# EDGAR Filing Document

**Accession Number:** 0000835597
**File Stem:** 0002048251-25-002861
**Filing Date:** 2025-11
**Character Count:** 457586
**Document Hash:** 8fdb72a0e86bb98abd357ece56e08372
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-25-002861.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0002048251-25-002861

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**PERIOD START**: 20250930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05601
- **FILM NUMBER:** 251533186

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**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:** $959675260.52

**Total Liabilities:** $15996437.56

**Net Assets:** $943678822.96

**Cash Not Reported:** $31195645.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -278.86457194 | **1-Year:** -8835.24728745 | **5-Year:** -42889.68187011 | **10-Year:** -76515.35790657 | **30-Year:** -46270.93782659

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

- **3-Month:** -768.49114955 | **1-Year:** -12776.56859301 | **5-Year:** -44294.63697679 | **10-Year:** -77859.22932635 | **30-Year:** -28630.94387900

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017610 | 1.96%                | 2.22%                | 0.37%                |
| Class ID C000147410 | 1.97%                | 2.24%                | 0.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2169688.34              | $8231093.26                                |
| Month 2  | $1066148.64              | $13206641.38                               |
| Month 3  | $-600873.31              | $-1448662.05                               |

**Designated Index Information**

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

- **Index Identifier:** EMBIGJPMGB

### Schedule of Portfolio Investments

| Name                                                                                          | Title                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JAPANESE YEN                                                                                  | FX Forward Contract: JPY/USD SETTLE 2025-10-14                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $-657.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                           | THAILAND GOVERNMENT BOND 3.390000% 06/17/2037                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    22914000 | PA      | $844841.49    | 0.09%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |           1 | NC      | $55353.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/TRY SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2551.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:FIXED 6.628%                                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | ZA        |   164500000 | NC      | $8753.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/IDR SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $22382.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6671.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                       | BRK - J P MORGAN PAY - BZDIOVRA                                            | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              |  | BR        |     6578923 | NC      | $93285.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: HUF/USD SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | HU        |           1 | NC      | $10513.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 7.250000% 10/26/2050                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 14102400000 | PA      | $2314048.37   | 0.25%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republika Srbija                                                                              | REPUBLIC OF SERBIA 6.000000% 06/12/2034                                    | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      716000 | PA      | $746110.49    | 0.08%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                           | PETROLEOS MEXICANOS 6.375000% 01/23/2045                                   | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     4754000 | PA      | $3864099.22   | 0.41%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: MXN/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | MX        |           1 | NC      | $4302.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Russia, Federation of (Government)                                                            | RUSSIAN FEDERATION 7.500000% 03/31/2030                                    | CUSIP: N/A<br>LEI: 253400EB56NKL2M3WT18       | Long             | DBT              | NUSS              | RU        |         114 | PA      | $75.37        | 0.00%             | 2030-03-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                                     | BRK : J P MORGAN CHASE BANK PAY : ILS-SHIR-OIS COMPOUND                    | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DIR              |  | IL        |    26000000 | NC      | $10107.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/ZAR SETTLE 2025-11-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-633.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC S.a r.l.                                                            | CHILE ELECTRICITY LUX MPC SARL 6.010000% 01/20/2033                        | CUSIP: L15669AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |      626500 | PA      | $657527.79    | 0.07%             | 2033-01-20      | Fixed         | 6.01%                 | 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        | 13798600000 | PA      | $2716680.53   | 0.29%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 0.750000% 07/09/2030                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2180800 | PA      | $1464407.20   | 0.16%             | 2030-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 6.500000% 02/28/2041                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    38243827 | PA      | $1602516.72   | 0.17%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                                              | FX Forward Contract: PEN/USD SETTLE 2025-10-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |           1 | NC      | $8978.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:MXIBTIEF                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | MX        |    34000000 | NC      | $780.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/CLP SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $16467.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                                                           | LEBANESE REPUBLIC 8.250000% 05/17/2034                                     | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     4412000 | PA      | $987405.60    | 0.10%             | 2034-05-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/ZAR SETTLE 2025-11-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-27003.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEX BONOS DESARR FIX RT 8.500000% 03/01/2029                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     4725000 | PA      | $260893.71    | 0.03%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.000000% 02/15/2033                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  9791000000 | PA      | $615796.03    | 0.07%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 5.750000% 11/03/2027                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  8322000000 | PA      | $1985730.42   | 0.21%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | NIGERIA OMO BILL ZERO COUPON 02/23/2026                                    | CUSIP: YR8038253<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |  1707000000 | PA      | $1067225.73   | 0.11%             | 2026-02-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                                                            | FX Forward Contract: ZAR/USD SETTLE 2025-11-10                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $1375.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 4.498000% 04/15/2030                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     4000000 | PA      | $999965.79    | 0.11%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT 4.500000% 02/01/2029                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      235079 | PA      | $161619.90    | 0.02%             | 2029-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: IDR/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | ID        |           1 | NC      | $-11193.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                                 | BRK : HSBC PAY: FIXED 4.45%                                                | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DIR              |  | PL        |     8700000 | NC      | $15685.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Joint-Stock Cornpany Uzbekneftegaz                                                            | UZBEKNEFTEGAZ JSC 4.750000% 11/16/2028                                     | CUSIP: N/A<br>LEI: 213800LUZJZFLJD4MJ51       | Long             | DBT              | NUSS              | UZ        |     1492000 | PA      | $1421815.75   | 0.15%             | 2028-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/BRL SETTLE 2025-12-08                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-56.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 11.625000% 03/31/2053                             | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    11160065 | PA      | $732324.95    | 0.08%             | 2053-03-31      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                         | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 7.050000% 07/22/2029    | CUSIP: ZF2728425<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   109000000 | PA      | $1239795.93   | 0.13%             | 2029-07-22      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Republic of Iraq                                                                              | REPUBLIC OF IRAQ 01/15/2028 5.8%                                           | CUSIP: N/A<br>LEI: 2549004N3P710UQ9X454       | Long             | DBT              | NUSS              | IQ        |     2446500 | PA      | $2431983.81   | 0.26%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING COMPANY P.J.S.C.                                              | ABU DHABI DEVELOPMENTAL HOLDING CO PJSC MTN 4.500000% 05/06/2030           | CUSIP: M0R70NAA9<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | NUSS              | AE        |      236000 | PA      | $238768.62    | 0.03%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                        | OCP SA 144A 7.500000% 05/02/2054                                           | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |     1254000 | PA      | $1390023.49   | 0.15%             | 2054-05-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 5.000000% 01/09/2038                                 | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      400000 | PA      | $225660.00    | 0.02%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA REC:FIXED 5.885 %                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | HU        |  1300000000 | NC      | $-32677.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.375000% 08/15/2028                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 40000000000 | PA      | $2475031.50   | 0.26%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government of Bermuda                                                                         | GOVT OF BERMUDA 2.375000% 08/20/2030                                       | CUSIP: G10367AE3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      221000 | PA      | $201331.00    | 0.02%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 0.000000% 02/01/2035            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      507403 | PA      | $246053.87    | 0.03%             | 2035-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEX BONOS DESARR FIX RT 8.000000% 11/07/2047                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    69541400 | PA      | $3326834.78   | 0.35%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/ZAR SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1813.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT 0.000000% 02/01/2035                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      648423 | PA      | $314401.14    | 0.03%             | 2035-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/ARS SETTLE 2025-10-21                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $13817.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: TRY/USD SETTLE 2025-10-23                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | TR        |           1 | NC      | $1281.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK-CITI                                                                                      | BRK-CITI REC-13.4043% FIXED                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |    16600000 | NC      | $7410.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Honduras                                                                         | HONDURAS GOVERNMENT 5.625000% 06/24/2030                                   | CUSIP: P5178RAD0<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      519000 | PA      | $513810.00    | 0.05%             | 2030-06-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                         | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 6.500000% 04/17/2030    | CUSIP: U7230SLF7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   180000000 | PA      | $2006409.81   | 0.21%             | 2030-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:SOFRRATE                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | US        |     4183000 | NC      | $3001.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republika Srbija                                                                              | REPUBLIC OF SERBIA 2.125000% 12/01/2030                                    | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      689000 | PA      | $601572.34    | 0.06%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Mazoon Assets Company SAOC                                                                    | MAZOON ASSETS CO SAOC 5.250000% 10/09/2031                                 | CUSIP: N/A<br>LEI: 6354003TDIRN5Y6LJP91       | Long             | DBT              | NUSS              | OM        |      233000 | PA      | $237284.87    | 0.03%             | 2031-10-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| USD P/JPY C                                                                                   | USD P/JPY C EXPIRATION:07/01/2026                                          | CUSIP: USJPP9862<br>LEI: N/A                  | N/A              | DFE              |  | US        |      730000 | NC      | $22474.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: ILS/USD SETTLE 2026-02-12                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | IL        |           1 | NC      | $1448.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                                                | BROKER - CITI REC-8.5235                                                   | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              |  | MX        |   109520000 | NC      | $329940.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EUR P/HUF C                                                                                   | EUR P/HUF C EXPIRATION: 05/21/2026                                         | CUSIP: EUHUP98N5<br>LEI: N/A                  | N/A              | DFE              |  | US        |      180000 | NC      | $8551.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emirate of Abu Dhabi                                                                          | ABU DHABI GOVERNMENT INTERNATIONAL BOND 144A 4.250000% 10/02/2035          | CUSIP: 29135LAW0<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     3960000 | PA      | $3931463.61   | 0.42%             | 2035-10-02      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ROMANIAN LEU                                                                                  | FX Forward Contract: RON/USD SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |           1 | NC      | $473.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/ARS SETTLE 2025-10-21                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $10253.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 4.054000% 04/18/2039                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      802000 | PA      | $198010.25    | 0.02%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/MXN SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-14465.