATIONAL BOND 144A 3.750000% 04/16/2030                    | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |       287000 | PA      | $275683.02    | 0.01%             | 2030-04-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/USD SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $14166.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROKER: GOLDMAN SACHS                                        | BROKER: GOLDMAN SACHS PAY: 3.7085 FIXED                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |      9310000 | NC      | $-90921.81    | -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        |   7800300000 | PA      | $1209878.76   | 0.07%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Gobierno 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        |   1555000000 | PA      | $1677568.88   | 0.09%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de Chile                                            | REPUBLIC OF CHILE 3.625000% 10/30/2042                                           | CUSIP: 168863BP2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      1368000 | PA      | $1052998.83   | 0.06%             | 2042-10-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                               | REPUBLICA ORIENT URUGUAY 8.250000% 05/21/2031                                    | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     19962404 | PA      | $433156.54    | 0.02%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                 | HUNGARY 1.750000% 06/05/2035                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      2232000 | PA      | $1550955.02   | 0.08%             | 2035-06-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                           | FX Forward Contract: ZAR/USD SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |            1 | NC      | $128352.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK : GOLDMAN SACHS                                          | BRK : GOLDMAN SACHS REC : 1D CLICP                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   5611934487 | NC      | $-206740.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |      4670532 | NC      | $-119222.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                     | REPUBLIC OF SOUTH AFRICA 5.650000% 09/27/2047                                    | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       615000 | PA      | $466965.81    | 0.03%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LIMITED                                   | ESKOM HOLDINGS SOC LTD 4.314000% 07/23/2027                                      | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | NUSS              | ZA        |      1785000 | PA      | $1571649.66   | 0.08%             | 2027-07-23      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas             | KAZMUNAYGAS NATIONAL CO JSC 144A 5.375000% 04/24/2030                            | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |      1295000 | PA      | $1159021.49   | 0.06%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/IDR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $2514.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de El Salvador                                     | EL SALVADOR GOVERNMENT INTERNATIONAL BOND 144A 7.625000% 02/01/2041              | CUSIP: 283875AQ5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |       755000 | PA      | $277462.50    | 0.01%             | 2041-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                           | REPUBLIC OF PANAMA 6.400000% 02/14/2035                                          | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      2544000 | PA      | $2645800.58   | 0.14%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                             | FX Forward Contract: HUF/EUR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $-25445.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.000000% 01/28/2032                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       906000 | PA      | $650861.00    | 0.04%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/RON SETTLE 2022-12-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $28.38        | 0.00%             |  |  |  | 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      | $455318.81    | 0.02%             | 2028-10-31      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                      | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 3.750000% 01/21/2055                     | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      1450000 | PA      | $1131000.00   | 0.06%             | 2055-01-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/HUF SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-220597.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | INDONESIA GOVERNMENT 7.500000% 08/15/2032                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  30597000000 | PA      | $2011079.55   | 0.11%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republica de Honduras                                        | HONDURAS GOVERNMENT 6.250000% 01/19/2027                                         | CUSIP: P5178RAC2<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |       479000 | PA      | $408791.43    | 0.02%             | 2027-01-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI           | HAZINE MUSTESARLIGI VARLIK KIRALAMA AS 144A 7.250000% 02/24/2027                 | CUSIP: 421790AH9<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |      3650000 | PA      | $3540500.00   | 0.19%             | 2027-02-24      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Republica del Ecuador                                        | REPUBLIC OF ECUADOR 2.500000% 07/31/2035                                         | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      7760000 | PA      | $3401978.57   | 0.18%             | 2035-07-31      | Fixed         | 2.50%                 | 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        |    298353700 | PA      | $13996682.44  | 0.75%             | 2031-05-29      | Fixed         | 7.75%                 | 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        |   3383000000 | PA      | $221497.63    | 0.01%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CLP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-170683.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Costa Rica                                      | COSTA RICA GOVERNMENT 7.000000% 04/04/2044                                       | CUSIP: P3699PGH4<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |       420000 | PA      | $391230.00    | 0.02%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EGP SETTLE 2023-01-18                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $88514.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                  | IVORY COAST 4.875000% 01/30/2032                                                 | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |       520000 | PA      | $420304.78    | 0.02%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/KRW SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-42855.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                        | FREEPORT INDONESIA PT 144A 6.200000% 04/14/2052                                  | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | NUSS              | ID        |       949000 | PA      | $825630.00    | 0.04%             | 2052-04-14      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/HUF SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-2612.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                   | EURO-BUND FUTURE  DEC22 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -127 | NC      | $-18422322.89 | -0.99%            |  |  |  | No            |                  1 | On Loan: No      |
| YAPI VE KREDI BANKASI ANONIM SIRKETI                         | YAPI VE KREDI BANKASI AS MTN 5.850000% 06/21/2024                                | CUSIP: 984848AJ0<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | NUSS              | TR        |       632000 | PA      | $620624.00    | 0.03%             | 2024-06-21      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.500000% 02/08/2030                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       935000 | PA      | $763788.71    | 0.04%             | 2030-02-08      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| TURKIYE IHRACAT KREDI BANKASI ANONIM SIRKETI                 | TURK IHRACAT KR 5.750000% 07/06/2026                                             | CUSIP: N/A<br>LEI: 789000JVRVYLAXGDWR11       | Long             | DBT              | NUSS              | TR        |       967000 | PA      | $854448.94    | 0.05%             | 2026-07-06      | Fixed         | 5.75%                 | 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        |       300000 | PA      | $13500.00     | 0.00%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                            | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 2.800000% 10/01/2033          | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |    625000000 | PA      | $554738.89    | 0.03%             | 2033-10-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Republica de Angola                                          | REPUBLIC OF ANGOLA 8.750000% 04/14/2032                                          | CUSIP: BV8060618<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      1240000 | PA      | $1114834.40   | 0.06%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Powerchina Roadbridge Group (British Virgin Islands) Limited | POWERCHINA ROADBRIDGE GROUP BRITISH VIRGIN ISLANDS 3.080000% MATURITY: PERPETUAL | CUSIP: N/A<br>LEI: 54930030HB6G7DYU0727       | Long             | DBT              | NUSS              | CN        |       423000 | PA      | $379854.00    | 0.02%             | 2171-10-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | REPUBLIC OF ANGOLA VIA AVENIR II BV MTN VARIABLE RATE 07/01/2023                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AO        |      3311538 | PA      | $3294980.78   | 0.18%             | 2023-07-01      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| Promigas S.A. E.S.P.                                         | PROMIGAS SA ESP / GASES DEL PACIFICO SAC 3.750000% 10/16/2029                    | CUSIP: P7922TAA7<br>LEI: 254900IXHTV7LDSFQD65 | Long             | DBT              | NUSS              | CO        |      1073000 | PA      | $850027.16    | 0.05%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi                                         | ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 2.500000% 04/16/2025                 | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |      1272000 | PA      | $1216998.72   | 0.07%             | 2025-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | PETROLEOS MEXICANOS 144A 5.350000% 02/12/2028                                    | CUSIP: 71654QCH3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       576000 | PA      | $480960.00    | 0.03%             | 2028-02-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | INDONESIA GOVERNMENT 7.000000% 09/15/2030                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   3000000000 | PA      | $191844.39    | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT INTERNATIONAL BOND 144A 6.588000% 02/21/2028                    | CUSIP: 03846JW48<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1448000 | PA      | $1186450.66   | 0.06%             | 2028-02-21      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| KONDOR FINANCE PLC                                           | NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC VARIABLE RATE 07/19/2024             | CUSIP: N/A<br>LEI: 213800PUC1T9GI6EIO63       | Long             | DBT              | NUSS              | UA        |       970000 | PA      | $189765.24    | 0.01%             | 2024-07-19      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                              | CZECH REPUBLIC 2.500000% 08/25/2028                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    183820000 | PA      | $6862656.86   | 0.37%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                          | DOMINICAN REPUBLIC 6.400000% 06/05/2049                                          | CUSIP: P3579ECE5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      1012000 | PA      | $821238.00    | 0.04%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                             | FX Forward Contract: HUF/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $92456.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu S.A.                          | PETROLEOS DEL PERU SA 144A 5.625000% 06/19/2047                                  | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |      1069000 | PA      | $733633.32    | 0.04%             | 2047-06-19      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BROKER: GOLDMAN SACHS                                        | BROKER: GOLDMAN SACHS PAY: 2.4233% FIXED                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    283349825 | NC      | $-52848.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                               | FX Forward Contract: EGP/USD SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $-213953.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AES Panama Generation Holding, S.R.L.                        | AES PANAMA GENERATION HOLDINGS SRL 144A 4.375000% 05/31/2030                     | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |       639000 | PA      | $534400.91    | 0.03%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ZAR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-40107.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                 | FX Forward Contract: RON/EUR SETTLE 2022-12-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $-1722.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                             | FX Forward Contract: HUF/USD SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $2984.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                   | CHINA GOVERNMENT BOND 2.910000% 10/14/2028                                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |      5000000 | PA      | $705296.83    | 0.04%             | 2028-10-14      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA (SPAIN) S.A.                                   | AI CANDELARIA SPAIN SA 144A 5.750000% 06/15/2033                                 | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |      1280000 | PA      | $940800.00    | 0.05%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu S.A.                          | PETROLEOS DEL PERU SA 5.625000% 06/19/2047                                       | CUSIP: P7808BAB3<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |       980000 | PA      | $672554.40    | 0.04%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.000000% 04/14/2033                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       981000 | PA      | $681867.73    | 0.04%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                        | REPUBLIC OF COLOMBIA 5.000000% 06/15/2045                                        | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1542000 | PA      | $1017458.03   | 0.05%             | 2045-06-15      | Fixed         | 5.00%                 | 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        |    167228954 | PA      | $7907157.54   | 0.43%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                        | POLAND GOVERNMENT BOND 1.750000% 04/25/2032                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     37389000 | PA      | $5493998.08   | 0.30%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                             | FX Forward Contract: HUF/EUR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $10999.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                | FX Forward Contract: THB/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |            1 | NC      | $152268.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings S.a r.l.                                  | EIG PEARL HOLDINGS SARL 144A 3.545000% 08/31/2036                                | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | NUSS              | SA        |       992000 | PA      | $820384.00    | 0.04%             | 2036-08-31      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL PIPELINE L.L.C.                          | ABU DHABI CRUDE OIL PIPELINE LLC 144A 4.600000% 11/02/2047                       | CUSIP: 00401MAB2<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | NUSS              | AE        |      1658000 | PA      | $1483910.00   | 0.08%             | 2047-11-02      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/PLN SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-3108.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CNY SETTLE 2022-12-08                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-2681.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                  | Ivory Coast Government International Bond 6.625000% 03/22/2048                   | CUSIP: AR7769417<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | CORP              | CI        |       254000 | PA      | $187321.33    | 0.01%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dianjian International Finance Limited                       | DIANJIAN INTERNATIONAL FINANCE LTD 4.600000% MATURITY: PERPETUAL                 | CUSIP: N/A<br>LEI: 549300UN39CUV8F5DI82       | Long             | DBT              | NUSS              | CN        |       448000 | PA      | $445760.00    | 0.02%             | 2171-07-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                               | FED REPUBLIC OF BRAZIL 3.875000% 06/12/2030                                      | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       538000 | PA      | $469124.26    | 0.03%             | 2030-06-12      | Fixed         | 3.88%                 | 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        |     33716000 | PA      | $1688626.61   | 0.09%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Azarbayjan Respublikasi                                      | REPUBLIC OF AZERBAIJAN 5.125000% 09/01/2029                                      | CUSIP: N/A<br>LEI: 549300P74FF45UQVU281       | Long             | DBT              | NUSS              | AZ        |      2209000 | PA      | $2077496.09   | 0.11%             | 2029-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republica de Honduras                                        | HONDURAS GOVERNMENT 5.625000% 06/24/2030                                         | CUSIP: P5178RAD0<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |       936000 | PA      | $709263.36    | 0.04%             | 2030-06-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                     | MEXICO GOVERNMENT INTERNATIONAL BOND MTN 6.050000% 01/11/2040                    | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       859000 | PA      | $861577.00    | 0.05%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                        | REPUBLIC OF COLOMBIA 8.000000% 04/20/2033                                        | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      4810000 | PA      | $4752398.52   | 0.26%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corporation                                   | AFRICA FINANCE CORP 144A 2.875000% 04/28/2028                                    | CUSIP: 00830YAD3<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |      2555000 | PA      | $2088712.50   | 0.11%             | 2028-04-28      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/KRW SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-41561.62    | -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        |      1594000 | PA      | $1354900.00   | 0.07%             | 2029-05-07      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 1-DAY-CLP - Sinacofi Chile Interbank Rate Avg            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   2687914348 | NC      | $-369995.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                      | STANDARD CHARTERED BANK MTN 8.250000% 05/18/2029                                 | CUSIP: AV6441332<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | NUSS              | GB        |   3251000000 | PA      | $221121.32    | 0.01%             | 2029-05-18      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| MEXICAN PESO                                                 | FX Forward Contract: MXN/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |            1 | NC      | $482107.44    | 0.03%             |  |  |  | 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        |     26693800 | PA      | $1177442.73   | 0.06%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIA GOVERNMENT BOND 4.150000% 01/26/2028                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      4945000 | PA      | $878464.56    | 0.05%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                   | REPUBLIC OF SRI LANKA 6.850000% 03/14/2024                                       | CUSIP: Y8137FAN8<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      1445000 | PA      | $443050.54    | 0.02%             | 2024-03-14      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Leader Goal International Limited                            | LEADER GOAL INTERNATIONAL LTD MTN 4.250000% MATURITY: PERPETUAL                  | CUSIP: N/A<br>LEI: 3003004DZA8V8EM94C74       | Long             | DBT              | NUSS              | CN        |       263000 | PA      | $262207.63    | 0.01%             | 2171-07-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/PLN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-378257.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu S.A.                          | PETROLEOS DEL PERU SA 144A 4.750000% 06/19/2032                                  | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |       791000 | PA      | $621726.00    | 0.03%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Financiera de Desarrollo Territorial S.A.                    | FINANCIERA DE DESARROLLO TERRITORIAL SA FINDETER 1 7.875000% 08/12/2024          | CUSIP: 31772MAA0<br>LEI: 54930036EU95I2CWYJ76 | Long             | DBT              | NUSS              | CO        |   1408000000 | PA      | $258948.23    | 0.01%             | 2024-08-12      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | REPUBLIC OF INDONESIA 3.550000% 03/31/2032                                       | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       862000 | PA      | $778032.83    | 0.04%             | 2032-03-31      | Fixed         | 3.55%                 | 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        |       200000 | PA      | $146082.00    | 0.01%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/MXN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-41485.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | REPUBLIC OF INDONESIA 1.400000% 10/30/2031                                       | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |      1430000 | PA      | $1131808.48   | 0.06%             | 2031-10-30      | Fixed         | 1.40%                 | 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        |      1237000 | PA      | $971762.46    | 0.05%             | 2048-02-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/PLN SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-23851.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS INTERNATIONAL                             | BRK: GOLDMAN SACHS INTERNATIONAL PAY: 6.74% FIXED                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |      4350435 | NC      | $-65322.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2023-01-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-9727.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                            | GHANA GOVERNMENT INTERNATIONAL BOND 144A 8.950000% 03/26/2051                    | CUSIP: 37443GAC5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       492000 | PA      | $164820.00    | 0.01%             | 2051-03-26      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047                                     | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       523000 | PA      | $331980.74    | 0.02%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi                                         | ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 3.000000% 09/15/2051                 | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |       970000 | PA      | $689534.20    | 0.04%             | 2051-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LIMITED                                   | ESKOM HOLDINGS SOC LTD MTN 6.350000% 08/10/2028                                  | CUSIP: S25221AV4<br>LEI: 3789001900ED06F65111 | Long             | DBT              | NUSS              | ZA        |       650000 | PA      | $608562.50    | 0.03%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                        | POLAND GOVERNMENT BOND 2.750000% 04/25/2028                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     11552000 | PA      | $2097217.65   | 0.11%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.124000% 07/16/2031                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       166000 | PA      | $123867.59    | 0.01%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                     | MEXICO GOVERNMENT INTERNATIONAL BOND MTN 5.550000% 01/21/2045                    | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       676000 | PA      | $630492.35    | 0.03%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| The Hashemite Kingdom of Jordan                              | KINGDOM OF JORDAN 7.375000% 10/10/2047                                           | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      1120000 | PA      | $937384.00    | 0.05%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 3.000000% 02/27/2027                 | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       542000 | PA      | $487122.50    | 0.03%             | 2027-02-27      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                          | DOMINICAN REPUBLIC 4.500000% 01/30/2030                                          | CUSIP: P3579ECF2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      2594000 | PA      | $2196221.12   | 0.12%             | 2030-01-30      | Fixed         | 4.50%                 | 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        |     15790000 | PA      | $758361.75    | 0.04%             | 2027-06-03      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                          | DOMINICAN REPUBLIC 6.400000% 06/05/2049                                          | CUSIP: P3579ECE5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       750000 | PA      | $608625.00    | 0.03%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/PLN SETTLE 2023-01-20                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-18608.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                            | REPUBLIC OF CHILE 3.100000% 05/07/2041                                           | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       605000 | PA      | $440496.88    | 0.02%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COLOMBIA PESO                                                | FX Forward Contract: COP/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |            1 | NC      | $36528.48     | 0.00%             |  |  |  | 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      | $1919975.21   | 0.10%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                             | FX Forward Contract: PEN/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |            1 | NC      | $4719.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                      | UKRAINE GOVERNMENT 9.750000% 11/01/2028                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       846000 | PA      | $198987.66    | 0.01%             | 2028-11-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS INTERNATIONAL                             | BRK: GOLDMAN SACHS INTERNATIONAL REC: 8.84211402% FIXED                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    100000000 | NC      | $-69307.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                             | FX Forward Contract: HUF/USD SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $267468.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                 | FX Forward Contract: TRY/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $41832.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                 | FX Forward Contract: MXN/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |            1 | NC      | $311.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                 | FX Forward Contract: CLP/USD SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $153997.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDX.EM.38.V1 12/20/2027                                      | Credit Default Swap                                                              | CUSIP: CDS288F03<br>LEI: N/A                  | N/A              | DCR              |  | XX        |     17981151 | NC      | $989352.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/PHP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-62553.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Blossom Joy Limited                                          | BLOSSOM JOY LTD 3.100000% MATURITY: PERPETUAL                                    | CUSIP: N/A<br>LEI: 300300LGCJ91O86HIU38       | Long             | DBT              | NUSS              | CN        |       243000 | PA      | $223649.69    | 0.01%             | 2171-04-21      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | PETROLEOS MEXICANOS 6.700000% 02/16/2032                                         | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      8201000 | PA      | $6341109.97   | 0.34%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                        | POLAND GOVERNMENT BOND 3.750000% 05/25/2027                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     10520000 | PA      | $2029431.49   | 0.11%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CLP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-80053.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CNY SETTLE 2022-12-08                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-61338.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JANUB GAZ DAHLIZI GAPALI SAHMDAR JAMIYYATI                   | SOUTHERN GAS CORRIDOR CJSC 6.875000% 03/24/2026                                  | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | NUSS              | AZ        |      8329000 | PA      | $8515569.60   | 0.46%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONVERSION ADJUSTMENT                                        | CONVERSION ADJUSTMENT                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |            1 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                 | FX Forward Contract: RON/EUR SETTLE 2022-12-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $-191.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/MYR SETTLE 2022-12-01                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-2063.88     | -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        |    203595310 | PA      | $10196834.09  | 0.55%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Russia, Federation of (Government)                           | RUSSIA GOVT BOND - OFZ 7.050000% 01/19/2028                                      | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    624385700 | PA      | $4203581.89   | 0.23%             | 2028-01-19      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/COP SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $88831.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                      | UKRAINE GOVERNMENT 6.750000% 06/20/2026                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      1790000 | PA      | $359124.28    | 0.02%             | 2026-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republica de Angola                                          | ANGOLAN GOVERNMENT INTERNATIONAL BOND 144A 9.375000% 05/08/2048                  | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       590000 | PA      | $491617.50    | 0.03%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| EGYPTIAN POUND                                               | FX Forward Contract: EGP/USD SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $-32528.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | KOREA 10YR BND FU DEC22 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |           33 | NC      | $2777419.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine                                                      | UKRAINE GOVERNMENT 7.750000% 09/01/2027                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      1310000 | PA      | $304575.00    | 0.02%             | 2027-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                   | CHINA GOVT INTL BOND 0.400000% 10/21/2023                                        | CUSIP: Y15025AA0<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      3830000 | PA      | $3696333.00   | 0.20%             | 2023-10-21      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/JPY SETTLE 2023-01-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-102716.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/RON SETTLE 2022-12-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $3799.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROKER: GS                                                   | BROKER: GS PAY: FLOATING CETIP DI INTERBANK DO                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     17591217 | NC      | $-36501.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/PLN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-66867.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                          | THAILAND GOVERNMENT BOND 1.000000% 06/17/2027                                    | CUSIP: Y6065BNV5<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     50000000 | PA      | $1344193.76   | 0.07%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GC Treasury Center Company Limited                           | GC TREASURY CENTER CO LTD MTN 4.300000% 03/18/2051                               | CUSIP: 36830BAC9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | NUSS              | TH        |      1054000 | PA      | $742501.29    | 0.04%             | 2051-03-18      | Fixed         | 4.30%                 | Yes           |                  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      | $28730.82     | 0.00%             | 2025-11-22      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                     | UNITED MEXICAN STATES 3.771000% 05/24/2061                                       | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      6194000 | PA      | $4172713.47   | 0.22%             | 2061-05-24      | Fixed         | 3.77%                 | 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        |   2780000000 | PA      | $194828.85    | 0.01%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                | FX Forward Contract: THB/USD SETTLE 2022-12-07                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |            1 | NC      | $88421.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Zambia                                           | ZAMBIA GOVERNMENT BOND 13.000000% 01/25/2031                                     | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |     18763000 | PA      | $493511.06    | 0.03%             | 2031-01-25      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                      | CORP NACIONAL DEL COBRE DE CHILE 144A 3.000000% 09/30/2029                       | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |       390000 | PA      | $346059.98    | 0.02%             | 2029-09-30      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2023-01-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-27910.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 5.145%                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    310000000 | NC      | $139537.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     12439041 | NC      | $-214335.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                           | FX Forward Contract: ZAR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |            1 | NC      | $46476.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | PETROLEOS MEXICANOS 144A 6.840000% 01/23/2030                                    | CUSIP: 71654QCT7<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       534000 | PA      | $438182.04    | 0.02%             | 2030-01-23      | Fixed         | 6.84%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                          | REPUBLIC OF TURKEY 4.750000% 01/26/2026                                          | CUSIP: 900123DB3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      2048000 | PA      | $1858560.00   | 0.10%             | 2026-01-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republica de Angola                                          | ANGOLAN GOVERNMENT INTERNATIONAL BOND 144A 8.250000% 05/09/2028                  | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       364000 | PA      | $337275.12    | 0.02%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                        | FX Forward Contract: CZK/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |            1 | NC      | $186884.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                               | NOTA DO TESOURO NACIONAL 10.000000% 01/01/2025                                   | CUSIP: EK0169285<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     14585000 | PA      | $2628549.73   | 0.14%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 1-DAY BRL - CETIP                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |      8539945 | NC      | $-11024.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                           | REPUBLIC OF PANAMA 4.500000% 04/16/2050                                          | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      3641000 | PA      | $2788759.76   | 0.15%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2022-12-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-193645.70   | -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        |      1185000 | PA      | $435487.50    | 0.02%             | 2041-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN (RSC) LTD                                          | MDGH GMTN RSC LTD MTN 3.950000% 05/21/2050                                       | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | NUSS              | AE        |       338000 | PA      | $282990.50    | 0.02%             | 2050-05-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2023-01-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-9780.06     | -0.00%            |  |  |  | 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        |      4251000 | PA      | $1070312.62   | 0.06%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CEMEX, S.A.B. de C.V.                                        | CEMEX SAB DE CV 144A 3.875000% 07/11/2031                                        | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | NUSS              | MX        |       782000 | PA      | $635530.15    | 0.03%             | 2031-07-11      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Republica del Ecuador                                        | ECUADOR GOVERNMENT INTERNATIONAL BOND 144A ZERO COUPON 07/31/2030                | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |       158736 | PA      | $58433.51     | 0.00%             | 2030-07-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ceska republika                                              | CZECH REPUBLIC 1.950000% 07/30/2037                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |      8240000 | PA      | $246269.46    | 0.01%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TAIWAN DOLLAR                                                | FX Forward Contract: TWD/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TW        |            1 | NC      | $20211.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                             | FX Forward Contract: IDR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |            1 | NC      | $-8875.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                           | FX Forward Contract: ZAR/USD SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |            1 | NC      | $1364269.87   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                        | REPUBLIC OF COLOMBIA 3.875000% 02/15/2061                                        | CUSIP: 195325DX0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1115000 | PA      | $606420.40    | 0.03%             | 2061-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/PEN SETTLE 2022-12-14                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-248820.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2022-12-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $22641.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Government of Belize                                     | REPUBLIC OF BELIZE 5.0% 02/20/2038                                               | CUSIP: N/A<br>LEI: 529900096070LUHXVI62       | Long             | DBT              | NUSS              | BL        |        94294 | PA      | $49032.83     | 0.00%             | 2038-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | PETROLEOS MEXICANOS 7.690000% 01/23/2050                                         | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      3190000 | PA      | $2195228.17   | 0.12%             | 2050-01-23      | Fixed         | 7.69%                 | 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        |      2501812 | PA      | $2242674.76   | 0.12%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 3.502000% 05/31/2027                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      9500000 | PA      | $2092663.25   | 0.11%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                          | THAILAND GOVERNMENT BOND 2.000000% 12/17/2031                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     33008000 | PA      | $893536.79    | 0.05%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/HUF SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-1050.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de El Salvador                                     | REPUBLIC OF EL SALVADOR 9.500000% 07/15/2052                                     | CUSIP: P01012CC8<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      7565000 | PA      | $3120562.50   | 0.17%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-42452.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                       | KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND MTN 1.500000% 09/30/2034                | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |      1125000 | PA      | $822436.16    | 0.04%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                     | US LONG BOND(CBT) MAR23 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           32 | NC      | $4064000.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Saudi Arabia                                      | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 3.450000% 02/02/2061                     | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      1529000 | PA      | $1096338.87   | 0.06%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ENN Clean Energy International Investment Limited            | ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD 144A 3.375000% 05/12/2026          | CUSIP: 268733AA0<br>LEI: 3003009YZ3S5V395NR77 | Long             | DBT              | NUSS              | CN        |       308000 | PA      | $262687.05    | 0.01%             | 2026-05-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                      | SASOL FINANCING USA LLC 5.875000% 03/27/2024                                     | CUSIP: 80386WAA3<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | ZA        |       661000 | PA      | $656373.00    | 0.04%             | 2024-03-27      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/PEN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-35162.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                  | NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.375000% 03/24/2029                   | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       966000 | PA      | $802630.08    | 0.04%             | 2029-03-24      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/KRW SETTLE 2023-02-08                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-107360.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Russia, Federation of (Government)                           | RUSSIA GOVT BOND - OFZ 7.000000% 07/30/2036                                      | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    127961000 | PA      | $861478.00    | 0.05%             | 2036-07-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                   | REPUBLIC OF SRI LANKA 6.750000% 04/18/2028                                       | CUSIP: Y8137FAL2<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |        94000 | PA      | $28820.00     | 0.00%             | 2028-04-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                        | FX Forward Contract: CNY/USD SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |            1 | NC      | $-626925.27   | -0.03%            |  |  |  | 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        |      2820000 | PA      | $2047630.11   | 0.11%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 3.733000% 06/15/2028                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     12436000 | PA      | $2753942.32   | 0.15%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-60179.