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                | ECOPETROL SA 5.875000% 05/28/2045                                          | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     2730000 | PA      | $2087980.44   | 0.22%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | TURKIYE GOVERNMENT BOND 30.000000% 09/12/2029                              | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |   230000000 | PA      | $5103067.45   | 0.54%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT 0.000000% 02/01/2036                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      540353 | PA      | $262114.53    | 0.03%             | 2036-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | REPUBLIC OF TURKIYE 5.750000% 05/11/2047                                   | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     7785000 | PA      | $6174708.09   | 0.65%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | PERU GOVERNMENT BOND 144A 7.600000% 08/12/2039                             | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     3000000 | PA      | $945819.49    | 0.10%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                  | FX Forward Contract: JPY/USD SETTLE 2026-07-01                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $-26579.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | NOTA DO TESOURO NACIONAL 10.000000% 01/01/2033                             | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    32607000 | PA      | $5160519.79   | 0.55%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/PLN SETTLE 2025-11-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-32131.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                                   | BRK : GSI REC : 8.905                                                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              |  | MX        |   199335807 | NC      | $238537.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | FED REPUBLIC OF BRAZIL 7.250000% 01/12/2056                                | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2943000 | PA      | $2976403.05   | 0.32%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/ILS SETTLE 2025-12-10                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-24647.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                                            | KINGDOM OF BAHRAIN 6.750000% 09/20/2029                                    | CUSIP: N/A<br>LEI: 54930065PJIB53WWMP12       | Long             | DBT              | NUSS              | BH        |     1794000 | PA      | $1876121.66   | 0.20%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republica Del Paraguay                                                                        | REPUBLIC OF PARAGUAY 5.850000% 08/21/2033                                  | CUSIP: P75744AM7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1248000 | PA      | $1310337.60   | 0.14%             | 2033-08-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: UZS/USD SETTLE 2025-10-28                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $74522.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADANI GREEN ENERGY (UP) LIMITED                                                               | ADANI GREEN ENERGY UP LTD / PRAYATNA DEVELOPERS PV 6.700000% 03/12/2042    | CUSIP: N/A<br>LEI: 335800NT8W2YDE1C2270       | Long             | DBT              | NUSS              | IN        |     1784124 | PA      | $1732100.53   | 0.18%             | 2042-03-12      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 5.000000% 02/12/2029                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1600000 | PA      | $344686.79    | 0.04%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas                                              | KAZMUNAYGAS NATIONAL CO JSC 6.375000% 10/24/2048                           | CUSIP: Y44709AG1<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |     1120000 | PA      | $1112659.44   | 0.12%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic of India                                                                             | INDIA GOVERNMENT BOND 7.300000% 06/19/2053                                 | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |       10000 | PA      | $113.33       | 0.00%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | FED REPUBLIC OF BRAZIL 6.625000% 03/15/2035                                | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1481000 | PA      | $1539129.25   | 0.16%             | 2035-03-15      | Fixed         | 6.62%                 | 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        |    20286900 | PA      | $1105645.73   | 0.12%             | 2027-06-03      | Floating      | 7.50%                 | 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        |     1251000 | PA      | $349340.24    | 0.04%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/MXN SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-11960.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                                 | EMPRESA NACIONAL DEL PETROLEO 6.150000% 05/10/2033                         | CUSIP: P37110AS5<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |     1250000 | PA      | $1325177.50   | 0.14%             | 2033-05-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/IDR SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $18559.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USD P/CLP C                                                                                   | USD P/CLP C EXPIRATION: 02/12/2026                                         | CUSIP: USCLP98L3<br>LEI: N/A                  | N/A              | DFE              |  | US        |     3400000 | NC      | $33233.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2025-12-11                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-41993.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de El Salvador                                                                      | REPUBLIC OF EL SALVADOR 9.650000% 11/21/2054                               | CUSIP: P01012CH7<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1171000 | PA      | $1264680.00   | 0.13%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 0.750000% 07/09/2030                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1798334 | PA      | $1207581.55   | 0.13%             | 2030-07-09      | Fixed         | 0.75%                 | 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        |  1656500000 | PA      | $373974.15    | 0.04%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                                                           | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.375000% 03/09/2020             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     2239000 | PA      | $500752.35    | 0.05%             | 2023-12-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/BRL SETTLE 2025-12-08                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-883.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/HUF SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6582.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                                  | PETROLEOS DE VENEZUELA SA 12.750000% 02/17/2022                            | CUSIP: P7807HAM7<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |     1800000 | PA      | $328500.00    | 0.03%             | 2022-02-17      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                           | PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047                               | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     3688000 | PA      | $3043728.16   | 0.32%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                                                           | DOMINICAN REPUBLIC 10.750000% 06/01/2036                                   | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    30300000 | PA      | $526354.01    | 0.06%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY GOVERNMENT BOND 6.750000% 10/22/2028                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   800000000 | PA      | $2435771.64   | 0.26%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | REPUBLIC OF COLOMBIA 8.500000% 04/25/2035                                  | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     5304000 | PA      | $5868876.00   | 0.62%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republica de El Salvador                                                                      | REPUBLIC OF EL SALVADOR 9.500000% 07/15/2052                               | CUSIP: P01012CC8<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      725000 | PA      | $768282.73    | 0.08%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | PERU GOVERNMENT BOND 144A 7.300000% 08/12/2033                             | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     9604000 | PA      | $3089486.94   | 0.33%             | 2033-08-12      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                                                         | FX Forward Contract: EUR/USD SETTLE 2025-10-14                             | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DFE              |  | XX        |           1 | NC      | $-7571.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                                                    | CHINA GOVT INTL BOND 4.125000% 11/20/2027                                  | CUSIP: Y15025AE2<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      461000 | PA      | $469831.61    | 0.05%             | 2027-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OQ SAOC                                                                                       | OQ SAOC MTN 5.125000% 05/06/2028                                           | CUSIP: N/A<br>LEI: 549300YK417GKI6EQ392       | Long             | DBT              | NUSS              | OM        |      663000 | PA      | $669749.34    | 0.07%             | 2028-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                  | FX Forward Contract: MXN/USD SETTLE 2025-11-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $999.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republique du Cameroun                                                                        | REPUBLIC OF CAMEROON 5.950000% 07/07/2032                                  | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |     2030000 | PA      | $1955458.79   | 0.21%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/BRL SETTLE 2025-12-08                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-634.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: KZT/USD SETTLE 2025-10-29                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | RO        |           1 | NC      | $-3784.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | POLAND GOVERNMENT BOND 2.750000% 04/25/2028                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     1813000 | PA      | $481189.05    | 0.05%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 8.250000% 05/15/2036                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 15594000000 | PA      | $1066006.40   | 0.11%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT VARIABLE RATE 08/01/2041                                | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     1580000 | PA      | $1259260.00   | 0.13%             | 2041-08-01      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                             | REPUBLIC OF GHANA 5.000000% 07/03/2035                                     | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |     2857776 | PA      | $2405162.84   | 0.25%             | 2035-07-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Joint-Stock Cornpany Uzbekneftegaz                                                            | UZBEKNEFTEGAZ JSC 144A 8.750000% 05/07/2030                                | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |      700000 | PA      | $748109.12    | 0.08%             | 2030-05-07      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| USD P/CZK C                                                                                   | USD P/CZK C EXPIRATION: 12/17/2025                                         | CUSIP: USCZP98M8<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -9100000 | NC      | $-19486.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 11.625000% 03/31/2053                             | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    25000000 | PA      | $1640503.33   | 0.17%             | 2053-03-31      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                                                 | FX Forward Contract: ZAR/USD SETTLE 2026-01-29                             | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | ZA        |           1 | NC      | $5314.77      | 0.00%             |  |  |  | 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        |      625000 | PA      | $581041.11    | 0.06%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| USD P/ZAR C                                                                                   | USD P/ZAR C EXPIRATION: 02/02/2026                                         | CUSIP: USZAP98R3<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -7300000 | NC      | $-112426.90   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MEXICAN PESO                                                                                  | FX Forward Contract: MXN/USD SETTLE 2025-11-10                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $554.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/ILS SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1360.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: EUR/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $529.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/CNY SETTLE 2025-12-08                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-29.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USD P/ILS C                                                                                   | USD P/ILS C EXPIRATION: 12/08/2025                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      200000 | NC      | $36718.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/MXN SETTLE 2025-10-23                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-49189.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kyrgyz Republic                                                                               | KYRGYZ REPUBLIC INTERNATIONAL BOND 144A 7.750000% 06/03/2030               | CUSIP: 50158LAA6<br>LEI: 253400QJNKYYP2C7PA85 | Long             | DBT              | NUSS              | KG        |      380000 | PA      | $382672.30    | 0.04%             | 2030-06-03      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: EUR/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-173.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                                                  | PAKISTAN GOVERNMENT INTERNATIONAL BOND MTN 8.875000% 04/08/2051            | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |     1300000 | PA      | $1195302.75   | 0.13%             | 2051-04-08      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.000000% 09/15/2030                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 32147000000 | PA      | $2045718.18   | 0.22%             | 2030-09-15      | Fixed         | 7.00%                 | 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        |  6413000000 | PA      | $1310110.07   | 0.14%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Tajikistan                                                                        | TAJIKISTAN INT BOND 7.125000% 09/14/2027                                   | CUSIP: N/A<br>LEI: 529900W1LSYUF3CYVU10       | Long             | DBT              | NUSS              | TJ        |      200000 | PA      | $198974.81    | 0.02%             | 2027-09-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.906000% 07/15/2026                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     5280000 | PA      | $1265288.31   | 0.13%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.900000% 11/30/2026                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    40000000 | PA      | $9620147.32   | 1.02%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Republica de Costa Rica                                                                       | COSTA RICA GOVERNMENT 6.125000% 02/19/2031                                 | CUSIP: P3699PGK7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     2186000 | PA      | $2275626.00   | 0.24%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: TRY/USD SETTLE 2025-10-23                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | TR        |           1 | NC      | $1413.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/TRY SETTLE 2025-10-21                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-7891.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                           | NIGERIA OMO BILL ZERO COUPON 02/24/2026                                    | CUSIP: YQ1598834<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |  1039421000 | PA      | $647112.81    | 0.07%             | 2026-02-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 4.504000% 04/30/2029                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     4500000 | PA      | $1114093.53   | 0.12%             | 2029-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                                              | FX Forward Contract: PEN/USD SETTLE 2025-10-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |           1 | NC      | $1485.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/ARS SETTLE 2025-10-21                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $10260.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                                                | REPUBLICA ORIENT URUGUAY 9.750000% 07/20/2033                              | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    19700000 | PA      | $541113.76    | 0.06%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/PEN SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-9956.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | REPUBLIC OF POLAND 5.500000% 03/18/2054                                    | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1100000 | PA      | $1063496.02   | 0.11%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.500000% 07/15/2030                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  1940000000 | PA      | $121190.34    | 0.01%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | POLAND GOVERNMENT BOND 6.000000% 10/25/2033                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     7486000 | PA      | $2162734.36   | 0.23%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $546252.98    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Joint-stock company National Bank for Foreign Economic Activity of the Republic of Uzbekistan | NATIONAL BANK OF UZBEKIS 19.875000% 07/05/2027                             | CUSIP: N/A<br>LEI: 253400TZJ7T1YULTGN68       | Long             | DBT              | NUSS              | UZ        |  4200000000 | PA      | $358450.97    | 0.04%             | 2027-07-05      | Fixed         | 19.88%                | No            |                  2 | On Loan: No      |