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                 | FX Forward Contract: MXN/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |            1 | NC      | $21062.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                           | Venezuela Government International Bond Maturity:09/15/2027                      | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      3400000 | PA      | $297500.00    | 0.02%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                            | REPUBLIC OF GHANA 7.875000% 02/11/2035                                           | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |       403000 | PA      | $139703.98    | 0.01%             | 2035-02-11      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/THB SETTLE 2022-12-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-3925.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-2729.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AZARBAYJAN RESPUBLIKASI DOVLAT NEFT SHIRKATI                 | STATE OIL CO OF THE AZERBAIJAN REPUBLIC MTN 4.750000% 03/13/2023                 | CUSIP: N/A<br>LEI: 2549002HARR1VE257O76       | Long             | DBT              | NUSS              | AZ        |       229000 | PA      | $227740.50    | 0.01%             | 2023-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                               | FX Forward Contract: EGP/USD SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $-100579.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 04/16/2026                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      1730000 | PA      | $1484134.08   | 0.08%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                           | REPUBLIC OF ZAMBIA 5.375000% 09/20/2022                                          | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |      2417000 | PA      | $1018765.50   | 0.05%             | 2022-09-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 5.248000% 09/15/2028                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |       950000 | PA      | $226044.87    | 0.01%             | 2028-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2022-12-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $10478.52     | 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        |      4305000 | PA      | $1592850.00   | 0.09%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $31229.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                        | REPUBLIC OF COLOMBIA 3.125000% 04/15/2031                                        | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1746000 | PA      | $1274124.54   | 0.07%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.052900% 01/15/2032                     | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1551000 | PA      | $1148980.80   | 0.06%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 2.625000% 12/02/2040                 | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       592000 | PA      | $353554.20    | 0.02%             | 2040-12-02      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| 1MDB Global Investments Limited                              | 1MDB GLOBAL INVESTMENTS 4.4% 03/09/2023                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      4600000 | PA      | $4509840.00   | 0.24%             | 2023-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.000000% 04/14/2033                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      1147000 | PA      | $797250.03    | 0.04%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                            | REPUBLIC OF CHILE 2.750000% 01/31/2027                                           | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      1595000 | PA      | $1475127.34   | 0.08%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CEMEX, S.A.B. de C.V.                                        | CEMEX SAB DE CV 144A 5.125000% MATURITY: PERPETUAL                               | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | NUSS              | MX        |       277000 | PA      | $244178.27    | 0.01%             | 2171-09-08      | Fixed         | 5.12%                 | Yes           |                  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        |     13265000 | PA      | $3101331.16   | 0.17%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                           | FX Forward Contract: ZAR/USD SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |            1 | NC      | $5484.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                 | ISLAMIC REP OF PAKISTAN 7.875000% 03/31/2036                                     | CUSIP: Y8793YAL6<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |       285000 | PA      | $104139.00    | 0.01%             | 2036-03-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                             | FX Forward Contract: PEN/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |            1 | NC      | $3868.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                      | SAUDI GOVERNMENT INTERNATIONAL BOND 144A 5.500000% 10/25/2032                    | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      3044000 | PA      | $3204333.57   | 0.17%             | 2032-10-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| 1MDB Global Investments Limited                              | 1MDB GLOBAL INVESTMENTS LTD 4.400000% 03/09/2023                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      7000000 | PA      | $6862800.00   | 0.37%             | 2023-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2023-01-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $3425.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK : GOLDMAN SACH & CO.                                     | BRK : GOLDMAN SACH & CO. PAY : 7.4455 % FIXED                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   1828992794 | NC      | $-108044.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 6-MONTH HUF - BUBOR                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    463175295 | NC      | $-329857.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/MXN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-38920.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/NGN SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $33988.43     | 0.00%             |  |  |  | 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        |      7889580 | PA      | $6785038.80   | 0.37%             | 2031-06-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                           | REPUBLIC OF PERU 1.250000% 03/11/2033                                            | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      3208000 | PA      | $2423836.90   | 0.13%             | 2033-03-11      | Fixed         | 1.25%                 | 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        |      4931000 | PA      | $5090330.47   | 0.27%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                        | TITULOS DE TESORERIA 7.500000% 08/26/2026                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   7481800000 | PA      | $1319087.76   | 0.07%             | 2026-08-26      | Fixed         | 7.50%                 | 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        |  21288400000 | PA      | $3079393.20   | 0.17%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2022-12-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-19720.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government of Mongolia                                       | MONGOLIA INTL BOND 3.500000% 07/07/2027                                          | CUSIP: Y6142NAF5<br>LEI: 254900PW61ADCBDCLP71 | Long             | DBT              | NUSS              | MN        |       820000 | PA      | $598566.34    | 0.03%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                     | BANCO NACIONAL DE PANAMA 144A 2.500000% 08/11/2030                               | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | NUSS              | PA        |       840000 | PA      | $649416.60    | 0.04%             | 2030-08-11      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                        | FX Forward Contract: CZK/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |            1 | NC      | $505233.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BROKER: GOLDMAN SACHS                                        | BROKER: GOLDMAN SACHS PAY: 2.36% FIXED                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     92550502 | NC      | $-14239.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                        | FX Forward Contract: CNY/USD SETTLE 2022-12-01                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |            1 | NC      | $3023.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                        | TITULOS DE TESORERIA 7.500000% 08/26/2026                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  30782600000 | PA      | $5427163.37   | 0.29%             | 2026-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 4.059000% 09/30/2024                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     11428000 | PA      | $2591948.80   | 0.14%             | 2024-09-30      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL PIPELINE L.L.C.                          | ABU DHABI CRUDE OIL PIPELINE LLC 4.600000% 11/02/2047                            | CUSIP: AP6574192<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | NUSS              | AE        |       550000 | PA      | $492250.00    | 0.03%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $5140.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/PHP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-206717.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 5.248000% 09/15/2028                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      4025000 | PA      | $957716.42    | 0.05%             | 2028-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                        | ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 1.500000% 07/31/2040                  | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      4349000 | PA      | $1738501.62   | 0.09%             | 2040-07-31      | Fixed         | 1.50%                 | 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        |     59834864 | PA      | $2860879.19   | 0.15%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 2.750000% 04/14/2041                 | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      3759000 | PA      | $2269279.50   | 0.12%             | 2041-04-14      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/HUF SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-5113.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIA GOVERNMENT BOND 2.500000% 10/25/2027                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     28730000 | PA      | $4754553.98   | 0.26%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                   | CHINA GOVERNMENT BOND 2.800000% 03/24/2029                                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |      4700000 | PA      | $657997.69    | 0.04%             | 2029-03-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BROKER: GS                                                   | BROKER: GS PAY: FLOATING CETIP DI INTERBANK DO                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     20523086 | NC      | $-41835.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NBK Tier 1 Financing (2) Limited                             | NBK TIER 1 FINANCING 2 LTD 144A 4.500000% MATURITY: PERPETUAL                    | CUSIP: 62878WAA6<br>LEI: 549300HMWSJFNREWT164 | Long             | DBT              | NUSS              | KW        |       693000 | PA      | $628523.28    | 0.03%             | 2171-05-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                      | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2026                  | CUSIP: 903724AT9<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       409000 | PA      | $95092.50     | 0.01%             | 2026-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Republica del Ecuador                                        | ECUADOR GOVERNMENT INTERNATIONAL BOND 144A ZERO COUPON 07/31/2030                | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      2101835 | PA      | $773722.37    | 0.04%             | 2030-07-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2022-12-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-21150.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/PEN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-70677.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu S.A.                          | PETROLEOS DEL PERU SA 4.750000% 06/19/2032                                       | CUSIP: P7808BAA5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |      1993000 | PA      | $1566498.00   | 0.08%             | 2032-06-19      | Fixed         | 4.75%                 | 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        |  76176000000 | PA      | $4645905.55   | 0.25%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/KRW SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-42096.09    | -0.00%            |  |  |  | No            |                  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        |      1279000 | PA      | $57555.00     | 0.00%             | 2027-04-12      | Fixed         | 5.38%                 | 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        |     27179000 | PA      | $1285116.18   | 0.07%             | 2031-02-28      | Fixed         | 7.00%                 | 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        |      4270000 | PA      | $3830156.14   | 0.21%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/NGN SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $8639.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2022-12-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-135728.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                  | FX Forward Contract: INR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |            1 | NC      | $5732.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                           | FX Forward Contract: ZAR/USD SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |            1 | NC      | $135505.91    | 0.01%             |  |  |  | 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        |      2838000 | PA      | $2377062.63   | 0.13%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                | EMPRESA NACIONAL DEL PETROLEO 144A 3.450000% 09/16/2031                          | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |       504000 | PA      | $421307.95    | 0.02%             | 2031-09-16      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ZMW SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $17155.72     | 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        |      4155000 | PA      | $736083.55    | 0.04%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                          | THAILAND GOVERNMENT BOND 5.670000% 03/13/2028                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |      3000000 | PA      | $99633.16     | 0.01%             | 2028-03-13      | Fixed         | 5.67%                 | 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        |     25826000 | PA      | $4368444.38   | 0.24%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 7.14                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |  16045765200 | NC      | $372355.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                       | KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND MTN 6.500000% 07/21/2045                | CUSIP: 486661AH4<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      5129000 | PA      | $5319265.38   | 0.29%             | 2045-07-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TSMC ARIZONA CORPORATION                                     | TSMC ARIZONA CORP 2.500000% 10/25/2031                                           | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | TW        |       254000 | PA      | $210515.98    | 0.01%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CNY SETTLE 2022-12-08                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $423992.62    | 0.02%             |  |  |  | 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        |     33672000 | PA      | $1245254.84   | 0.07%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                 | FX Forward Contract: CLP/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $101139.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                            | REPUBLIC OF CHILE 3.100000% 05/07/2041                                           | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       932000 | PA      | $678583.62    | 0.04%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                          | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.150000% 06/19/2020                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      8161000 | PA      | $477418.50    | 0.03%             | 2023-12-31      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 1-DAY-CLP - Sinacofi Chile Interbank Rate Avg            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   3237689415 | NC      | $-490573.34   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                   | CHINA GOVERNMENT BOND 2.240000% 05/25/2025                                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |      4000000 | PA      | $557813.68    | 0.03%             | 2025-05-25      | Fixed         | 2.24%                 | 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        |   4370300000 | PA      | $593930.14    | 0.03%             | 2034-10-18      | Fixed         | 7.25%                 | 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        |      1052000 | PA      | $837664.75    | 0.05%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                               | LETRA TESOURO NACIONAL ZERO COUPON 01/01/2024                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |      6174000 | PA      | $1020061.31   | 0.05%             | 2024-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AZARBAYJAN RESPUBLIKASI DOVLAT NEFT SHIRKATI                 | STATE OIL CO OF THE AZERBAIJAN REPUBLIC 6.950000% 03/18/2030                     | CUSIP: N/A<br>LEI: 2549002HARR1VE257O76       | Long             | DBT              | NUSS              | AZ        |       200000 | PA      | $202361.60    | 0.01%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                               | FX Forward Contract: EGP/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $-118488.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ISRAELI SHEKEL                                               | FX Forward Contract: ILS/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IL        |            1 | NC      | $29874.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CNY SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $12886.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/USD SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $34145.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magyarorszag                                                 | HUNGARY 4.250000% 06/16/2031                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      1088000 | PA      | $1020000.00   | 0.05%             | 2031-06-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRK : GOLDMAN SACH                                           | BRK : GOLDMAN SACH REC : 1D IBRCOL                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   2583585374 | NC      | $33590.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                     | REPUBLIC OF SOUTH AFRICA 5.875000% 04/20/2032                                    | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       804000 | PA      | $742595.30    | 0.04%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                               | NOTA DO TESOURO NACIONAL 10.000000% 01/01/2023                                   | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     74831000 | PA      | $14192841.94  | 0.77%             | 2023-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | PETROLEOS MEXICANOS 7.690000% 01/23/2050                                         | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      8585000 | PA      | $5907847.59   | 0.32%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PHILLIPINE PESO                                              | FX Forward Contract: PHP/USD SETTLE 2023-01-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PH        |            1 | NC      | $173697.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/TRY SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-63289.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                 | FX Forward Contract: MXN/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |            1 | NC      | $1730.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                             | FX Forward Contract: IDR/USD SETTLE 2022-12-01                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |            1 | NC      | $-4732.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                           | BONOS DE TESORERIA 5.940000% 02/12/2029                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |       802000 | PA      | $195373.18    | 0.01%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                        | TITULOS DE TESORERIA 2.25%  04/18/2029                                           | CUSIP: P6S32JU32<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1309400000 | PA      | $739738.14    | 0.04%             | 2029-04-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                          | LEBANESE REPUBLIC 6.750000% 11/29/2027                                           | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      3188000 | PA      | $185414.08    | 0.01%             | 2027-11-29      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                          | REPUBLIC OF ARGENTINA 1.500000% 07/09/2035                                       | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     19519000 | PA      | $4562803.60   | 0.25%             | 2035-07-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CENCOSUD S.A.                                                | CENCOSUD SA 144A 4.375000% 07/17/2027                                            | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | NUSS              | CL        |      2283000 | PA      | $2128897.50   | 0.11%             | 2027-07-17      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ROMANIAN LEU                                                 | FX Forward Contract: RON/EUR SETTLE 2022-12-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $59465.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Hashemite Kingdom of Jordan                              | JORDAN GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 01/15/2028                   | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      1431000 | PA      | $1468849.95   | 0.08%             | 2028-01-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EGP SETTLE 2023-01-18                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $43636.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2023-01-04                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $13269.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-32784.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                            | REPUBLIC OF KENYA 8.000000% 05/22/2032                                           | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |       955000 | PA      | $833524.00    | 0.04%             | 2032-05-22      | Fixed         | 8.00%                 | 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      | $1442117.11   | 0.08%             | 2027-06-28      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                 | FX Forward Contract: TRY/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $79107.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                      | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.500000% 10/26/2046                     | CUSIP: 80413TAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       704000 | PA      | $617760.00    | 0.03%             | 2046-10-26      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Emirate of Sharjah                                           | FINANCE DEPARTMENT GOVERNMENT OF SHARJAH MTN 4.000000% 07/28/2050                | CUSIP: 38381CAB8<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |      2246000 | PA      | $1404109.36   | 0.08%             | 2050-07-28      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Provincia de Buenos Aires                                    | PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS MTN 3.000000% 09/01/2037              | CUSIP: N/A<br>LEI: 549300L6AYROPOTQ4L07       | Long             | DBT              | NUSS              | AR        |       977140 | PA      | $197078.03    | 0.01%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-1522.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banque Centrale de Tunisie                                   | TUNISIAN REPUBLIC 144A 6.375000% 07/15/2026                                      | CUSIP: AZ5985371<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |      2686000 | PA      | $1852986.00   | 0.10%             | 2026-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                        | POLAND GOVERNMENT BOND 3.250000% 07/25/2025                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     12260000 | PA      | $2457455.01   | 0.13%             | 2025-07-25      | Fixed         | 3.25%                 | 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        |       774000 | PA      | $624401.28    | 0.03%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 4.625000% 04/03/2049                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      1126000 | PA      | $869484.86    | 0.05%             | 2049-04-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                       | REPUBLIC OF GUATEMALA 4.650000% 10/07/2041                                       | CUSIP: P5015VAN6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       777000 | PA      | $611158.69    | 0.03%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ZAR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-17299.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ceska republika                                              | CZECH REPUBLIC 1.000000% 06/26/2026                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     77590000 | PA      | $2849594.70   | 0.15%             | 2026-06-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                               | FX Forward Contract: BRL/USD SETTLE 2022-12-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |            1 | NC      | $317473.84    | 0.02%             |  |  |  | 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        |   7785600000 | PA      | $1165718.14   | 0.06%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CLP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-60345.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                          | DOMINICAN REPUBLIC 9.750000% 06/05/2026                                          | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     24700000 | PA      | $431061.41    | 0.02%             | 2026-06-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                      | UKRAINE GOVERNMENT 7.750000% 09/01/2026                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      1077000 | PA      | $250402.50    | 0.01%             | 2026-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIA PESO                                                | FX Forward Contract: COP/USD SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |            1 | NC      | $68038.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                            | GHANA GOVERNMENT BOND 20.750000% 03/06/2023                                      | CUSIP: BG6008471<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      2770000 | PA      | $187526.54    | 0.01%             | 2023-03-06      | Fixed         | 20.75%                | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/HUF SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $675.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/PLN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-238311.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                             | FX Forward Contract: HUF/EUR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $13564.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $16262.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                               | FX Forward Contract: BRL/USD SETTLE 2022-12-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |            1 | NC      | $6121.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                        | REPUBLIC OF POLAND 5.750000% 11/16/2032                                          | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1563000 | PA      | $1648027.20   | 0.09%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPINE PESO                                              | FX Forward Contract: PHP/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PH        |            1 | NC      | $4529.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | N/A                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | US        |            1 | PA      | $0.00         | 0.00%             | 2021-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                    | JPMORGAN CHASE BANK NA MTN 7.500000% 06/15/2035                                  | CUSIP: ZR7661609<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |  48361000000 | PA      | $3174060.48   | 0.17%             | 2035-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BRAZILIAN REAL                                               | FX Forward Contract: BRL/USD SETTLE 2022-12-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |            1 | NC      | $816173.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                        | FX Forward Contract: CNY/USD SETTLE 2022-12-08                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |            1 | NC      | $144526.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $5021.17      | 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        |      1717000 | PA      | $1601277.63   | 0.09%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                          | THAILAND GOVERNMENT BOND 1.25% 3/12/28                                           | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | USGA              | TH        |     79365000 | PA      | $2473892.78   | 0.13%             | 2028-03-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 2.000000% 04/14/2033                 | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       381000 | PA      | $264823.25    | 0.01%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                      | UKRAINE GOVERNMENT 6.876000% 05/21/2031                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      8602000 | PA      | $1806420.00   | 0.10%             | 2031-05-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                 | FX Forward Contract: PLN/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |            1 | NC      | $811670.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                  | IVORY COAST GOVERNMENT INTERNATIONAL BOND 144A 5.875000% 10/17/2031              | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |       198000 | PA      | $170232.70    | 0.01%             | 2031-10-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT BOND 14.556000% 10/13/2027                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     17572000 | PA      | $608390.27    | 0.03%             | 2027-10-13      | Fixed         | 14.56%                | No            |                  2 | On Loan: No      |
| Republica de Colombia                                        | TITULOS DE TESORERIA 10.000000% 07/24/2024                                       | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  11649300000 | PA      | $2350232.07   | 0.13%             | 2024-07-24      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 3.582000% 07/15/2032                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      3163000 | PA      | $680747.30    | 0.04%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                             | FX Forward Contract: PEN/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |            1 | NC      | $3630.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Joint Stock Company Development Bank of Kazakhstan           | DEVELOPMENT BANK OF KAZAKHSTAN JSC 2.950000% 05/06/2031                          | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |      1539000 | PA      | $1217287.44   | 0.07%             | 2031-05-06      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                           | REPUBLIC OF VENEZUELA VARIABLE RATE 05/07/2028                                   | CUSIP: P17625AB3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      4965300 | PA      | $411873.87    | 0.02%             | 2028-05-07      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                          | DOMINICAN REPUBLIC 6.500000% 02/15/2048                                          | CUSIP: P3579EBY2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      5568000 | PA      | $4590259.20   | 0.25%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-1260890.28  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | PETROLEOS MEXICANOS 6.700000% 02/16/2032                                         | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      4859000 | PA      | $3757036.14   | 0.20%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                          | THAILAND GOVERNMENT BOND 2.125000% 12/17/2026                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     13087000 | PA      | $370988.53    | 0.02%             | 2026-12-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                               | FX Forward Contract: EGP/USD SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $-1176.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     29801169 | NC      | $-105439.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     63198639 | NC      | $-263605.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                           | REPUBLIC OF PERU 6.950000% 08/12/2031                                            | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      3212000 | PA      | $808714.21    | 0.04%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                             | FX Forward Contract: IDR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |            1 | NC      | $-26603.21    | -0.00%            |  |  |  | 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        |  19600000000 | PA      | $1245172.81   | 0.07%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| The Hashemite Kingdom of Jordan                              | JORDAN GOVERNMENT INTERNATIONAL BOND 144A 7.375000% 10/10/2047                   | CUSIP: 418097AJ0<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |        62000 | PA      | $51890.90     | 0.00%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ZMW SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $2149.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN DOLLAR                                                | FX Forward Contract: TWD/USD SETTLE 2022-12-08                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TW        |            1 | NC      | $43053.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republika Srbija                                             | REPUBLIC OF SERBIA 2.125000% 12/01/2030                                          | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |       512000 | PA      | $375680.00    | 0.02%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/KRW SETTLE 2022-12-14                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-3090.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/PLN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-34826.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | KOREA 3YR BND FUT DEC22 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |          106 | NC      | $8330666.87   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Republica de Angola                                          | ANGOLAN GOVERNMENT INTERNATIONAL BOND 144A 8.750000% 04/14/2032                  | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      3091000 | PA      | $2778994.46   | 0.15%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 4.736000% 03/15/2046                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      1052000 | PA      | $241813.39    | 0.01%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 1-Day Mumbai Interbank Bid Rate - (MIBID)                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   1300000000 | NC      | $-116449.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 3.955000% 09/15/2025                                         | CUSIP: EK7974596<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     34544000 | PA      | $7779899.72   | 0.42%             | 2025-09-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                           | REPUBLIC OF PANAMA 4.500000% 01/19/2063                                          | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      1771000 | PA      | $1287106.84   | 0.07%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                        | FX Forward Contract: CNY/USD SETTLE 2022-12-08                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |            1 | NC      | $24364.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                       | REPUBLIC OF GUATEMALA 4.900000% 06/01/2030                                       | CUSIP: P5015VAH9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      1511000 | PA      | $1421797.96   | 0.08%             | 2030-06-01      | Fixed         | 4.90%                 | 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        |      2514000 | PA      | $2438832.93   | 0.13%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-26792.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                               | NOTA DO TESOURO NACIONAL 10.000000% 01/01/2025                                   | CUSIP: EK0169285<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     44965000 | PA      | $8103718.80   | 0.44%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JANUB GAZ DAHLIZI GAPALI SAHMDAR JAMIYYATI                   | SOUTHERN GAS CORRIDOR CJSC 144A 6.875000% 03/24/2026                             | CUSIP: 84302LAA0<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | NUSS              | AZ        |      1774000 | PA      | $1813737.60   | 0.10%             | 2026-03-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Russia, Federation of (Government)                           | RUSSIA GOVT BOND - OFZ 7.050000% 01/19/2028                                      | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |          300 | PA      | $2.02         | 0.00%             | 2028-01-19      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Royaume du Maroc                                             | KINGDOM OF MOROCCO 5.500000% 12/11/2042                                          | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |       260000 | PA      | $222300.00    | 0.01%             | 2042-12-11      | Fixed         | 5.50%                 | 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        |      4406000 | PA      | $3218186.46   | 0.17%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                          | DOMINICAN REPUBLIC 6.500000% 02/15/2048                                          | CUSIP: P3579EBY2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       755000 | PA      | $622422.00    | 0.03%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                        | REPUBLIC OF ECUADOR 5.500000% 07/31/2030                                         | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |       678922 | PA      | $412680.40    | 0.02%             | 2030-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 5.125000% 01/15/2045                 | CUSIP: Y20721BM0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       178000 | PA      | $170829.39    | 0.01%             | 2045-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/USD SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $107994.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                      | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 6.876000% 05/21/2029                  | CUSIP: 90372UAR5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       423000 | PA      | $88830.00     | 0.00%             | 2029-05-21      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | INDONESIA GOVERNMENT 6.375000% 08/15/2028                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  61000000000 | PA      | $3815529.35   | 0.21%             | 2028-08-15      | Fixed         | 6.38%                 | 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        |  73665000000 | PA      | $5104080.98   | 0.28%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                          | DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 7.450000% 04/30/2044                  | CUSIP: 25714PCF3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       587000 | PA      | $548111.25    | 0.03%             | 2044-04-30      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Government of Bermuda                                        | GOVT OF BERMUDA 3.717000% 01/25/2027                                             | CUSIP: G10367AD5<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |       205000 | PA      | $193750.59    | 0.01%             | 2027-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                          | ALFA DESARROLLO SPA 144A 4.550000% 09/27/2051                                    | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | NUSS              | CL        |       353046 | PA      | $258817.74    | 0.01%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ZAR SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-14182.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Argentina                                          | REPUBLIC OF ARGENTINA 0.500000% 07/09/2029                                       | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |        13227 | PA      | $3007.13      | 0.00%             | 2029-07-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                            | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 7.000000% 05/01/2034          | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |    753193921 | PA      | $953874.17    | 0.05%             | 2034-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | PETROLEOS MEXICANOS 6.625000% 06/15/2035                                         | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      1640000 | PA      | $1157020.00   | 0.06%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE S.A.                               | BANCO MERCANTIL DEL NORTE SA/GRAND CAYMAN 144A 7.500000% MATURITY: PERPETUAL     | CUSIP: 05971PAB4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |       623000 | PA      | $545498.80    | 0.03%             | 2171-09-27      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/USD SETTLE 2023-01-04                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-19993.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                             | FX Forward Contract: IDR/USD SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |            1 | NC      | $-8672.71     | -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        |      3202000 | PA      | $149743.58    | 0.01%             | 2035-05-17      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                               | TULLOW OIL PLC 144A 7.000000% 03/01/2025                                         | CUSIP: 899415AE3<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | NUSS              | GH        |      1747000 | PA      | $1196943.46   | 0.06%             | 2025-03-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CLP SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-38020.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/USD SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $11216.78     | 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        |   2955000000 | PA      | $187933.60    | 0.01%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                            | GHANA GOVERNMENT INTERNATIONAL BOND 144A 10.750000% 10/14/2030                   | CUSIP: 374422AD5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       822000 | PA      | $570879.00    | 0.03%             | 2030-10-14      | Fixed         | 10.75%                | Yes           |                  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        |     58801000 | PA      | $9946135.59   | 0.54%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Republica de El Salvador                                     | REPUBLIC OF EL SALVADOR 5.875000% 01/30/2025                                     | CUSIP: P01012AS5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      2784000 | PA      | $1740000.00   | 0.09%             | 2025-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                          | LEBANESE REPUBLIC 6.850000% 03/23/2027                                           | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      1116000 | PA      | $65085.12     | 0.00%             | 2027-03-23      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2022-12-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-13123.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banque Centrale de Tunisie                                   | TUNISIAN REPUBLIC 5.625000% 02/17/2024                                           | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |       400000 | PA      | $339851.73    | 0.02%             | 2024-02-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MINMETALS BOUNTEOUS FINANCE (BVI) LIMITED                    | MINMETALS BOUNTEOUS FINANCE BVI LTD 3.375000% MATURITY: PERPETUAL                | CUSIP: N/A<br>LEI: 3003005FATJ63Y0MR949       | Long             | DBT              | NUSS              | CN        |      1080000 | PA      | $1031616.00   | 0.06%             | 2171-09-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                 | FX Forward Contract: MXN/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |            1 | NC      | $35541.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-71121.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES LIMITED                                    | VEDANTA RESOURCES LTD 7.125000% 05/31/2023                                       | CUSIP: G9328DAJ9<br>LEI: 2138007MYEKPEAZQTW83 | Long             | DBT              | NUSS              | IN        |       300000 | PA      | $280003.50    | 0.02%             | 2023-05-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                               | FX Forward Contract: BRL/USD SETTLE 2022-12-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |            1 | NC      | $6408.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                        | POLAND GOVERNMENT BOND 3.750000% 05/25/2027                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      8493000 | PA      | $1638399.39   | 0.09%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/COP SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $375917.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CZK SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-619432.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 5.148%                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    300000000 | NC      | $135207.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                           | REPUBLIC OF PANAMA 4.500000% 04/01/2056                                          | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      3644000 | PA      | $2702744.27   | 0.15%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSN Resources S.A.                                           | CSN RESOURCES SA 144A 4.625000% 06/10/2031                                       | CUSIP: 12644VAD0<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | NUSS              | BR        |       804000 | PA      | $621748.32    | 0.03%             | 2031-06-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| THAILAND BAHT                                                | FX Forward Contract: THB/USD SETTLE 2022-12-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |            1 | NC      | $86590.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republika Srbija                                             | REPUBLIC OF SERBIA 3.125000% 05/15/2027                                          | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |       451000 | PA      | $409601.06    | 0.02%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                             | FX Forward Contract: IDR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |            1 | NC      | $-7373.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                           | BAHRAIN GOVERNMENT INTERNATIONAL BOND MTN 4.250000% 01/25/2028                   | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |      1054000 | PA      | $962154.44    | 0.05%             | 2028-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN (RSC) LTD                                          | MDGH GMTN RSC LTD 144A 5.500000% 04/28/2033                                      | CUSIP: 55285GAB0<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | NUSS              | AE        |       254000 | PA      | $266573.00    | 0.01%             | 2033-04-28      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 3.625000% 03/27/2032                 | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1752000 | PA      | $1414669.92   | 0.08%             | 2032-03-27      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                     | BANCO NACIONAL DE PANAMA 144A 2.500000% 08/11/2030                               | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | NUSS              | PA        |       320000 | PA      | $247396.80    | 0.01%             | 2030-08-11      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Sultanate of Oman                                            | OMAN GOV INTERNTL BOND 6.500000% 03/08/2047                                      | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |       300000 | PA      | $267318.00    | 0.01%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                             | BRASKEM NETHERLANDS FINANCE BV 144A 5.875000% 01/31/2050                         | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | NUSS              | BR        |      2007000 | PA      | $1570326.98   | 0.08%             | 2050-01-31      | Fixed         | 5.88%                 | Yes           |                  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        |       207000 | PA      | $187479.90    | 0.01%             | 2029-11-26      | Fixed         | 8.00%                 | 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        |    221083000 | PA      | $10618169.10  | 0.57%             | 2027-06-03      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| BRK: CITIGROUP                                               | BRK: CITIGROUP PAY: 5.87 FIXED                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    760673327 | NC      | $126768.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirate of Dubai                                             | EMIRATE OF DUBAI GOVERNMENT INTERNATIONAL BONDS MT 3.900000% 09/09/2050          | CUSIP: N/A<br>LEI: 549300IY6A4IPIRLLX57       | Long             | DBT              | NUSS              | AE        |       670000 | PA      | $469451.58    | 0.03%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                      | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 3.250000% 11/17/2051                     | CUSIP: 80413TAZ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      2160000 | PA      | $1558228.32   | 0.08%             | 2051-11-17      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                            | REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 14 8.000000% 05/22/2032          | CUSIP: 491798AK0<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       437000 | PA      | $381413.60    | 0.02%             | 2032-05-22      | Fixed         | 8.00%                 | Yes           |                  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        |      4313000 | PA      | $3593807.25   | 0.19%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                          | THAILAND GOVERNMENT BOND 2.400000% 12/17/2023                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    167000000 | PA      | $4777157.68   | 0.26%             | 2023-12-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                      | UKRAINE GOVERNMENT 6.876000% 05/21/2031                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       533000 | PA      | $111930.00    | 0.01%             | 2031-05-21      | Fixed         | 6.88%                 | 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        |   6253600000 | PA      | $735482.68    | 0.04%             | 2050-10-26      | Fixed         | 7.25%                 | 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      | $396429.14    | 0.02%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI LIMITED                             | ADANI ELECTRICITY MUMBAI LTD 144A 3.949000% 02/12/2030                           | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | NUSS              | IN        |       720000 | PA      | $537205.32    | 0.03%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           |                  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        |     36818000 | PA      | $6085627.46   | 0.33%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BROKER: GOLDMAN SACHS                                        | BROKER: GOLDMAN SACHS PAY: 8.39 FIXED                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    180120000 | NC      | $-158539.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIA PESO                                                | FX Forward Contract: COP/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |            1 | NC      | $44167.90     | 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        |       623000 | PA      | $467701.64    | 0.03%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRK : GOLDMAN SACHS                                          | BRK : GOLDMAN SACHS REC : 3M PRIBOR                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    344696659 | NC      | $-29531.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: JPMORGAN CHASE BANK                                     | BRK: JPMORGAN CHASE BANK PAY: 9.30 FIXED                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   2387976733 | NC      | $-175523.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPINE PESO                                              | FX Forward Contract: PHP/USD SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PH        |            1 | NC      | $46591.36     | 0.00%             |  |  |  | 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      | $249198.70    | 0.01%             | 2030-08-20      | Fixed         | 2.38%                 | 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        |      3884000 | PA      | $2951840.00   | 0.16%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                   | CHINA GOVERNMENT BOND 2.620000% 09/25/2029                                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |      4000000 | PA      | $551083.24    | 0.03%             | 2029-09-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                   | SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 04/18/2028                | CUSIP: 85227SAW6<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      3826000 | PA      | $1173035.34   | 0.06%             | 2028-04-18      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 4.065000% 06/15/2050                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      3800000 | PA      | $788443.40    | 0.04%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                               | FX Forward Contract: EGP/USD SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $-278367.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-22007.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                        | TITULOS DE TESORERIA 5.750000% 11/03/2027                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  11618600000 | PA      | $1809844.81   | 0.10%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | PETROLEOS MEXICANOS 6.625000% 06/15/2038                                         | CUSIP: 706451BR1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       205000 | PA      | $136940.00    | 0.01%             | 2038-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                         | GALAXY PIPELINE ASSETS BIDCO LTD 2.940000% 09/30/2040                            | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | NUSS              | AE        |      5897625 | PA      | $4704389.20   | 0.25%             | 2040-09-30      | Fixed         | 2.94%                 | 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        |      2025000 | PA      | $1542867.75   | 0.08%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu S.A.                          | PETROLEOS DEL PERU SA 144A 5.625000% 06/19/2047                                  | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |       363000 | PA      | $249119.64    | 0.01%             | 2047-06-19      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2023-01-20                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-42473.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                 | FX Forward Contract: PLN/EUR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |            1 | NC      | $13947.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LIMITED                                | ALIBABA GROUP HOLDING LTD 3.250000% 02/09/2061                                   | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | NUSS              | CN        |       208000 | PA      | $128202.26    | 0.01%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                        | TITULOS DE TESORERIA 7.500000% 08/26/2026                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   9808800000 | PA      | $1729352.30   | 0.09%             | 2026-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Minera Mexico, S.A. de C.V.                                  | MINERA MEXICO SA DE CV 144A 4.500000% 01/26/2050                                 | CUSIP: 60284MAB8<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | NUSS              | MX        |       870000 | PA      | $673554.00    | 0.04%             | 2050-01-26      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/NGN SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $34184.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LIMITED                                | SHIMAO GROUP HOLDINGS LTD 5.200000% 01/30/2025                                   | CUSIP: N/A<br>LEI: 254900WTJ6B5CU69ZD26       | Long             | DBT              | NUSS              | CN        |      2111000 | PA      | $189990.00    | 0.01%             | 2025-01-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas             | KAZMUNAYGAS NATIONAL CO 5.375% 04/24/203                                         | CUSIP: Y44709AF3<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |      1549000 | PA      | $1386350.80   | 0.07%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                 | HUNGARY 2.125000% 09/22/2031                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      2549000 | PA      | $1908349.63   | 0.10%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                             | FX Forward Contract: HUF/EUR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $14039.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                     | US 2YR NOTE (CBT) MAR23 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           49 | NC      | $10062609.38  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/MYR SETTLE 2022-12-14                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-44688.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                             | FX Forward Contract: HUF/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $-2524.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/NGN SETTLE 2023-03-22                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $13498.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                   | REPUBLIC OF SRI LANKA 6.200000% 05/11/2027                                       | CUSIP: Y8137FAH1<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      1901000 | PA      | $582375.70    | 0.03%             | 2027-05-11      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE ISRAEL B.M.                                    | BANK LEUMI LE-ISRAEL BM 144A 3.275000% 01/29/2031                                | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | NUSS              | IL        |       592000 | PA      | $526140.00    | 0.03%             | 2031-01-29      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                      | UKRAINE GOVERNMENT 7.375000% 09/25/2032                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       367000 | PA      | $77070.00     | 0.00%             | 2032-09-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                           | REPUBLIC OF PANAMA 4.300000% 04/29/2053                                          | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       360000 | PA      | $265209.76    | 0.01%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Republika Srbija                                             | SERBIA TREASURY BONDS 4.500000% 08/20/2032                                       | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     14680000 | PA      | $103634.22    | 0.01%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ZAR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-50837.71    | -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        |      4200000 | PA      | $3628041.98   | 0.20%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | REPUBLIC OF INDONESIA 4.150000% 09/20/2027                                       | CUSIP: 455780DM5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       533000 | PA      | $519639.68    | 0.03%             | 2027-09-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                           | FX Forward Contract: ZAR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |            1 | NC      | $18046.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                     | REPUBLIC OF SOUTH AFRICA 5.000000% 10/12/2046                                    | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       475000 | PA      | $341335.00    | 0.02%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                          | DOMINICAN REPUBLIC 6.850000% 01/27/2045                                          | CUSIP: P3579EBE6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      2518000 | PA      | $2181217.50   | 0.12%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                        | FX Forward Contract: CNY/USD SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |            1 | NC      | $10001.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                             | FX Forward Contract: IDR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |            1 | NC      | $-1171.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD.                                  | FIRST QUANTUM MINERALS LTD 144A 6.875000% 10/15/2027                             | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | NUSS              | ZM        |       928000 | PA      | $883939.50    | 0.05%             | 2027-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Republica Federativa do Brasil                               | LETRA TESOURO NACIONAL ZERO COUPON 01/01/2025                                    | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     51000000 | PA      | $7500582.45   | 0.40%             | 2025-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                          | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.100000% 10/04/2022                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      2501000 | PA      | $149209.66    | 0.01%             | 2022-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/USD SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $16360.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republika Srbija                                             | SERBIA TREASURY BONDS 5.875000% 02/08/2028                                       | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     61170000 | PA      | $510364.08    | 0.03%             | 2028-02-08      | Fixed         | 5.88%                 | 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        |      1205000 | PA      | $1006030.40   | 0.05%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD.                                  | FIRST QUANTUM MINERALS LTD 144A 7.500000% 04/01/2025                             | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | NUSS              | ZM        |       528000 | PA      | $520235.72    | 0.03%             | 2025-04-01      | Fixed         | 7.50%                 | 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        |  15334600000 | PA      | $2356280.17   | 0.13%             | 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        |     77699000 | PA      | $3517801.32   | 0.19%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AZARBAYJAN RESPUBLIKASI DOVLAT NEFT SHIRKATI                 | STATE OIL CO OF THE AZER 6.95% 03/18/2030                                        | CUSIP: N/A<br>LEI: 2549002HARR1VE257O76       | Long             | DBT              | NUSS              | AZ        |       320000 | PA      | $323778.56    | 0.02%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/KRW SETTLE 2022-12-14                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-5417.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                             | FX Forward Contract: IDR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |            1 | NC      | $-84654.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                    | MEXICO CITY AIRPORT TRUST 144A 5.500000% 07/31/2047                              | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      1068000 | PA      | $798750.97    | 0.04%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                 | PAKISTAN GOVERNMENT INTERNATIONAL BOND MTN 8.875000% 04/08/2051                  | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |       470000 | PA      | $172490.00    | 0.01%             | 2051-04-08      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                              | INTER-AMERICAN DEVELOPMENT BANK MTN 7.875000% 03/14/2023                         | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | NUSS              | XX        | 134700000000 | PA      | $8594119.44   | 0.46%             | 2023-03-14      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                    | JPMORGAN CHASE BANK NA MTN VARIABLE RATE 09/18/2030                              | CUSIP: U48057EU0<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        | 117660000000 | PA      | $7524136.92   | 0.41%             | 2030-09-18      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Suzano Austria GmbH                                          | SUZANO AUSTRIA GMBH 144A 7.000000% 03/16/2047                                    | CUSIP: 86964WAB8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | NUSS              | BR        |       572000 | PA      | $566501.16    | 0.03%             | 2047-03-16      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/PHP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-137808.