| Republique Gabonaise                                                                          | REPUBLIC OF GABON 7.000000% 11/24/2031                                     | CUSIP: N/A<br>LEI: 213800XA7X746GRPXA35       | Long             | DBT              | NUSS              | GA        |     1500000 | PA      | $1199682.21   | 0.13%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                                  | PETROLEOS DE VENEZUELA SA 9.000000% 11/17/2021                             | CUSIP: P7807HAP0<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |     4300000 | PA      | $698750.00    | 0.07%             | 2021-11-17      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank N.A.                                                                                | BRK: HSBC REC: 7.74% FIXED                                                 | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DIR              |  | CO        | 11500000000 | NC      | $-39207.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank N.A.                                                                                | BRK: HSBC REC: COOVIBR                                                     | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DIR              |  | CO        |  4800000000 | NC      | $22887.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | REPUBLIC OF TURKIYE 7.250000% 05/29/2032                                   | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1343000 | PA      | $1397303.72   | 0.15%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.500000% 04/15/2036                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 70000000000 | PA      | $4234367.58   | 0.45%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PT Indonesia Asahan Aluminium (Persero)                                                       | INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI I 5.800000% 05/15/2050    | CUSIP: Y7140WAG3<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | NUSS              | ID        |      565000 | PA      | $554166.92    | 0.06%             | 2050-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2025-10-28                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-53631.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| USD C/PLN P                                                                                   | USD C/PLN P EXPIRATION: 12/11/2025                                         | CUSIP: USPLC9864<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -3700000 | NC      | $-4810.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: MXN/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | MX        |           1 | NC      | $1479.20      | 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        |    23022000 | PA      | $4246180.09   | 0.45%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                                    | SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 3.600000% 02/15/2038          | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      950159 | PA      | $844501.32    | 0.09%             | 2038-02-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 4.457000% 03/31/2053                                   | CUSIP: Y2R35QFJ5<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1997000 | PA      | $510304.51    | 0.05%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: BRL/USD SETTLE 2025-12-08                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | BR        |           1 | NC      | $711.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY 3.125000% 09/21/2051                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     1399000 | PA      | $879226.44    | 0.09%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE B.V.                                                                 | PETROBRAS GLOBAL FINANCE BV 5.125000% 09/10/2030                           | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | NUSS              | BR        |     1095000 | PA      | $1082232.30   | 0.11%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: EGP/USD SETTLE 2025-10-20                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | EG        |           1 | NC      | $30661.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                                                        | REPUBLIC OF GUATEMALA 6.600000% 06/13/2036                                 | CUSIP: P5015VAQ9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1170000 | PA      | $1236337.06   | 0.13%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                                                 | FX Forward Contract: USD/EUR SETTLE 2025-10-14                             | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |           1 | NC      | $-1478.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:FIXED 3.69%                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | US        |     4944000 | NC      | $-19245.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/HUF SETTLE 2026-01-12                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-9462.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | TURKIYE GOVERNMENT BOND 41.000000% 05/05/2027                              | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    50000000 | PA      | $1263207.89   | 0.13%             | 2027-05-05      | Fixed         | 41.00%                | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                                 | BRK- HSBC REC- 5.701                                                       | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DIR              |  | IN        |   301300000 | NC      | $-3129.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | NOTA DO TESOURO NACIONAL 6.000000% 05/15/2045                              | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     1047000 | PA      | $781241.32    | 0.08%             | 2045-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                           | THAILAND GOVERNMENT BOND 3.450000% 06/17/2043                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    82437000 | PA      | $3117161.57   | 0.33%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EUR P/HUF C                                                                                   | EUR P/HUF C EXPIRATION: 04/30/2026                                         | CUSIP: EUHUP9805<br>LEI: N/A                  | N/A              | DFE              |  | US        |      180000 | NC      | $11682.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gabon Blue Bond Master Trust, Series 2                                                        | GABON BLUE BOND MASTER 6.097000% 08/01/2038                                | CUSIP: U35914AA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      200000 | PA      | $202858.23    | 0.02%             | 2038-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/PEN SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2717.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRK: BNS                                                                                      | BRK: BNS PAY: 2.2322%  FIXED                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | XX        |     1900000 | NC      | $74201.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                                  | FX Forward Contract: CLP/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |           1 | NC      | $-2443.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                                                         | REPUBLIC OF ECUADOR ZERO COUPON 07/31/2030                                 | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      544620 | PA      | $422080.50    | 0.04%             | 2030-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                                                | BRK: CITI PAY: Secured Overnight Financing Rate: SOFR                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              |  | US        |     7000000 | NC      | $215872.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                                    | SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 3.600000% 05/15/2036          | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |       38477 | PA      | $33955.95     | 0.00%             | 2036-05-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: TRY/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | TR        |           1 | NC      | $12998.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Braskem Idesa, S.A.P.I.                                                                       | BRASKEM IDESA SAPI 6.990000% 02/20/2032                                    | CUSIP: P1850NAB7<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | NUSS              | MX        |      310000 | PA      | $183995.26    | 0.02%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                                   | REPUBLIC OF NIGERIA 10.375000% 12/09/2034                                  | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     2224000 | PA      | $2469816.96   | 0.26%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                                                        | REPUBLIC OF GUATEMALA 6.600000% 06/13/2036                                 | CUSIP: P5015VAQ9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     2157000 | PA      | $2279298.32   | 0.24%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA REC:FIXED 4.712%                                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | CL        |  1800000000 | NC      | $-8663.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: EGP/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | EG        |           1 | NC      | $3234.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEX BONOS DESARR FIX RT 7.500000% 05/26/2033                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    24269500 | PA      | $1249808.09   | 0.13%             | 2033-05-26      | Fixed         | 7.50%                 | 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        |    15300000 | PA      | $479182.00    | 0.05%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Banco Central de la Republica Dominicana                                                      | DOMINICAN REPUBLIC CENTRAL BANK NOTES 144A 13.000000% 01/30/2026           | CUSIP: 25714PEU8<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |    27000000 | PA      | $436857.10    | 0.05%             | 2026-01-30      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                                        | OCP SA 7.500000% 05/02/2054                                                | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |      365000 | PA      | $404212.19    | 0.04%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                                                            | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 6.000000% 04/01/2033    | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   610000000 | PA      | $651048.57    | 0.07%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Republique du Senegal                                                                         | REPUBLIC OF SENEGAL 6.750000% 03/13/2048                                   | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      940000 | PA      | $583712.78    | 0.06%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                                                           | DOMINICAN REPUBLIC 5.300000% 01/21/2041                                    | CUSIP: P3579ECJ4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3500000 | PA      | $3160500.00   | 0.33%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-63934.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | POLAND GOVERNMENT BOND 7.500000% 07/25/2028                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    18000000 | PA      | $5359086.96   | 0.57%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/ARS SETTLE 2025-10-21                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $10001.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | REPUBLIC OF TURKIYE 9.875000% 01/15/2028                                   | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1968000 | PA      | $2159805.45   | 0.23%             | 2028-01-15      | Fixed         | 9.88%                 | 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        |      201000 | PA      | $190045.50    | 0.02%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                       | CORP NACIONAL DEL COBRE DE CHILE 6.780000% 01/13/2055                      | CUSIP: P3143NBW3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |     1928000 | PA      | $2068358.40   | 0.22%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT 0.000000% 02/01/2035                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     3305000 | PA      | $1602496.77   | 0.17%             | 2035-02-01      | Fixed         | 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        |  7100000000 | PA      | $443344.19    | 0.05%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | REPUBLIC OF COLOMBIA 5.625000% 02/26/2044                                  | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2032000 | PA      | $1661261.60   | 0.18%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 8.250000% 05/15/2036                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 10220000000 | PA      | $698639.57    | 0.07%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/MXN SETTLE 2025-11-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-52027.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.625000% 02/15/2034                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 19383000000 | PA      | $1183130.64   | 0.13%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: MXN/USD SETTLE 2025-10-23                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | MX        |           1 | NC      | $12075.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | TURKIYE GOVERNMENT BOND 26.200000% 10/05/2033                              | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |   211780000 | PA      | $4750221.66   | 0.50%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                             | REPUBLIC OF GHANA 5.000000% 07/03/2029                                     | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |     1887000 | PA      | $1834884.25   | 0.19%             | 2029-07-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/ZAR SETTLE 2025-11-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-358.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 09/23/2055            | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     2605000 | PA      | $2763252.37   | 0.29%             | 2055-09-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Uzbek Industrial and Construction Bank Joint-Stock Commerical Bank                            | UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB 21.000000% 07/24/2027           | CUSIP: N/A<br>LEI: 213800C2NIFPFTXYIU69       | Long             | DBT              | NUSS              | UZ        | 10220000000 | PA      | $872108.53    | 0.09%             | 2027-07-24      | Fixed         | 21.00%                | No            |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                                                | FX Forward Contract: BRL/USD SETTLE 2025-12-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |           1 | NC      | $1430.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republique du Senegal                                                                         | REPUBLIC OF SENEGAL 6.250000% 05/23/2033                                   | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      654000 | PA      | $472136.62    | 0.05%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                                    | REPUBLIC OF SRI LANKA 3.600000% 05/15/2036                                 | CUSIP: Y1237TAC6<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      238351 | PA      | $210344.76    | 0.02%             | 2036-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | US TREASURY N/B 3.125000% 08/31/2029                                       | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |     3500000 | PA      | $3428359.38   | 0.36%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.500000% 06/15/2035                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  4700000000 | PA      | $303544.13    | 0.03%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VEB FINANCE PUBLIC LIMITED COMPANY                                                            | VEB FINANCE 6.8% 11/22/2025                                                | CUSIP: N/A<br>LEI: 635400KYY8E2NCZXJ191       | Long             | DBT              | NUSS              | RU        |      580000 | PA      | $17693.45     | 0.00%             | 2025-11-22      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Estado Plurinacional de Bolivia                                                               | BOLIVIA GOVERNMENT 4.500000% 03/20/2028                                    | CUSIP: P37878AC2<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |      600000 | PA      | $463860.00    | 0.05%             | 2028-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                                   | REPUBLIC OF NIGERIA 9.625000% 06/09/2031                                   | CUSIP: V6713EAP5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     2053000 | PA      | $2210259.41   | 0.23%             | 2031-06-09      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | REPUBLIC OF POLAND 5.375000% 02/12/2035                                    | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3300000 | PA      | $3423990.31   | 0.36%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Latvijas Republika                                                                            | LATVIA GOVERNMENT INTERNATIONAL BOND MTN 5.125000% 07/30/2034              | CUSIP: N/A<br>LEI: 25490002QDEB2KTLNK39       | Long             | DBT              | NUSS              | LV        |      600000 | PA      | $616973.28    | 0.07%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 4.000000% 07/09/2046                                 | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |      229091 | PA      | $137661.81    | 0.01%             | 2046-07-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                                              | EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT MTN 21.000000% 07/21/2026   | CUSIP: G315GTB60<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   350000000 | PA      | $236847.88    | 0.03%             | 2026-07-21      | Fixed         | 21.00%                | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 8.750000% 01/31/2044                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    84000000 | PA      | $4233247.74   | 0.45%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| THE PAKISTAN GLOBAL SUKUK PROGRAMME COMPANY LIMITED                                           | PAKISTAN GLOBAL SUKUK PROGRAMME CO LTD/THE MTN 7.950000% 01/31/2029        | CUSIP: N/A<br>LEI: 213800X5OY6CVYNY1M70       | Long             | DBT              | NUSS              | PK        |     1530000 | PA      | $1550450.09   | 0.16%             | 2029-01-31      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/IDR SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-3253.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USD P/PLN C                                                                                   | USD P/PLN C EXPIRATION: 12/02/2025                                         | CUSIP: USPLP98C1<br>LEI: N/A                  | N/A              | DFE              |  | US        |     7300000 | NC      | $120041.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY GOVERNMENT BOND 4.500000% 03/23/2028                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   900000000 | PA      | $2599824.03   | 0.28%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.500000% 04/15/2040                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 24411000000 | PA      | $1555624.48   | 0.16%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/ZAR SETTLE 2025-10-24                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-40165.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: ILS/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | IL        |           1 | NC      | $23231.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Costa Rica                                                                       | COSTA RICA GOVERNMENT 6.550000% 04/03/2034                                 | CUSIP: P3699PGM3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      400000 | PA      | $428261.91    | 0.05%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| USD P/INR C                                                                                   | USD P/INR C EXPIRATION: 05/06/2026                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   -11100000 | NC      | $-9087.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MEXICAN PESO                                                                                  | FX Forward Contract: MXN/USD SETTLE 2025-11-10                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $3664.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBB INTERNATIONAL SUKUK PROGRAMME COMPANY W.L.L                                               | CBB INTERNATIONAL SUKUK PROGRAMME CO WLL 144A 6.250000% 07/07/2033         | CUSIP: 124808AB2<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |      435000 | PA      | $452621.78    | 0.05%             | 2033-07-07      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                                            | KINGDOM OF BAHRAIN 6.000000% 09/19/2044                                    | CUSIP: N/A<br>LEI: 54930065PJIB53WWMP12       | Long             | DBT              | NUSS              | BH        |     1030000 | PA      | $938701.51    | 0.10%             | 2044-09-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                                                   | EXPORT-IMPORT BANK OF INDIA MTN 2.250000% 01/13/2031                       | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     1294000 | PA      | $1159255.07   | 0.12%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                                   | REPUBLIC OF NIGERIA 7.625000% 11/21/2025                                   | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     1682000 | PA      | $1683927.59   | 0.18%             | 2025-11-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                                                            | REPUBLIC OF CHILE 2.550000% 07/27/2033                                     | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     2157000 | PA      | $1852108.05   | 0.20%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | TURKIYE GOVERNMENT BOND 27.700000% 09/27/2034                              | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    25678000 | PA      | $589141.83    | 0.06%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 8.375000% 04/15/2039                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 17819000000 | PA      | $1217979.17   | 0.13%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 8.375000% 03/15/2034                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 15107000000 | PA      | $1028907.72   | 0.11%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT GOVERNMENT BOND 25.318000% 08/13/2027                                | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    56700000 | PA      | $1197573.21   | 0.13%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: CZK/EUR SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |           1 | NC      | $25297.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | BONOS DE TESORERIA 5.350000% 08/12/2040                                    | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     2208000 | PA      | $563999.87    | 0.06%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA 5.125000% 06/15/2048                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      830000 | PA      | $666705.24    | 0.07%             | 2048-06-15      | Fixed         | 5.12%                 | 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        |     3376312 | PA      | $3356279.31   | 0.36%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                       | CORP NACIONAL DEL COBRE DE CHILE 144A 6.780000% 01/13/2055                 | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |      973000 | PA      | $1043834.40   | 0.11%             | 2055-01-13      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: PLN/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | PA        |           1 | NC      | $-100.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                       | BRK: GOLDMAN SACHS REC: 13.3125% FIXED                                     | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | BR        |    16706119 | NC      | $16999.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                                                         | FX Forward Contract: CNY/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $331.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA 7.500000% 02/10/2037                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2480000 | PA      | $2661505.52   | 0.28%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 11.000000% 08/22/2029                                 | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 21000000000 | PA      | $5413859.49   | 0.57%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/PEN SETTLE 2025-10-03                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-29026.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                                   | REPUBLIC OF PHILIPPINES 2.650000% 12/10/2045                               | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1145000 | PA      | $771435.71    | 0.08%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Mong Duong Finance Holdings B.V.                                                              | MONG DUONG FINANCE HOLDINGS BV 144A 5.125000% 05/07/2029                   | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | NUSS              | VN        |      796181 | PA      | $787465.11    | 0.08%             | 2029-05-07      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                                                            | REPUBLIC OF VENEZUELA 11.950000 08/05/2031                                 | CUSIP: P17625AD9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     6990000 | PA      | $1660824.00   | 0.18%             | 2031-08-05      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/PEN SETTLE 2025-10-03                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-1563.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 7.000000% 03/26/2031                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   951800000 | PA      | $202172.71    | 0.02%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| The Hashemite Kingdom of Jordan                                                               | KINGDOM OF JORDAN 7.500000% 01/13/2029                                     | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      278000 | PA      | $290030.14    | 0.03%             | 2029-01-13      | Fixed         | 7.50%                 | 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        |     2311000 | PA      | $516046.30    | 0.05%             | 2022-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Republiek Suriname                                                                            | REPUBLIC OF SURINAME INT 7.950000% 07/15/2033                              | CUSIP: P68788AC5<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     1466213 | PA      | $1455216.42   | 0.15%             | 2033-07-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/RON SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1304.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                                                        | REPUBLIC OF GUATEMALA 6.125000% 06/01/2050                                 | CUSIP: P5015VAJ5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1615000 | PA      | $1558063.01   | 0.17%             | 2050-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                                    | REPUBLIC OF SRI LANKA 3.600000% 06/15/2035                                 | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      686547 | PA      | $500451.92    | 0.05%             | 2035-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EDO Sukuk Limited                                                                             | EDO SUKUK LTD 144A 5.662000% 07/03/2031                                    | CUSIP: 28135J2B2<br>LEI: 5493000LZIE4T625R469 | Long             | DBT              | NUSS              | OM        |      978000 | PA      | $1026017.84   | 0.11%             | 2031-07-03      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 4.893000% 06/08/2038                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     6517000 | PA      | $1746177.20   | 0.19%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.500000% 07/15/2030                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 74800000000 | PA      | $4672699.67   | 0.50%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                                                            | REPUBLIC OF VENEZUELA VARIABLE RATE 10/13/2019                             | CUSIP: P97475AN0<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     2272000 | PA      | $420547.20    | 0.04%             | 2029-10-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                           | THAILAND GOVERNMENT BOND 2.800000% 06/17/2034                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    28924000 | PA      | $991248.92    | 0.11%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/ZAR SETTLE 2026-02-04                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-8351.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                       | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 5.000000% 01/18/2053               | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     5350000 | PA      | $4837362.73   | 0.51%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                                                  | FX Forward Contract: RON/EUR SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |           1 | NC      | $4208.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi                                                                          | ABU DHABI GOVT INT'L 3.125000% 09/30/2049                                  | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |     1300000 | PA      | $943030.45    | 0.10%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                                                            | BONOS TESORERIA PESOS 5.000000% 03/01/2035                                 | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  1100000000 | PA      | $1096677.16   | 0.12%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/PLN SETTLE 2025-12-04                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-35704.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USD P/HUF C                                                                                   | USD P/HUF C EXPIRATION: 12/05/2025                                         | CUSIP: USHUP98C2<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -9490000 | NC      | $-34431.59    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT 0.000000% 02/01/2030                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      205333 | PA      | $107793.29    | 0.01%             | 2030-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republica de Panama                                                                           | REPUBLIC OF PANAMA 2.252000% 09/29/2032                                    | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     3246000 | PA      | $2623417.20   | 0.28%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                         | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 6.750000% 07/13/2029    | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | XX        |   182600000 | PA      | $2057887.41   | 0.22%             | 2029-07-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                                     | BRK - JPMORGAN CHASE BANK PAY - CHINA FIXING REPO RATES 7 DAY              | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DIR              |  | CN        |    64070000 | NC      | $-75967.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: UZS/USD SETTLE 2025-11-06                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $69176.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                                                        | REPUBLIC OF GUATEMALA 6.875000% 08/15/2055                                 | CUSIP: P5015VAV8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $209500.00    | 0.02%             | 2055-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: HUF/USD SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | HU        |           1 | NC      | $32997.