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de El Salvador                                     | REPUBLIC OF EL SALVADOR 9.500000% 07/15/2052                                     | CUSIP: P01012CC8<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |       439000 | PA      | $181087.50    | 0.01%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                      | CORP NACIONAL DEL COBRE DE CHILE 3.000000% 09/30/2029                            | CUSIP: P3143NBE3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |      1050000 | PA      | $931699.94    | 0.05%             | 2029-09-30      | Fixed         | 3.00%                 | 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        |       599000 | PA      | $456977.10    | 0.02%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Republique Gabonaise                                         | GABON GOVERNMENT INTERNATIONAL BOND 144A 7.000000% 11/24/2031                    | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      1244000 | PA      | $1028763.12   | 0.06%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| THAILAND BAHT                                                | FX Forward Contract: THB/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |            1 | NC      | $16832.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Argentina                                          | REPUBLIC OF ARGENTINA 1.500000% 07/09/2035                                       | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      3292712 | PA      | $769711.47    | 0.04%             | 2035-07-09      | Fixed         | 1.50%                 | 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        |      3824000 | PA      | $2820144.87   | 0.15%             | 2048-03-22      | Fixed         | 6.62%                 | 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        |  19863000000 | PA      | $1300504.72   | 0.07%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/MXN SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-1279.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Mocambique                                      | REPUBLIC OF MOZAMBIQUE 5.000000% 09/15/2031                                      | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |       400000 | PA      | $301800.00    | 0.02%             | 2031-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                          | DOMINICAN REPUBLIC 7.450000% 04/30/2044                                          | CUSIP: P3579EAY3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      2024000 | PA      | $1889910.00   | 0.10%             | 2044-04-30      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                        | POLAND GOVERNMENT BOND 2.750000% 10/25/2029                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     26135000 | PA      | $4506947.62   | 0.24%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                  | REPUBLIC OF NIGERIA 7.875000% 02/16/2032                                         | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      1402000 | PA      | $1074352.60   | 0.06%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CEMEX, S.A.B. de C.V.                                        | CEMEX SAB DE CV 144A 5.450000% 11/19/2029                                        | CUSIP: 151290BV4<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | NUSS              | MX        |       622000 | PA      | $572240.00    | 0.03%             | 2029-11-19      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: —       |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2023-03-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-326851.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $8824.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                     | REPUBLIC OF SOUTH AFRICA 10.500000% 12/21/2026                                   | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    127460651 | PA      | $7945715.89   | 0.43%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | REPUBLIC OF INDONESIA 1.300000% 03/23/2034                                       | CUSIP: BR4171160<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       755000 | PA      | $558678.23    | 0.03%             | 2034-03-23      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| COLOMBIA PESO                                                | FX Forward Contract: COP/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |            1 | NC      | $325.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                | FX Forward Contract: THB/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |            1 | NC      | $330798.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/PLN SETTLE 2023-01-20                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-10773.83    | -0.00%            |  |  |  | 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        |   2955000000 | PA      | $193474.88    | 0.01%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                          | DOMINICAN REPUBLIC INTERNATIONAL BOND 144A 6.000000% 02/22/2033                  | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       434000 | PA      | $390057.50    | 0.02%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| 1MDB Global Investments Limited                              | 1MDB GLOBAL INVESTMENTS 4.4% 03/09/2023                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      1000000 | PA      | $980400.00    | 0.05%             | 2023-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                            | REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 14 6.875000% 06/24/2024          | CUSIP: 491798AE4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      1005000 | PA      | $934656.03    | 0.05%             | 2024-06-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 04/11/2025                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |       633000 | PA      | $582066.70    | 0.03%             | 2025-04-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2022-12-02                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-77558.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                         | GALAXY PIPELINE ASSETS BIDCO LTD 2.160000% 03/31/2034                            | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | NUSS              | AE        |      2115814 | PA      | $1786687.13   | 0.10%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ZAR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-171590.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/MXN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-69754.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                               | FX Forward Contract: EGP/USD SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $-32528.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                 | FX Forward Contract: PLN/EUR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |            1 | NC      | $13035.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                 | FX Forward Contract: CLP/USD SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $16189.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                 | FX Forward Contract: RON/EUR SETTLE 2022-12-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $-4199.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/MXN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-2.86        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                       | REPUBLIC OF GUATEMALA 5.250000% 08/10/2029                                       | CUSIP: P5015VAP1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      1951000 | PA      | $1869660.84   | 0.10%             | 2029-08-10      | Fixed         | 5.25%                 | 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        |      1710000 | PA      | $1157225.40   | 0.06%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                          | THAILAND GOVERNMENT BOND 3.775000% 06/25/2032                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    277942000 | PA      | $8612119.68   | 0.46%             | 2032-06-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                        | ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 2.500000% 07/31/2035                  | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      6811000 | PA      | $2985937.63   | 0.16%             | 2035-07-31      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                        | POLAND GOVERNMENT BOND 1.250000% 10/25/2030                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     20033000 | PA      | $2978540.28   | 0.16%             | 2030-10-25      | Fixed         | 1.25%                 | 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        |     15595000 | PA      | $3799058.26   | 0.20%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                              | DAE FUNDING LLC 144A 3.375000% 03/20/2028                                        | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | AE        |       850000 | PA      | $740795.40    | 0.04%             | 2028-03-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.600300% 03/01/2029                     | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       910000 | PA      | $745845.10    | 0.04%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Royaume du Maroc                                             | KINGDOM OF MOROCCO 3.000000% 12/15/2032                                          | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |       862000 | PA      | $682859.16    | 0.04%             | 2032-12-15      | Fixed         | 3.00%                 | 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        |       406000 | PA      | $271232.41    | 0.01%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | INDONESIA GOVERNMENT 8.125000% 05/15/2024                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  18000000000 | PA      | $1176810.86   | 0.06%             | 2024-05-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/RON SETTLE 2022-12-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $2944.41      | 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        |     21217000 | PA      | $4361029.34   | 0.24%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                   | SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 04/18/2028                | CUSIP: 85227SAW6<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      3767000 | PA      | $1154946.19   | 0.06%             | 2028-04-18      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Republica Argentina                                          | REPUBLIC OF ARGENTINA 3.500000% 07/09/2041                                       | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      3663000 | PA      | $992951.83    | 0.05%             | 2041-07-09      | Fixed         | 3.50%                 | 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        |       260000 | PA      | $255894.13    | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                            | REPUBLIC OF CHILE 2.550000% 07/27/2033                                           | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      8746000 | PA      | $6973670.85   | 0.38%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                 | FX Forward Contract: RON/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $59408.30     | 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        |      2900000 | PA      | $651416.60    | 0.04%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                             | FX Forward Contract: HUF/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $7170.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                           | FX Forward Contract: ZAR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |            1 | NC      | $27754.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIA PESO                                                | FX Forward Contract: COP/USD SETTLE 2022-12-09                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CO        |            1 | NC      | $7826.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 28-DAY MXN - TIIE                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     21173916 | NC      | $-84376.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                   | REPUBLIC OF SRI LANKA 6.350000% 06/28/2024                                       | CUSIP: Y8137FAQ1<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      1368000 | PA      | $419441.62    | 0.02%             | 2024-06-28      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-2051.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $1177.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIA 4.000000% 02/14/2051                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      2232000 | PA      | $1483244.35   | 0.08%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.600300% 03/01/2029                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      1133000 | PA      | $928618.13    | 0.05%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                             | FX Forward Contract: PEN/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |            1 | NC      | $1150.06      | 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        |      3431000 | PA      | $2607560.00   | 0.14%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                          | THAILAND GOVERNMENT BOND 3.400000% 06/17/2036                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     64200000 | PA      | $1855104.54   | 0.10%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Republica Del Paraguay                                       | REPUBLIC OF PARAGUAY 5.600000% 03/13/2048                                        | CUSIP: P75744AF2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      1167000 | PA      | $994284.00    | 0.05%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                           | REPUBLIC OF PANAMA 2.252000% 09/29/2032                                          | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      2748000 | PA      | $2064435.00   | 0.11%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republica Del Paraguay                                       | REPUBLIC OF PARAGUAY 5.400000% 03/30/2050                                        | CUSIP: P75744AG0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |       946000 | PA      | $794640.00    | 0.04%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                          | THAILAND GOVERNMENT BOND 3.625000% 06/16/2023                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     34000000 | PA      | $976021.69    | 0.05%             | 2023-06-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BROKER: GOLDMAN SACHS                                        | BROKER: GOLDMAN SACHS PAY: 2.45% FIXED                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     94449942 | NC      | $-18930.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                             | FX Forward Contract: HUF/EUR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $4403.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Mocambique                                      | MOZAMBIQUE INTERNATIONAL BOND 144A 5.000000% 09/15/2031                          | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |       355000 | PA      | $267847.50    | 0.01%             | 2031-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CHILEAN PESO                                                 | FX Forward Contract: CLP/USD SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $21619.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                      | UKRAINE GOVERNMENT VARIABLE RATE 08/01/2041                                      | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       800000 | PA      | $236742.40    | 0.01%             | 2041-08-01      | Floating      | 1.26%                 | No            |                  2 | On Loan: No      |
| THE OIL AND GAS HOLDING COMPANY B.S.C (CLOSED)               | OIL AND GAS HOLDING CO BSCC/THE 144A 7.625000% 11/07/2024                        | CUSIP: 67778M2C3<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | NUSS              | BH        |       304000 | PA      | $306280.00    | 0.02%             | 2024-11-07      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ZAR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-25366.09    | -0.00%            |  |  |  | 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        |     39477400 | PA      | $1896019.63   | 0.10%             | 2027-06-03      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/MXN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-47275.20    | -0.00%            |  |  |  | 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        |      2729000 | PA      | $2455554.20   | 0.13%             | 2027-05-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/CZK SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-6240.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT INTERNATIONAL BOND 144A 8.700200% 03/01/2049                    | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       724000 | PA      | $489959.76    | 0.03%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EGP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $180968.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/MXN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-26144.75    | -0.00%            |  |  |  | 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        |       328000 | PA      | $119720.00    | 0.01%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/IDR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $48565.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                  | NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 7.375000% 09/28/2033                   | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      1342000 | PA      | $980210.22    | 0.05%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ROMANIAN LEU                                                 | FX Forward Contract: RON/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $84472.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Perusahaan Listrik Negara (Persero)                       | PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 3.375000% 02/05/2030          | CUSIP: 71568QAL1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |       206000 | PA      | $174290.42    | 0.01%             | 2030-02-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                        | REPUBLIC OF COLOMBIA 8.125000% 05/21/2024                                        | CUSIP: 195325BD6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       288000 | PA      | $293618.85    | 0.02%             | 2024-05-21      | Fixed         | 8.12%                 | 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        |       115000 | PA      | $85897.14     | 0.00%             | 2052-01-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 4.000000% 02/14/2051                 | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       930000 | PA      | $618018.48    | 0.03%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Republica de Colombia                                        | REPUBLIC OF COLOMBIA 4.125000% 02/22/2042                                        | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1278000 | PA      | $783914.36    | 0.04%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/TRY SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-57916.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                            | REPUBLIC OF CHILE 2.450000% 01/31/2031                                           | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      1669000 | PA      | $1408440.09   | 0.08%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| Gobierno de Chile                                            | BONOS TESORERIA PESOS 4.500000% 03/01/2026                                       | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   1665000000 | PA      | $1803670.27   | 0.10%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                        | ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 1.500000% 07/31/2040                  | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      2321289 | PA      | $927929.34    | 0.05%             | 2040-07-31      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                     | Mexican Udibonos 4.500000% 12/04/2025                                            | CUSIP: EF2271213<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    211022246 | PA      | $10788401.35  | 0.58%             | 2025-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CLP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-9931.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ceska republika                                              | CZECH REPUBLIC 2.000000% 10/13/2033                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     35650000 | PA      | $1156606.55   | 0.06%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                               | NOTA DO TESOURO NACIONAL 10.000000% 01/01/2025                                   | CUSIP: EK0169285<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     23486000 | PA      | $4232712.99   | 0.23%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Republica de Colombia                                        | TITULOS DE TESORERIA 7.000000% 03/26/2031                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   5909200000 | PA      | $854773.04    | 0.05%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                          | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.650000% 02/26/2030                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      2063000 | PA      | $118993.84    | 0.01%             | 2030-02-26      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                            | REPUBLIC OF GHANA 7.625000% 05/16/2029                                           | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      1778000 | PA      | $657860.00    | 0.04%             | 2029-05-16      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ZAR SETTLE 2023-01-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-1481761.91  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/USD SETTLE 2023-01-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $-358.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Hashemite Kingdom of Jordan                              | JORDAN GOVERNMENT INTERNATIONAL BOND 144A 5.850000% 07/07/2030                   | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       850000 | PA      | $756296.00    | 0.04%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| CSN Inova Ventures.                                          | CSN INOVA VENTURES 144A 6.750000% 01/28/2028                                     | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | NUSS              | BR        |       800000 | PA      | $760138.32    | 0.04%             | 2028-01-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | ARAB REPUBLIC OF EGYPT 7.903000% 02/21/2048                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      1572000 | PA      | $1013160.29   | 0.05%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Republika Srbija                                             | REPUBLIC OF SERBIA 1.500000% 06/26/2029                                          | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      3287000 | PA      | $2534739.99   | 0.14%             | 2029-06-26      | Fixed         | 1.50%                 | 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        |  10500000000 | PA      | $671455.36    | 0.04%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.300000% 09/30/2033                     | CUSIP: 03846JAE0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      2441000 | PA      | $1769725.00   | 0.10%             | 2033-09-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Thailand                                          | THAILAND GOVERNMENT BOND 1.450000% 12/17/2024                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    124000000 | PA      | $3491263.87   | 0.19%             | 2024-12-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN FORINT                                             | FX Forward Contract: HUF/EUR SETTLE 2023-01-23                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |            1 | NC      | $2577.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE BIDVEST GROUP (UK) PLC                                   | BIDVEST GROUP UK PLC/THE 144A 3.625000% 09/23/2026                               | CUSIP: 88332EAA1<br>LEI: 984500A80C777F496830 | Long             | DBT              | NUSS              | ZA        |       528000 | PA      | $469920.00    | 0.03%             | 2026-09-23      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                           | FX Forward Contract: ZAR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |            1 | NC      | $33304.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                        | FX Forward Contract: CZK/EUR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |            1 | NC      | $65209.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 3.582000% 07/15/2032                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      1800000 | PA      | $387399.66    | 0.02%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 7.500000% 02/16/2061                     | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       110000 | PA      | $69850.00     | 0.00%             | 2061-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ROMANIAN LEU                                                 | FX Forward Contract: RON/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $9366.95      | 0.00%             |  |  |  | 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        |  15425800000 | PA      | $2155864.16   | 0.12%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT INTERNATIONAL BOND MTN 5.800000% 09/30/2027                     | CUSIP: 03846JAD2<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       740000 | PA      | $610292.80    | 0.03%             | 2027-09-30      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Republica de Colombia                                        | REPUBLIC OF COLOMBIA 3.000000% 01/30/2030                                        | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1316000 | PA      | $989219.37    | 0.05%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GHANA CEDI                                                   | FX Forward Contract: GHS/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GH        |            1 | NC      | $-293651.65   | -0.02%            |  |  |  | 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        |      1465000 | PA      | $1312641.01   | 0.07%             | 2025-10-21      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                               | FX Forward Contract: BRL/USD SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |            1 | NC      | $3291.80      | 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        |       704000 | PA      | $465747.50    | 0.03%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                        | FX Forward Contract: CZK/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |            1 | NC      | $27345.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Centrale de Tunisie                                   | TUNISIAN REPUBLIC 144A 5.750000% 01/30/2025                                      | CUSIP: 066716AH4<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |       194000 | PA      | $141590.51    | 0.01%             | 2025-01-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MDGH GMTN (RSC) LTD                                          | MDGH GMTN RSC LTD MTN 4.500000% 11/07/2028                                       | CUSIP: 55276VAG7<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | NUSS              | AE        |       796000 | PA      | $787045.00    | 0.04%             | 2028-11-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CHILEAN PESO                                                 | FX Forward Contract: CLP/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $-14538.30    | -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        |      1904000 | PA      | $1306677.12   | 0.07%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                           | REPUBLIC OF PERU 8.200000% 08/12/2026                                            | CUSIP: 715638AY8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      6280000 | PA      | $1713363.48   | 0.09%             | 2026-08-12      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| CT Trust                                                     | CT TRUST 144A 5.125000% 02/03/2032                                               | CUSIP: 12659BAA2<br>LEI: 5493003LN2KNNGM2Q244 | Long             | DBT              | NUSS              | GT        |       620000 | PA      | $537072.19    | 0.03%             | 2032-02-03      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| Romania                                                      | ROMANIA GOVERNMENT BOND 4.750000% 10/11/2034                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      3575000 | PA      | $556931.51    | 0.03%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KSA SUKUK LIMITED                                            | KSA SUKUK LTD 144A 2.250000% 05/17/2031                                          | CUSIP: 48266XAE5<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | SA        |      2576000 | PA      | $2176843.65   | 0.12%             | 2031-05-17      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                            | MALAYSIA GOVERNMENT 3.955000% 09/15/2025                                         | CUSIP: EK7974596<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     15593000 | PA      | $3511810.34   | 0.19%             | 2025-09-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company Development Bank of Kazakhstan           | DEVELOPMENT BANK OF KAZAKHSTAN JSC 144A 2.950000% 05/06/2031                     | CUSIP: 25159XAD5<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |       723000 | PA      | $571864.08    | 0.03%             | 2031-05-06      | Fixed         | 2.95%                 | 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        |    140252717 | PA      | $6967459.58   | 0.38%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Government of Mongolia                                       | MONGOLIA INTL BOND 3.500000% 07/07/2027                                          | CUSIP: Y6142NAF5<br>LEI: 254900PW61ADCBDCLP71 | Long             | DBT              | NUSS              | MN        |      1335000 | PA      | $974495.20    | 0.05%             | 2027-07-07      | Fixed         | 3.50%                 | 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        |   3017000000 | PA      | $188712.33    | 0.01%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/INR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-52619.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: BNP PARIBAS                                             | BRK: BNP PARIBAS REC: 1D OVERNIGHT BRAZIL INTERBANK DEPOSIT (CETIP)              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     13823948 | NC      | $242334.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/TWD SETTLE 2023-01-30                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-78006.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                        | POLAND GOVERNMENT BOND 2.750000% 10/25/2029                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |      3945000 | PA      | $680310.25    | 0.04%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                  | REPUBLIC OF NIGERIA 8.747000% 01/21/2031                                         | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |       303000 | PA      | $251838.45    | 0.01%             | 2031-01-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company Development Bank of Kazakhstan           | DEVELOPMENT BANK OF KAZA 4.125%  12/10/2022                                      | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |       880000 | PA      | $878899.05    | 0.05%             | 2022-12-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/TWD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-2446.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                        | FX Forward Contract: CNY/USD SETTLE 2022-12-19                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |            1 | NC      | $4190.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Del Paraguay                                       | REPUBLIC OF PARAGUAY 2.739000% 01/29/2033                                        | CUSIP: P75744AK1<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      1210000 | PA      | $960740.00    | 0.05%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                        | TITULOS DE TESORERIA 5.750000% 11/03/2027                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  18962800000 | PA      | $2953860.64   | 0.16%             | 2027-11-03      | Fixed         | 5.75%                 | 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        |      3870000 | PA      | $2653264.26   | 0.14%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LIMITED                                    | DP WORLD CRESCENT LTD MTN 4.848000% 09/26/2028                                   | CUSIP: N/A<br>LEI: 21380096JRTWB8TL9236       | Long             | DBT              | NUSS              | AE        |       725000 | PA      | $705842.60    | 0.04%             | 2028-09-26      | Fixed         | 4.85%                 | 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      | $478214.26    | 0.03%             | 2029-11-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                        | REPUBLIC OF COLOMBIA 4.375000% 03/21/2023                                        | CUSIP: 195325BP9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   4586000000 | PA      | $927049.30    | 0.05%             | 2023-03-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILLIPINE PESO                                              | FX Forward Contract: PHP/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PH        |            1 | NC      | $20984.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                           | REPUBLIC OF PANAMA 9.375000% 04/01/2029                                          | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       275000 | PA      | $328139.76    | 0.02%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                          | SUZANO AUSTRIA GMBH 144A 5.000000% 01/15/2030                                    | CUSIP: 86964WAG7<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | NUSS              | BR        |       687000 | PA      | $639074.88    | 0.03%             | 2030-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AZARBAYJAN RESPUBLIKASI DOVLAT NEFT SHIRKATI                 | STATE OIL CO OF THE AZER 4.75%  03/13/2023                                       | CUSIP: N/A<br>LEI: 2549002HARR1VE257O76       | Long             | DBT              | NUSS              | AZ        |      1100000 | PA      | $1093950.00   | 0.06%             | 2023-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                           | FX Forward Contract: ZAR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |            1 | NC      | $18090.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                        | POLAND GOVERNMENT BOND 0.250000% 10/25/2026                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     10380000 | PA      | $1774196.00   | 0.10%             | 2026-10-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                  | IVORY COAST STEP COUPON  12/31/2032                                              | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |        26950 | PA      | $26129.91     | 0.00%             | 2032-12-31      | Floating      | 5.75%                 | 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        |      6403000 | PA      | $333984.40    | 0.02%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                     | US 10YR NOTE (CBT)MAR23 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          172 | NC      | $19522000.00  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TELECOMUNICACIONES DIGITALES, S.A.                           | TELECOMUNICACIONES DIGITALES SA 144A 4.500000% 01/30/2030                        | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | NUSS              | PA        |       227000 | PA      | $190384.90    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.875000% 04/13/2042                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       773000 | PA      | $467445.33    | 0.03%             | 2042-04-13      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/IDR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $12187.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AZARBAYJAN RESPUBLIKASI DOVLAT NEFT SHIRKATI                 | STATE OIL CO OF THE AZERBAIJAN REPUBLIC 6.950000% 03/18/2030                     | CUSIP: N/A<br>LEI: 2549002HARR1VE257O76       | Long             | DBT              | NUSS              | AZ        |       340000 | PA      | $344014.72    | 0.02%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                        | TITULOS DE TESORERIA 5.750000% 11/03/2027                                        | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  15188800000 | PA      | $2365979.62   | 0.13%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2023-01-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-27185.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | ARAB REPUBLIC OF EGYPT 7.625000% 05/29/2032                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      4725000 | PA      | $3554712.00   | 0.19%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                            | BONOS TESORERIA PESOS 5.000000% 03/01/2035                                       | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |    405000000 | PA      | $436978.40    | 0.02%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government of the Republic of Korea                          | KOREA TREASURY BOND 3.125000% 09/10/2027                                         | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  15624950000 | PA      | $11542916.09  | 0.62%             | 2027-09-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GHANA CEDI                                                   | FX Forward Contract: GHS/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GH        |            1 | NC      | $-307717.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/NGN SETTLE 2023-03-15                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $16054.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Costa Rica                                      | COSTA RICA GOVERNMENT 6.125000% 02/19/2031                                       | CUSIP: P3699PGK7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      1141000 | PA      | $1102058.35   | 0.06%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                          | THAILAND GOVERNMENT BOND 3.400000% 06/17/2036                                    | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    195187000 | PA      | $5640066.82   | 0.30%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                 | FX Forward Contract: RON/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |            1 | NC      | $74242.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                           | BONOS DE TESORERIA 6.350000% 08/12/2028                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      2070000 | PA      | $519307.27    | 0.03%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                        | FX Forward Contract: CZK/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |            1 | NC      | $30728.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno De La Republica De Panama                           | REPUBLIC OF PANAMA 3.870000% 07/23/2060                                          | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      1462000 | PA      | $970257.19    | 0.05%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Greenko Power II Limited                                     | GREENKO POWER II LTD 4.300000% 12/13/2028                                        | CUSIP: V3855MAA5<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | NUSS              | IN        |       710000 | PA      | $611274.50    | 0.03%             | 2028-12-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                        | FX Forward Contract: CZK/EUR SETTLE 2022-12-01                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |            1 | NC      | $-782.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Zambia                                           | ZAMBIA GOVERNMENT BOND 11.000000% 01/25/2026                                     | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |     27670000 | PA      | $1050715.82   | 0.06%             | 2026-01-25      | Fixed         | 11.00%                | 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        |     21922000 | PA      | $1036547.22   | 0.06%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                            | REPUBLIC OF GHANA 8.875000% 05/07/2042                                           | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      1946000 | PA      | $665103.88    | 0.04%             | 2042-05-07      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                 | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 3.125000% 09/21/2051                  | CUSIP: 445545AN6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       584000 | PA      | $350558.85    | 0.02%             | 2051-09-21      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                          | DOMINICAN REPUBLIC 6.000000% 02/22/2033                                          | CUSIP: P3579ECN5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      4608000 | PA      | $4141440.00   | 0.22%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/IDR SETTLE 2023-01-30                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-1455.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                        | REPUBLIC OF COLOMBIA 3.000000% 01/30/2030                                        | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      2934000 | PA      | $2205448.04   | 0.12%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ZMW SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $61449.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/CLP SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-169972.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CNAC (HK) FINBRIDGE COMPANY LIMITED                          | CNAC HK FINBRIDGE CO LTD 5.125000% 03/14/2028                                    | CUSIP: N/A<br>LEI: 549300US1UQ7R7WABI28       | Long             | DBT              | NUSS              | CN        |       361000 | PA      | $341228.03    | 0.02%             | 2028-03-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                     | MEX BONOS DESARR FIX RT 5.000000% 03/06/2025                                     | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     27544700 | PA      | $1273566.49   | 0.07%             | 2025-03-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EURO                                                         | FX Forward Contract: EUR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |            1 | NC      | $116991.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | PETROLEOS MEXICANOS 6.950000% 01/28/2060                                         | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       520000 | PA      | $332503.27    | 0.02%             | 2060-01-28      | Fixed         | 6.95%                 | 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        |    129150000 | PA      | $5974445.95   | 0.32%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/PLN SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-229158.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                          | PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047                                     | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      3730000 | PA      | $2367663.75   | 0.13%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/COP SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $20387.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                   | CHINA GOVERNMENT BOND 3.020000% 10/22/2025                                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     54100000 | PA      | $7708780.46   | 0.42%             | 2025-10-22      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/TWD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-3988.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 1-DAY-CLP - Sinacofi Chile Interbank Rate Avg            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |   2668590785 | NC      | $-389027.