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                       | BRK:GOLDMAN SACHE PAY:TTHORON                                              | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | TH        |    45000000 | NC      | $36889.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                             | REPUBLIC OF GHANA ZERO COUPON 07/03/2026                                   | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      131392 | PA      | $126794.18    | 0.01%             | 2026-07-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 5.750000% 09/30/2049                              | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     4730000 | PA      | $3782533.56   | 0.40%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.733000% 06/15/2028                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     9000000 | PA      | $2170789.50   | 0.23%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                       | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 01/16/2030               | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     2325000 | PA      | $2370717.52   | 0.25%             | 2030-01-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia III                               | PERUSAHAAN PENERBIT SBSN INDONESIA III 144A 4.550000% 07/23/2030           | CUSIP: 71567WAA3<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |     4497000 | PA      | $4523770.10   | 0.48%             | 2030-07-23      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| ACWA POWER MANAGEMENT AND INVESTMENTS ONE LTD                                                 | ACWA POWER MANAGEMENT AND INVESTMENTS ONE LTD 5.950000% 12/15/2039         | CUSIP: M00020AA1<br>LEI: 635400M3OWQGQBZOYO38 | Long             | DBT              | NUSS              | SA        |      941460 | PA      | $954800.21    | 0.10%             | 2039-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEX BONOS DESARR FIX RT 8.000000% 07/31/2053                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   103000000 | PA      | $4885343.52   | 0.52%             | 2053-07-31      | Fixed         | 8.00%                 | 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        |     2628000 | PA      | $2101585.24   | 0.22%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT 4.500000% 02/01/2035                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       77000 | PA      | $42511.13     | 0.00%             | 2035-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| USD P/CLP C                                                                                   | USD P/CLP C EXPIRATION: 01/15/2026                                         | CUSIP: USCLP9807<br>LEI: N/A                  | N/A              | DFE              |  | US        |   -10500000 | NC      | $-60353.14    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Banco Central del Uruguay                                                                     | URU MONETARY REG BILL ZERO COUPON 10/02/2026                               | CUSIP: YK1274801<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |    11000000 | PA      | $255357.82    | 0.03%             | 2026-10-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 3.000000% 07/09/2041                                 | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |      406000 | PA      | $229872.64    | 0.02%             | 2041-07-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | NOTA DO TESOURO NACIONAL 10.000000% 01/01/2029                             | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    33544000 | PA      | $5787317.08   | 0.61%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ADANI RENEWABLE ENERGY (RJ) LIMITED                                                           | ADANI RENEWABLE ENERGY RJ LTD/KODANGAL SOLAR PARKS 4.625000% 10/15/2039    | CUSIP: N/A<br>LEI: 335800DKCLYHG21PBG55       | Long             | DBT              | NUSS              | IN        |      626250 | PA      | $533835.73    | 0.06%             | 2039-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                                                         | REPUBLIC OF ECUADOR 6.900000% 07/31/2030                                   | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     2791510 | PA      | $2519337.78   | 0.27%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                                                         | REPUBLIC OF ECUADOR 6.900000% 07/31/2035                                   | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     2930449 | PA      | $2209265.50   | 0.23%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                                                 | FX Forward Contract: USD/COP SETTLE 2025-11-14                             | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |           1 | NC      | $-21318.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA 5.750000% 03/24/2035                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     3540000 | PA      | $3408480.08   | 0.36%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: INR/USD SETTLE 2025-10-24                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | IN        |           1 | NC      | $-3881.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 7.100000% 07/31/2034                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     9340000 | PA      | $2126754.19   | 0.23%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/MXN SETTLE 2025-11-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-156528.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/INR SETTLE 2026-05-08                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $200.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Lebanon                                                                           | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 7.000000% 03/20/2028             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      164000 | PA      | $36825.38     | 0.00%             | 2028-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/ZAR SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-4116.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                  | FX Forward Contract: MXN/USD SETTLE 2025-11-10                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $226.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 8.750000% 02/28/2048                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   129566674 | PA      | $6478635.15   | 0.69%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                       | BRK: JPM PAY: USD - SECURED OVERNIGHT FINANCING RATE                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               |  | ZM        |    11200000 | NC      | $-12073.07    | -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        |     2891733 | PA      | $464123.15    | 0.05%             | 2025-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PERU LNG S.R.L.                                                                               | PERU LNG SRL 5.375000% 03/22/2030                                          | CUSIP: P7721BAE1<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | NUSS              | PE        |      975130 | PA      | $935587.31    | 0.10%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 8.250000% 03/31/2032                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    35662796 | PA      | $2039170.44   | 0.22%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 8.000000% 01/31/2030                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    91400000 | PA      | $5316087.03   | 0.56%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT 4.500000% 02/01/2034                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      525800 | PA      | $296002.88    | 0.03%             | 2034-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT GOVERNMENT BOND 25.318000% 08/13/2027                                | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    90100000 | PA      | $1903021.98   | 0.20%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                       | BRK: JPM PAY ID: KWCDC                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              |  | KR        |  1734000000 | NC      | $-3544.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/IDR SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-55.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                                   | NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 6.125000% 09/28/2028             | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      930000 | PA      | $911668.51    | 0.10%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                              | BRASKEM NETHERLANDS FINANCE BV 8.000000% 10/15/2034                        | CUSIP: N15516AJ1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | NUSS              | BR        |     2840000 | PA      | $1060740.00   | 0.11%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| USD P/ZAR C                                                                                   | USD P/ZAR C EXPIRATION: 12/19/2025                                         | CUSIP: USZAP98J7<br>LEI: N/A                  | N/A              | DFE              |  | US        |   -18300000 | NC      | $-36993.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Lebanon                                                                           | LEBANON GOVERNMENT INTERNATIONAL BOND MTN 6.400000% 05/26/2023             | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     2649000 | PA      | $593508.45    | 0.06%             | 2023-05-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Delphos Securities SARL                                                                       | DELPHOS SECURITIES SARL - COMPARTMENT BERNINA MTN 7.625000% 04/08/2035     | CUSIP: YQ7981877<br>LEI: 2138009URW4RUTSQ7O74 | Long             | DBT              | NUSS              | LU        |     1500000 | PA      | $1744254.05   | 0.18%             | 2035-04-08      | Fixed         | 7.62%                 | 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        |    40730994 | PA      | $2315717.65   | 0.25%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                                   | BRK: BNP PARIBAS SA PAY: 2.2% FIXED                                        | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DIR              |  | XX        |     4500000 | NC      | $200064.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/PEN SETTLE 2025-11-12                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-10145.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                        | ASIAN DEVELOPMENT BANK MTN 10.100000% 01/23/2026                           | CUSIP: YW1840126<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  3116000000 | PA      | $794114.43    | 0.08%             | 2026-01-23      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | REPUBLIC OF PERU 6.200000% 06/30/2055                                      | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      869000 | PA      | $903151.70    | 0.10%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EUR P/HUF C                                                                                   | EUR P/HUF C EXPIRATION: 04/30/2026                                         | CUSIP: EUHUP98Z9<br>LEI: N/A                  | N/A              | DFE              |  | US        |      180000 | NC      | $31575.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republica de Guatemala                                                                        | REPUBLIC OF GUATEMALA 4.500000% 05/03/2026                                 | CUSIP: P5015VAF3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      750000 | PA      | $746255.89    | 0.08%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                           | Credit Default Swap                                                        | CUSIP: CDS98K986<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |     4800000 | NC      | $-52529.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/BRL SETTLE 2025-12-08                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-54394.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: IDR/USD SETTLE 2025-10-24                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | ID        |           1 | NC      | $154.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/HUF SETTLE 2026-04-01                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6753.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi                                                                          | ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 1.700000% 03/02/2031           | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |     1315000 | PA      | $1174468.21   | 0.12%             | 2031-03-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                                   | NIGERIA OMO BILL ZERO COUPON 12/09/2025                                    | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |  2640000000 | PA      | $1719081.44   | 0.18%             | 2025-12-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                                                            | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 4.700000% 09/01/2030    | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  2300000000 | PA      | $2326620.39   | 0.25%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2025-12-11                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $-26.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                  | FX Forward Contract: MXN/USD SETTLE 2025-11-10                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $1732.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                                                  | FX Forward Contract: PLN/USD SETTLE 2025-11-10                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |           1 | NC      | $1532.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: PHP/USD SETTLE 2025-11-03                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | PH        |           1 | NC      | $-23696.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: COP/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | CO        |           1 | NC      | $-1947.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                                    | FX Forward Contract: KRW/USD SETTLE 2025-11-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $-134641.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.757000% 05/22/2040                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     7500000 | PA      | $1787738.28   | 0.19%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| POLISH ZLOTY                                                                                  | FX Forward Contract: PLN/USD SETTLE 2025-11-10                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PA        |           1 | NC      | $-94.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: KZT/USD SETTLE 2025-10-03                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | RO        |           1 | NC      | $-10887.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                           | NIGERIA OMO BILL ZERO COUPON 12/02/2025                                    | CUSIP: YT8242265<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |  2551881000 | PA      | $1659965.73   | 0.18%             | 2025-12-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 4.696000% 10/15/2042                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     3303000 | PA      | $874896.95    | 0.09%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands B.V.                                                                       | SUZANO NETHERLANDS BV 5.500000% 01/15/2036                                 | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | NUSS              | BR        |      526000 | PA      | $526526.00    | 0.06%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| USD P/ILS C                                                                                   | USD P/ILS C EXPIRATION: 02/10/2026                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      920000 | NC      | $88969.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: UZS/USD SETTLE 2025-11-20                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $40775.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC                                                                            | NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC 7.125000% 07/19/2026           | CUSIP: N/A<br>LEI: 213800PUC1T9GI6EIO63       | Long             | DBT              | NUSS              | UA        |      505928 | PA      | $517361.28    | 0.05%             | 2026-07-19      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | REPUBLIC OF PERU 5.500000% 03/30/2036                                      | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1906000 | PA      | $1941737.50   | 0.21%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | REPUBLIC OF POLAND 5.125000% 09/18/2034                                    | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3750000 | PA      | $3833186.89   | 0.41%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-59917.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/RON SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6710.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingston Airport Revenue Finance Limited                                                      | KINGSTON AIRPORT REVENUE FINANCE LTD 144A 6.750000% 12/15/2036             | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | NUSS              | JM        |     1145000 | PA      | $1172480.00   | 0.12%             | 2036-12-15      | Fixed         | 6.75%                 | Yes           |                  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        |    50000000 | PA      | $2761952.82   | 0.29%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 7.500000% 07/27/2033                               | CUSIP: X5S007RF6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1565000 | PA      | $364679.70    | 0.04%             | 2033-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                           | PETROLEOS MEXICANOS 7.690000% 01/23/2050                                   | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    10840000 | PA      | $9855902.52   | 1.04%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY 5.500000% 03/26/2036                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     4400000 | PA      | $4433579.74   | 0.47%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Heritage Petroleum Company Limited                                                            | HERITAGE PETROLEUM CO LTD 9.000000% 08/12/2029                             | CUSIP: P5076HAA1<br>LEI: 25490055MYPABN06OA04 | Long             | DBT              | NUSS              | TT        |      500000 | PA      | $514375.00    | 0.05%             | 2029-08-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:FIXED 4.1127%                                    | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | US        |      950000 | NC      | $-29570.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:FIXED 9.55 %                                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | CO        |  2300000000 | NC      | $-14947.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Joint-stock company National Bank for Foreign Economic Activity of the Republic of Uzbekistan | TBC BANK GROUP PLC 20.00%                                                  | CUSIP: N/A<br>LEI: 253400TZJ7T1YULTGN68       | Long             | DBT              | NUSS              | UZ        | 20800000000 | PA      | $1775185.78   | 0.19%             | 2028-06-05      | Fixed         | 22.00%                | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/PHP SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $38991.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: KZT/USD SETTLE 2025-10-03                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | RO        |           1 | NC      | $-11971.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 9.000000% 01/31/2040                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    34079926 | PA      | $1807662.70   | 0.19%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                                                | BRK : CITI PAY: 1.40 FIXED                                                 | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              |  | TH        |    82000000 | NC      | $17341.64     | 0.00%             |  |  |  | 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        |     7110000 | PA      | $1592959.95   | 0.17%             | 2049-04-12      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI TURK ANONIM ORTAKLIGI                                                | TURKIYE VAKIFLAR BANKASI TAO 144A 8.195200% MATURITY: PERPETUAL            | CUSIP: 90015NAE3<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | NUSS              | TR        |      312000 | PA      | $311823.34    | 0.03%             | 2174-01-06      | Fixed         | 8.20%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co International                                                             | Credit Default Swap                                                        | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DCR              |  | US        |     1700000 | NC      | $110488.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.000000% 05/15/2027                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  4310000000 | PA      | $266338.09    | 0.03%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: TRY/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | TR        |           1 | NC      | $6632.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                  | FX Forward Contract: MXN/USD SETTLE 2025-10-01                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $4098.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/PEN SETTLE 2025-10-21                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-4027.63     | -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        |     1200000 | PA      | $295007.18    | 0.03%             | 2028-10-31      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                                                   | FX Forward Contract: INR/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |           1 | NC      | $-8254.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: HUF/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | HU        |           1 | NC      | $-9738.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: EUR/USD SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | XX        |           1 | NC      | $-8610.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | REPUBLIC OF INDONESIA 4.550000% 01/11/2028                                 | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      490000 | PA      | $494361.29    | 0.05%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA 4.000000% 02/14/2051                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      846000 | PA      | $563657.09    | 0.06%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/COP SETTLE 2025-10-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $320.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| People's Republic of China                                                                    | CHINA GOVT INTL BOND 1.250000% 10/26/2026                                  | CUSIP: Y5325QAE2<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      990000 | PA      | $965108.76    | 0.10%             | 2026-10-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                                                            | FX Forward Contract: ZAR/USD SETTLE 2025-11-10                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $246.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                                      | US 5YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -31 | NC      | $-3385054.69  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| KSA Ijarah Sukuk Limited                                                                      | KSA IJARAH SUKUK LTD 144A 4.875000% 09/09/2035                             | CUSIP: 50116FAB8<br>LEI: 558600OCHJOSSXHWLV71 | Long             | DBT              | NUSS              | SA        |     3463000 | PA      | $3482500.19   | 0.37%             | 2035-09-09      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Eastern European Electric Company B.V.                                                        | EASTERN EUROPEAN ELECTRIC CO BV 144A 6.500000% 05/15/2030                  | CUSIP: N/A<br>LEI: 8945004UQXDLRHI1KJ27       | Long             | DBT              | NUSS              | BG        |      250000 | PA      | $306767.00    | 0.03%             | 2030-05-15      | Fixed         | 6.50%                 | 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        |  1211900000 | PA      | $257420.79    | 0.03%             | 2031-03-26      | Fixed         | 7.00%                 | 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        |     4000000 | PA      | $228716.83    | 0.02%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/COP SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $2319.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                       | BRK- JPM REC- 5.7645                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              |  | IN        |   213700000 | NC      | $6280.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                                          | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE MTN 6.650000% 06/30/2033          | CUSIP: N/A<br>LEI: 25490065OSV2524LCR32       | Long             | DBT              | NUSS              | XX        |    82000000 | PA      | $911358.17    | 0.10%             | 2033-06-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 4.125000% 07/09/2046                                 | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     4707818 | PA      | $2447830.06   | 0.26%             | 2046-07-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT DEVELOPMENT LIMITED                                                  | PORT OF SPAIN WATERFRONT DEVELOPMENT 7.875000% 02/19/2040                  | CUSIP: P7S30QAA2<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     1353333 | PA      | $1373633.32   | 0.15%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: TRY/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | TR        |           1 | NC      | $11434.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/ZAR SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-12337.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republique du Benin                                                                           | BENIN GOVERNMENT INTERNATIONAL BOND 144A 8.375000% 01/23/2041              | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      331000 | PA      | $346257.96    | 0.04%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                              | BRK- SOCIETE GENERALE REC- 4.0405                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | N/A              | DIR              |  | PL        |     6843184 | NC      | $-7763.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Tajikistan                                                                        | TAJIKISTAN INT BOND 7.125000% 09/14/2027                                   | CUSIP: N/A<br>LEI: 529900W1LSYUF3CYVU10       | Long             | DBT              | NUSS              | TJ        |      660000 | PA      | $656616.88    | 0.07%             | 2027-09-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | REPUBLIC OF PERU 5.500000% 03/30/2036                                      | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      420000 | PA      | $427875.00    | 0.05%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.500000% 02/15/2031                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 43565000000 | PA      | $2720322.51   | 0.29%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA REC:Fixed 1.3%                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | TH        |   150000000 | NC      | $32224.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of India                                                                             | INDIA GOVERNMENT BOND 7.360000% 09/12/2052                                 | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   190000000 | PA      | $2169768.92   | 0.23%             | 2052-09-12      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| USD P/HUF C                                                                                   | USD P/HUF C EXPIRATION: 11/14/2025                                         | CUSIP: USHUP9828<br>LEI: N/A                  | N/A              | DFE              |  | US        |      360000 | NC      | $38798.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.375000% 04/15/2032                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  3877000000 | PA      | $239017.69    | 0.03%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | US 10YR NOTE (CBT)DEC25 FINANCIAL COMMODITY FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -18 | NC      | $-2025000.00  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 7.750000% 09/18/2030                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  4633500000 | PA      | $1046066.55   | 0.11%             | 2030-09-18      | Fixed         | 7.75%                 | 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        |    26000000 | PA      | $5855513.19   | 0.62%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI                                            | HAZINE MUSTESARLIGI VARLIK KIRALAMA AS 144A 8.509100% 01/14/2029           | CUSIP: 421790AK2<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |     1373000 | PA      | $1496543.25   | 0.16%             | 2029-01-14      | Fixed         | 8.51%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT TREASURY BILL ZERO COUPON 12/30/2025                                 | CUSIP: YS2589879<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   141300000 | PA      | $2767003.57   | 0.29%             | 2025-12-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 8.750000% 02/28/2048                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    38990217 | PA      | $1949601.57   | 0.21%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:MIBOR                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | IN        |   800000000 | NC      | $24961.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY 6.000000% 09/26/2035                                               | CUSIP: X93622HA3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      814000 | PA      | $851484.86    | 0.09%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: HUF/USD SETTLE 2025-10-14                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | HU        |           1 | NC      | $22324.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE CUMHURIYETI ZIRAAT BANKASI ANONIM SIRKETI                                             | TC ZIRAAT BANKASI AS MTN 7.250000% 02/04/2030                              | CUSIP: N/A<br>LEI: 213800K5KTZFSUS8MR51       | Long             | DBT              | NUSS              | TR        |      225000 | PA      | $230491.40    | 0.02%             | 2030-02-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: EUR/RON SETTLE 2025-11-25                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-135543.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-81807.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Autopista Rio Magdalena, S.A.S.                                                               | PA AUTOPISTA RIO MAGDALENA 6.050000% 06/15/2036                            | CUSIP: P7400PAA6<br>LEI: 959800CRP6A5WS6VXE16 | Long             | DBT              | CORP              | CO        |  2298920992 | PA      | $509270.63    | 0.05%             | 2036-06-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 3.500000% 07/09/2041                                 | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1009000 | PA      | $484370.45    | 0.05%             | 2041-07-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                       | BRK: GOLDMAN PAY: 3.9% FIXED                                               | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | CZ        |    35000000 | NC      | $36823.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: EGP/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | EG        |           1 | NC      | $3604.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USD P/HUF C                                                                                   | USD P/HUF C EXPIRATION: 12/05/2025                                         | CUSIP: USHUP98Z5<br>LEI: N/A                  | N/A              | DFE              |  | US        |     7300000 | NC      | $70096.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | REPUBLIC OF INDONESIA 4.850000% 01/11/2033                                 | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1100000 | PA      | $1109526.37   | 0.12%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/INR SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1011.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                                   | NIGERIA OMO BILL ZERO COUPON 02/10/2026                                    | CUSIP: YR4820720<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   351600000 | PA      | $222833.82    | 0.02%             | 2026-02-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 4.065000% 06/15/2050                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    10317000 | PA      | $2504838.68   | 0.27%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | NIGERIA OMO BILL ZERO COUPON 03/17/2026                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NG        |  1394459000 | PA      | $857951.69    | 0.09%             | 2026-03-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: UYU/USD SETTLE 2026-03-16                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | XX        |           1 | NC      | $326.