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                   | CHINA GOVT INTL BOND 3.250000% 10/19/2023                                        | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |      2175000 | PA      | $2152227.75   | 0.12%             | 2023-10-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                               | FX Forward Contract: EGP/USD SETTLE 2023-06-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $-93726.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Russia, Federation of (Government)                           | RUSSIAN FEDERATION 4.375000% 03/21/2029                                          | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |      4200000 | PA      | $1638000.00   | 0.09%             | 2029-03-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRK : GOLDMAN SACH                                           | BRK : GOLDMAN SACH PAY : 6M BUBOR                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    832507178 | NC      | $28207.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIA GOVERNMENT BOND 3.650000% 09/24/2031                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      4075000 | PA      | $625345.11    | 0.03%             | 2031-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BRK : GOLDMAN SACH                                           | BRK : GOLDMAN SACH PAY: 6.405                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     11435087 | NC      | $-50254.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                      | CORP NACIONAL DEL COBRE DE CHILE 144A 3.750000% 01/15/2031                       | CUSIP: 21987BBC1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |       234000 | PA      | $213049.98    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Gobierno 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        |   1565000000 | PA      | $1716449.70   | 0.09%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| POLISH ZLOTY                                                 | FX Forward Contract: PLN/USD SETTLE 2023-02-13                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |            1 | NC      | $797496.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL S.A.                                               | ECOPETROL SA 6.875000% 04/29/2030                                                | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |       686000 | PA      | $614237.54    | 0.03%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI HOLDINGS PLC                               | ANGLOGOLD ASHANTI HOLDINGS PLC 3.750000% 10/01/2030                              | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | NUSS              | ZA        |       323000 | PA      | $279513.46    | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LIMITED                                     | TENCENT HOLDINGS LTD MTN 3.240000% 06/03/2050                                    | CUSIP: 88032WAV8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | NUSS              | CN        |       620000 | PA      | $398822.37    | 0.02%             | 2050-06-03      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| NETWORK I2I LIMITED                                          | NETWORK I2I LTD 144A 5.650000% MATURITY: PERPETUAL                               | CUSIP: 64132NAA4<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | NUSS              | IN        |       290000 | PA      | $272049.00    | 0.01%             | 2171-04-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                      | ROMANIA 3.624000% 05/26/2030                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       590000 | PA      | $512690.07    | 0.03%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD.                                  | FIRST QUANTUM MINERALS LTD 144A 6.875000% 03/01/2026                             | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | NUSS              | ZM        |       531000 | PA      | $512006.13    | 0.03%             | 2026-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Qatar Energy                                                 | QATAR ENERGY 144A 2.250000% 07/12/2031                                           | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | NUSS              | QA        |       973000 | PA      | $810384.46    | 0.04%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                      | SASOL FINANCING USA LLC 4.375000% 09/18/2026                                     | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | ZA        |       532000 | PA      | $482790.00    | 0.03%             | 2026-09-18      | Fixed         | 4.38%                 | 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        |      4138000 | PA      | $246873.08    | 0.01%             | 2023-12-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                        | REPUBLIC OF COLOMBIA 8.000000% 04/20/2033                                        | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1030000 | PA      | $1017665.38   | 0.05%             | 2033-04-20      | Fixed         | 8.00%                 | 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        |       200000 | PA      | $186520.40    | 0.01%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                | INDONESIA GOVERNMENT 8.375000% 03/15/2024                                        | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  58925000000 | PA      | $3852421.10   | 0.21%             | 2024-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Romania                                                      | ROMANIA 4.000000% 02/14/2051                                                     | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       242000 | PA      | $160817.71    | 0.01%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                 | HUNGARY 3.125000% 09/21/2051                                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      3865000 | PA      | $2320051.28   | 0.13%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                        | FX Forward Contract: CNY/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |            1 | NC      | $30621.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                            | FX Forward Contract: MYR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MY        |            1 | NC      | $105990.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                        | FX Forward Contract: CZK/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |            1 | NC      | $369460.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                        | FX Forward Contract: CZK/EUR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |            1 | NC      | $6371.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND BAHT                                                | FX Forward Contract: THB/USD SETTLE 2023-01-03                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |            1 | NC      | $13530.47     | 0.00%             |  |  |  | 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        |     12282000 | PA      | $291914.75    | 0.02%             | 2035-12-17      | Fixed         | 1.58%                 | 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        |     40128306 | PA      | $1918651.23   | 0.10%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                           | BONOS DE TESORERIA 5.200000% 09/12/2023                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      1204000 | PA      | $310238.36    | 0.02%             | 2023-09-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                 | FX Forward Contract: CLP/USD SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |            1 | NC      | $82469.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                             | FX Forward Contract: IDR/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |            1 | NC      | $-220954.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                     | REPUBLIC OF SOUTH AFRICA 5.875000% 06/22/2030                                    | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       199000 | PA      | $188556.48    | 0.01%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                              | CZECH REPUBLIC 4.200000% 12/04/2036                                              | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     12390000 | PA      | $494660.04    | 0.03%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | R2035 BOND FUTURE FEB23 FINANCIAL COMMODITY FUTURE.                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |          851 | NC      | $4410575.67   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Magyarorszag                                                 | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 2.125000% 09/22/2031                  | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      1200000 | PA      | $898399.20    | 0.05%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE DE DEVELOPPEMENT                      | BANQUE OUEST AFRICAINE DE DEVELOPPEMENT 144A 4.700000% 10/22/2031                | CUSIP: 06675QAC7<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |       934000 | PA      | $766347.00    | 0.04%             | 2031-10-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| EGYPTIAN POUND                                               | FX Forward Contract: EGP/USD SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $-205885.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                  | NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 7.625000% 11/28/2047                   | CUSIP: 65412JAB9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      2530000 | PA      | $1679191.36   | 0.09%             | 2047-11-28      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $24905.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT BOND 14.292000% 01/05/2028                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     28937000 | PA      | $985942.97    | 0.05%             | 2028-01-05      | Fixed         | 14.29%                | 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        |  18807700000 | PA      | $2720556.90   | 0.15%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                            | REPUBLIC OF CHILE 3.250000% 09/21/2071                                           | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      1116000 | PA      | $704556.91    | 0.04%             | 2071-09-21      | Fixed         | 3.25%                 | 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        |  39597000000 | PA      | $2775049.58   | 0.15%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                          | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.650000% 11/03/2028                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      2959000 | PA      | $172213.80    | 0.01%             | 2028-11-03      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                     | UNITED MEXICAN STATES 2.659000% 05/24/2031                                       | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      4193000 | PA      | $3466148.19   | 0.19%             | 2031-05-24      | Fixed         | 2.66%                 | 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        |       540000 | PA      | $398242.22    | 0.02%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                      | CORP NACIONAL DEL COBRE DE CHILE 3.150000% 01/14/2030                            | CUSIP: P3143NBH6<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |       750000 | PA      | $669314.57    | 0.04%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                            | REPUBLIC OF CHILE 3.100000% 01/22/2061                                           | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       730000 | PA      | $468294.72    | 0.03%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC.                                      | GRAN TIERRA ENERGY INC 144A 7.750000% 05/23/2027                                 | CUSIP: 38502JAA9<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | CO        |       390000 | PA      | $313950.00    | 0.02%             | 2027-05-23      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY  :  6M BUBOR HUF                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |    773119596 | NC      | $57686.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                     | REPUBLIC OF SOUTH AFRICA 7.300000% 04/20/2052                                    | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      1505000 | PA      | $1325652.16   | 0.07%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                           | REPUBLIC OF PERU 6.350000% 08/12/2028                                            | CUSIP: P78024AC3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     13329000 | PA      | $3343887.27   | 0.18%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                      | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 7.750000% 09/01/2026                  | CUSIP: 903724AT9<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2621000 | PA      | $609382.50    | 0.03%             | 2026-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| People's Republic of China                                   | CHINA GOVERNMENT BOND 3.270000% 11/19/2030                                       | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     32100000 | PA      | $4653476.50   | 0.25%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/BRL SETTLE 2022-12-12                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $3287.11      | 0.00%             |  |  |  | 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        |      1498000 | PA      | $1087712.73   | 0.06%             | 2031-04-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| The State of Qatar                                           | STATE OF QATAR 4.817000% 03/14/2049                                              | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |      4678000 | PA      | $4537660.00   | 0.24%             | 2049-03-14      | Fixed         | 4.82%                 | 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      | $72957.85     | 0.00%             | 2037-04-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN POUND                                               | FX Forward Contract: EGP/USD SETTLE 2023-05-17                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | EG        |            1 | NC      | $-208019.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                        | FX Forward Contract: CZK/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |            1 | NC      | $23226.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/TWD SETTLE 2022-12-08                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-109982.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi                                         | ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 1.625000% 06/02/2028                 | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |      1810000 | PA      | $1591815.36   | 0.09%             | 2028-06-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| The State of Qatar                                           | STATE OF QATAR 3.375000% 03/14/2024                                              | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |      1064000 | PA      | $1043624.40   | 0.06%             | 2024-03-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Gobierno de Chile                                            | BONOS TESORERIAGENL REP 1.90% 09/01/2030                                         | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |    873412100 | PA      | $990787.31    | 0.05%             | 2030-09-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT BOND 14.664000% 10/06/2030                                      | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      7247000 | PA      | $238175.36    | 0.01%             | 2030-10-06      | Fixed         | 14.66%                | 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        |     23098000 | PA      | $1390499.60   | 0.07%             | 2023-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/ZAR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-31657.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2023-01-27                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $2243.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Angola                                          | ANGOLAN GOVERNMENT INTERNATIONAL BOND MTN 9.125000% 11/26/2049                   | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |       572000 | PA      | $470470.00    | 0.03%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| BROKER: GOLDMAN SACHS                                        | BROKER: GOLDMAN SACHS REC: 12.83 FIXED                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     73510960 | NC      | $-148906.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                 | FX Forward Contract: TRY/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |            1 | NC      | $36243.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/IDR SETTLE 2022-12-01                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $34304.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $-43954.58    | -0.00%            |  |  |  | No            |                  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      | $1202094.79   | 0.06%             | 2034-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas             | KAZMUNAYGAS NATIONAL CO JSC 144A 3.500000% 04/14/2033                            | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |       384000 | PA      | $283200.00    | 0.02%             | 2033-04-14      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Republica de Colombia                                        | TITULOS DE TESORERIA 7.50000% 10/18/2034                                         | CUSIP: P6S32JS68<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  10727100000 | PA      | $1457828.52   | 0.08%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                          | LEBANESE REPUBLIC 6.650000% 04/22/2024                                           | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      2000000 | PA      | $116999.12    | 0.01%             | 2024-04-22      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                        | FX Forward Contract: CNY/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |            1 | NC      | $-26698.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magyarorszag                                                 | HUNGARY GOVERNMENT BOND 3.000000% 10/27/2038                                     | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    697320000 | PA      | $976827.67    | 0.05%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC KORUNA                                        | FX Forward Contract: CZK/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |            1 | NC      | $48189.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                             | FX Forward Contract: PEN/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |            1 | NC      | $-987.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                        | ECUADOR GOVERNMENT INTERNATIONAL BOND 144A 2.500000% 07/31/2035                  | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      4151295 | PA      | $1819924.82   | 0.10%             | 2035-07-31      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL MINAS SPE                                             | BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS 5.333000% 02/15/2028                  | CUSIP: G13201AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |       994000 | PA      | $958474.44    | 0.05%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                           | REPUBLIC OF PERU 8.750000% 11/21/2033                                            | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       540000 | PA      | $666842.93    | 0.04%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BRK : GOLDMAN SACHS                                          | BRK : GOLDMAN SACHS PAY : 6.86%                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |      9829008 | NC      | $-165654.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                 | FX Forward Contract: USD/EUR SETTLE 2022-12-05                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |            1 | NC      | $19170.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                       | EGYPT GOVERNMENT BOND 14.382000% 01/12/2031                                      | CUSIP: BN4651095<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      5367000 | PA      | $173260.45    | 0.01%             | 2031-01-12      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| Joint-Stock Cornpany Uzbekneftegaz                           | UZBEKNEFTEGAZ JSC 144A 4.750000% 11/16/2028                                      | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |       323000 | PA      | $252828.25    | 0.01%             | 2028-11-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 6.82%                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     27849771 | NC      | $131407.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                   | REPUBLIC OF SRI LANKA 5.750000% 04/18/2023                                       | CUSIP: Y8137FAK4<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |       243000 | PA      | $74266.40     | 0.00%             | 2023-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                            | REPUBLIC OF GHANA 8.950000% 03/26/2051                                           | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |       200000 | PA      | $67000.00     | 0.00%             | 2051-03-26      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| SINGAPORE DOLLAR                                             | FX Forward Contract: SGD/USD SETTLE 2022-12-21                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | SG        |            1 | NC      | $157498.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SIERRACOL ENERGY ANDINA, LLC                                 | SIERRACOL ENERGY ANDINA LLC 144A 6.000000% 06/15/2028                            | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      1819000 | PA      | $1357428.75   | 0.07%             | 2028-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BRK: GOLDMAN SACHS                                           | BRK: GOLDMAN SACHS PAY: 4.99%                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     11034079 | NC      | $-198827.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

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

**Signature:** Ankit Puri

**Name of Signer:** Ankit Puri

**Title:** CFO