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of eSwatini                                                                           | ESWATINI GOVERNMENT BOND MTN 11.875000% 05/08/2027                         | CUSIP: ZB8853184<br>LEI: 2549002J8BB66THYB069 | Long             | DBT              | NUSS              | SZ        |     9000000 | PA      | $533264.74    | 0.06%             | 2027-05-08      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| State of Israel                                                                               | STATE OF ISRAEL 3.800000% 05/13/2060                                       | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |     1690000 | PA      | $1121251.35   | 0.12%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK URETIM ANONIM SIRKETI                                                   | ZORLU ENERJI ELEKTRIK URETIM AS 11.000000% 04/23/2030                      | CUSIP: N/A<br>LEI: 7890005B5CSNL39OYO75       | Long             | DBT              | NUSS              | TR        |     3980000 | PA      | $3659665.48   | 0.39%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| USD P/PLN C                                                                                   | USD P/PLN C EXPIRATION: 12/02/2025                                         | CUSIP: USPLP98D9<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -8030000 | NC      | $-42567.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republica de Angola                                                                           | REPUBLIC OF ANGOLA 9.375000% 05/08/2048                                    | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     1150000 | PA      | $985827.25    | 0.10%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | NIGERIA OMO BILL ZERO COUPON 04/14/2026                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NG        |  1168541000 | PA      | $708290.53    | 0.08%             | 2026-04-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/RON SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-5194.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT 4.500000% 02/01/2036                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      591784 | PA      | $322079.03    | 0.03%             | 2036-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/MXN SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-724.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republika Crna Gora                                                                           | REPUBLIC OF MONTENEGRO 7.250000% 03/12/2031                                | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |      300000 | PA      | $319966.77    | 0.03%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT TREASURY BILL ZERO COUPON 10/14/2025                                 | CUSIP: YU4171333<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     4100000 | PA      | $84848.05     | 0.01%             | 2025-10-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EUR P/HUF C                                                                                   | EUR P/HUF C EXPIRATION: 05/21/2026                                         | CUSIP: EUHUP98T2<br>LEI: N/A                  | N/A              | DFE              |  | US        |      180000 | NC      | $22076.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/COP SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $13320.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AZERBAIJAN MANAT                                                                              | FX Forward Contract: AZN/USD SETTLE 2026-12-15                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AZ        |           1 | NC      | $7046.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mazoon Assets Company SAOC                                                                    | MAZOON ASSETS CO SAOC 144A 5.250000% 10/09/2031                            | CUSIP: 57886LAD4<br>LEI: 6354003TDIRN5Y6LJP91 | Long             | DBT              | NUSS              | OM        |      785000 | PA      | $799421.24    | 0.08%             | 2031-10-09      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| EUR P/HUF C                                                                                   | EUR P/HUF C EXPIRATION: 05/07/2026                                         | CUSIP: EUHUP9813<br>LEI: N/A                  | N/A              | DFE              |  | US        |      180000 | NC      | $12429.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: COP/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | CO        |           1 | NC      | $-11352.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                             | OMAN GOV INTERNTL BOND 6.750000% 10/28/2027                                | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     2300000 | PA      | $2402909.82   | 0.25%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                                  | FX Forward Contract: JPY/USD SETTLE 2025-10-14                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |           1 | NC      | $-2711.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2025-12-11                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $-1147.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                                     | Credit Default Swap                                                        | CUSIP: CDS98WLW0<br>LEI: 984500653R409CC5AB28 | N/A              | DCR              |  | US        |      300000 | NC      | $-3738.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/PLN SETTLE 2025-12-15                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-255.99      | -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        |     1573000 | PA      | $1507565.19   | 0.16%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: UZS/USD SETTLE 2025-11-13                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $23569.38     | 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        |    50000000 | PA      | $2657548.07   | 0.28%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MEXICAN PESO                                                                                  | FX Forward Contract: MXN/USD SETTLE 2025-10-20                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MX        |           1 | NC      | $320.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 6.750000% 04/25/2035                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       55000 | PA      | $12249.56     | 0.00%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/CLP SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-791.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USD P/CLP C                                                                                   | USD P/CLP C EXPIRATION: 01/15/2026                                         | CUSIP: USCLP98N9<br>LEI: N/A                  | N/A              | DFE              |  | US        |     7000000 | NC      | $80945.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 7.950000% 11/19/2054                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     1386000 | PA      | $1407893.33   | 0.15%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                                 | BRK- HSBC REC-13.28                                                        | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DIR              |  | BR        |    77900000 | NC      | $-2796.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: PHP/USD SETTLE 2025-12-01                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | PH        |           1 | NC      | $-8504.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                                            | BAHRAIN GOVERNMENT INTERNATIONAL BOND MTN 6.250000% 01/25/2051             | CUSIP: N/A<br>LEI: 54930065PJIB53WWMP12       | Long             | DBT              | NUSS              | BH        |     4550000 | PA      | $4160382.32   | 0.44%             | 2051-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY 5.500000% 03/26/2036                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      250000 | PA      | $251907.94    | 0.03%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 5.375000% 09/26/2030            | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1123000 | PA      | $1155249.39   | 0.12%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/PLN SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $295.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                                   | PHILIPPINE GOVERNMENT 6.250000% 02/28/2029                                 | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |   125000000 | PA      | $2179402.36   | 0.23%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | BONTE 29.500000% 05/30/2030                                                | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |   940000000 | PA      | $528540.26    | 0.06%             | 2030-05-30      | Fixed         | 29.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                                           | NIGERIA OMO BILL ZERO COUPON 01/06/2026                                    | CUSIP: YS4495844<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |  3968501000 | PA      | $2535916.16   | 0.27%             | 2026-01-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 7.000000% 03/26/2031                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 15000000000 | PA      | $3186163.76   | 0.34%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia                                                                           | REPUBLIC OF ARMENIA 3.600000% 02/02/2031                                   | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | DBT              | NUSS              | AM        |     1002000 | PA      | $900089.90    | 0.10%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: HUF/USD SETTLE 2025-10-27                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | HU        |           1 | NC      | $31514.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT TREASURY BILL ZERO COUPON 12/09/2025                                 | CUSIP: YT7544877<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    23000000 | PA      | $457000.29    | 0.05%             | 2025-12-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | NOTA DO TESOURO NACIONAL 6.000000% 05/15/2035                              | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |      364000 | PA      | $279517.54    | 0.03%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                                                              | FX Forward Contract: IDR/USD SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |           1 | NC      | $-1574.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 8.250000% 05/15/2029                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  7110000000 | PA      | $466533.75    | 0.05%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRK : TDSEC                                                                                   | BRK : TDSEC REC : 8.89                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |   473064193 | NC      | $561554.47    | 0.06%             |  |  |  | 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        |  4489000000 | PA      | $276747.59    | 0.03%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                               | INTER-AMERICAN DEVELOPMENT BANK MTN 7.000000% 08/08/2033                   | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | NUSS              | XX        |   224000000 | PA      | $2555300.05   | 0.27%             | 2033-08-08      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2025-10-28                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $7313.31      | 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        |    73000000 | PA      | $2317225.60   | 0.25%             | 2040-04-24      | Fixed         | 1.50%                 | 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        |      731000 | PA      | $583839.44    | 0.06%             | 2026-11-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| USD P/CZK C                                                                                   | USD P/CZK C EXPIRATION: 12/17/2025                                         | CUSIP: USCZP98K2<br>LEI: N/A                  | N/A              | DFE              |  | US        |     7000000 | NC      | $36623.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                       | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 3.750000% 01/21/2055               | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      870000 | PA      | $626868.01    | 0.07%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.828000% 07/05/2034                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    16001000 | PA      | $3901442.94   | 0.41%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                             | REPUBLIC OF GHANA ZERO COUPON 01/03/2030                                   | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      271737 | PA      | $232502.49    | 0.02%             | 2030-01-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                                   | REPUBLIC OF PHILIPPINES 2.950000% 05/05/2045                               | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      700000 | PA      | $501283.82    | 0.05%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: UZS/USD SETTLE 2026-01-21                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $48044.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: PEN/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | PE        |           1 | NC      | $2839.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                           | Credit Default Swap                                                        | CUSIP: CDS98YJ30<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |      600000 | NC      | $18207.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                             | REPUBLIC OF GHANA ZERO COUPON 07/03/2026                                   | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |     1047356 | PA      | $1010706.09   | 0.11%             | 2026-07-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: ZAR/USD SETTLE 2025-10-24                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | ZA        |           1 | NC      | $3972.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                                                             | INTERNATIONAL FINANCE CORP MTN ZERO COUPON 08/16/2028                      | CUSIP: U4R8434C3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        | 16480000000 | PA      | $3227471.51   | 0.34%             | 2028-08-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 8.500000% 01/31/2037                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    29296602 | PA      | $1562262.52   | 0.17%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a r.l.                                                         | CHILE ELECTRICITY LUX MPC II SARL 5.580000% 10/20/2035                     | CUSIP: L1567LAA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |      391002 | PA      | $403818.42    | 0.04%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-2213.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                                                         | REPUBLIC OF ECUADOR ZERO COUPON 07/31/2030                                 | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      739968 | PA      | $573475.20    | 0.06%             | 2030-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/PEN SETTLE 2025-10-20                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-23680.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                                   | BRK: BNP PARIBAS PAY ID: CETIP                                             | CUSIP: N/A<br>LEI: 74KKBLHM4AWY05GPNY79       | N/A              | DIR              |  | BR        |    39002176 | NC      | $453665.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINESE YUAN RENMINBI                                                                         | FX Forward Contract: CNY/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CN        |           1 | NC      | $1973.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: CNY/USD SETTLE 2025-12-08                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | CN        |           1 | NC      | $36941.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: TRY/USD SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | TR        |           1 | NC      | $16640.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 11.750000% 01/24/2035                                 | CUSIP: YM8536158<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 10000000000 | PA      | $2542810.86   | 0.27%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: PHP/USD SETTLE 2025-11-03                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | PH        |           1 | NC      | $-23359.73    | -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        |    55340300 | PA      | $2941390.15   | 0.31%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi                                                                          | ABU DHABI GOVT INT'L 3.125000% 09/30/2049                                  | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |     2124000 | PA      | $1540766.68   | 0.16%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: EUR/HUF SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-9697.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Chile                                                                            | REPUBLIC OF CHILE 3.100000% 05/07/2041                                     | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      500000 | PA      | $380050.00    | 0.04%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia                                                                           | REPUBLIC OF ARMENIA 6.750000% 03/12/2035                                   | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | DBT              | NUSS              | AM        |      600000 | PA      | $611922.14    | 0.06%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT INTERNATIONAL BOND 144A 4.500000% 02/01/2035            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1825000 | PA      | $1007638.07   | 0.11%             | 2035-02-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: TRY/USD SETTLE 2025-10-09                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | TR        |           1 | NC      | $144848.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEON CAPITAL LIMITED                                                                          | NEON CAPITAL LTD/KY MTN VARIABLE RATE 01/06/2028                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KY        |   102098822 | PA      | $671003.26    | 0.07%             | 2028-01-06      | Floating      | 0.00%                 | 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        |     1536000 | PA      | $1464404.03   | 0.16%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/TRY SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-11462.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Uzbek Industrial and Construction Bank Joint-Stock Commerical Bank                            | UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB 8.950000% 07/24/2029            | CUSIP: N/A<br>LEI: 213800C2NIFPFTXYIU69       | Long             | DBT              | NUSS              | UZ        |      800000 | PA      | $866499.70    | 0.09%             | 2029-07-24      | Fixed         | 8.95%                 | 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        |      433812 | PA      | $348382.39    | 0.04%             | 2030-07-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.125000% 08/15/2045                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 17247000000 | PA      | $1065050.12   | 0.11%             | 2045-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP                                                                                     | FX Forward Contract: THB/USD SETTLE 2025-11-14                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TH        |           1 | NC      | $-12666.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | NOTA DO TESOURO NACIONAL 10.000000% 01/01/2031                             | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    22458000 | PA      | $3690427.70   | 0.39%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PETRONAS Capital Limited                                                                      | PETRONAS CAPITAL LTD MTN 5.848000% 04/03/2055                              | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | NUSS              | MY        |     1833000 | PA      | $1940505.47   | 0.21%             | 2055-04-03      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Banco Central de la Republica Dominicana                                                      | DOM REP CB NOTES 9.000000% 12/11/2026                                      | CUSIP: ZF1425031<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |    71730000 | PA      | $1125647.25   | 0.12%             | 2026-12-11      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                                                         | REPUBLIC OF ECUADOR 5.000000% 07/31/2040                                   | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     2385988 | PA      | $1583818.83   | 0.17%             | 2040-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/HUF SETTLE 2025-10-27                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-15544.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: EGP/USD SETTLE 2026-03-18                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | EG        |           1 | NC      | $6704.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/JPY SETTLE 2026-07-01                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $32501.87     | 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        |     6910000 | PA      | $1243800.00   | 0.13%             | 2035-05-17      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $57752.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/ARS SETTLE 2025-10-21                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $10505.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republique du Senegal                                                                         | REPUBLIC OF SENEGAL 4.750000% 03/13/2028                                   | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      250000 | PA      | $254902.70    | 0.03%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.875000% 04/15/2029                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 15932000000 | PA      | $1001870.77   | 0.11%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 8.250000% 06/15/2032                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 11041000000 | PA      | $739140.79    | 0.08%             | 2032-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: ARS/USD SETTLE 2025-10-21                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AR        |           1 | NC      | $-355813.68   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                                                         | REPUBLIC OF ECUADOR 6.900000% 07/31/2035                                   | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     4040000 | PA      | $3045756.00   | 0.32%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.500000% 08/15/2032                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 12336000000 | PA      | $797439.31    | 0.08%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-10277.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                           | THAILAND GOVERNMENT BOND 3.300000% 06/17/2038                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    69684000 | PA      | $2553509.68   | 0.27%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2025-10-28                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $4833.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/ZAR SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-39100.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | REPUBLIC OF POLAND 4.875000% 02/12/2030                                    | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2213000 | PA      | $2277462.03   | 0.24%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | Credit Default Swap                                                        | CUSIP: CDS98SRT7<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |      900000 | NC      | $-11214.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                           | THAILAND GOVERNMENT BOND 3.350000% 06/17/2033                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    64763000 | PA      | $2287751.65   | 0.24%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/UZS SETTLE 2025-11-13                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-6697.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan                                                                        | REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND 144A 16.250000% 10/12/2026       | CUSIP: 91822QVW4<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  5740000000 | PA      | $488605.93    | 0.05%             | 2026-10-12      | Fixed         | 16.25%                | Yes           |                  2 | On Loan: No      |
| USD P/INR C                                                                                   | USD P/INR C EXPIRATION: 05/06/2026                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     7400000 | NC      | $34029.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Kenya                                                                             | REPUBLIC OF KENYA 8.250000% 02/28/2048                                     | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |     2751000 | PA      | $2483524.51   | 0.26%             | 2048-02-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| USD P/PLN C                                                                                   | USD P/PLN C EXPIRATION: 01/07/2026                                         | CUSIP: USPLP98E4<br>LEI: N/A                  | N/A              | DFE              |  | US        |     7000000 | NC      | $62854.19     | 0.01%             |  |  |  | No            |                  1 | 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        |     2493000 | PA      | $1835471.25   | 0.19%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 4.893000% 06/08/2038                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     9452000 | PA      | $2532586.60   | 0.27%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $71452.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                                    | REPUBLIC OF SRI LANKA 4.000000% 04/15/2028                                 | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      300217 | PA      | $286857.21    | 0.03%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Hashemite Kingdom of Jordan                                                               | KINGDOM OF JORDAN 7.375000% 10/10/2047                                     | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |     2400000 | PA      | $2295745.49   | 0.24%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                                                 | FX Forward Contract: USD/BRL SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |           1 | NC      | $-1684.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA CEDI                                                                                    | FX Forward Contract: GHS/USD SETTLE 2026-03-30                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GH        |           1 | NC      | $-1399.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of India                                                                             | INDIA GOVERNMENT BOND 7.300000% 06/19/2053                                 | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   425000000 | PA      | $4816549.39   | 0.51%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:FIXED 7.85%                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | MX        |    22000000 | NC      | $-6610.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                       | BRK : JPM REC : 3.6745                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              |  | CZ        |   133930000 | NC      | $-235381.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                                                            | REPUBLIC OF VENEZUELA 12.750000% 08/23/2022                                | CUSIP: P17625AC1<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     3710000 | PA      | $862946.00    | 0.09%             | 2022-08-23      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/EUR SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $902.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 6.250000% 03/31/2036                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    27391105 | PA      | $1257329.25   | 0.13%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA REC:FIXED 3.4 %                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | CZ        |    33000000 | NC      | $-37557.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 7.100000% 11/19/2036                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |      829000 | PA      | $864004.59    | 0.09%             | 2036-11-19      | Fixed         | 7.10%                 | 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        |      300000 | PA      | $317850.64    | 0.03%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                         | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 2.500000% 01/13/2031    | CUSIP: U4586HXK4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    22000000 | PA      | $3174870.93   | 0.34%             | 2031-01-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Commonwealth of The Bahamas                                                               | COMMONWEALTH OF BAHAMAS 8.950000% 10/15/2032                               | CUSIP: P06518AH0<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     3820000 | PA      | $4230841.00   | 0.45%             | 2032-10-15      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| The Hashemite Kingdom of Jordan                                                               | JORDAN GOVERNMENT INTERNATIONAL BOND 144A 7.500000% 01/13/2029             | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      821000 | PA      | $856452.87    | 0.09%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 9.000000% 03/15/2029                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 31550000000 | PA      | $2110565.32   | 0.22%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Banco Central del Uruguay                                                                     | URU MONETARY REG BILL ZERO COUPON 10/08/2025                               | CUSIP: P08097NB2<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |    71700000 | PA      | $1795643.04   | 0.19%             | 2025-10-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | REPUBLIC OF POLAND 5.500000% 03/18/2054                                    | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1561000 | PA      | $1509197.53   | 0.16%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                       | BRK : GOLDMAN SACHS & CO. REC : FIXED 4.07%                                | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | US        |     1802000 | NC      | $51850.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | UNITED MEXICAN STATES 5.625000% 09/22/2035                                 | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2000000 | PA      | $1990120.00   | 0.21%             | 2035-09-22      | Fixed         | 5.62%                 | 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        |     6127000 | PA      | $4511003.75   | 0.48%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EUR P/HUF C                                                                                   | EUR P/HUF C EXPIRATION: 05/07/2026                                         | CUSIP: EUHUP9839<br>LEI: N/A                  | N/A              | DFE              |  | US        |      180000 | NC      | $32536.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | TURKIYE GOVERNMENT BOND 37.840000% 07/14/2027                              | CUSIP: M8T85VSW8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    50000000 | PA      | $1219911.98   | 0.13%             | 2027-07-14      | Fixed         | 37.84%                | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | NOTA DO TESOURO NACIONAL 6.000000% 05/15/2035                              | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     2800000 | PA      | $2150134.93   | 0.23%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | NOTA DO TESOURO NACIONAL 10.000000% 01/01/2035                             | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    18806000 | PA      | $2889578.95   | 0.31%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| INDONESIA RUPIAH                                                                              | FX Forward Contract: IDR/USD SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ID        |           1 | NC      | $2538.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 13.250000% 02/09/2033                                 | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   671100000 | PA      | $185114.55    | 0.02%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/PEN SETTLE 2025-10-21                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-102655.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republique du Senegal                                                                         | REPUBLIC OF SENEGAL 7.750000% 06/10/2031                                   | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      317000 | PA      | $255628.00    | 0.03%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                                          | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE MTN 7.200000% 07/02/2031          | CUSIP: N/A<br>LEI: 25490065OSV2524LCR32       | Long             | DBT              | NUSS              | XX        |    36100000 | PA      | $410933.48    | 0.04%             | 2031-07-02      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| EUR P/HUF C                                                                                   | EUR P/HUF C EXPIRATION: 05/14/2026                                         | CUSIP: EUHUP98M7<br>LEI: N/A                  | N/A              | DFE              |  | US        |      180000 | NC      | $8026.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.125000% 08/15/2040                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 23545000000 | PA      | $1456257.90   | 0.15%             | 2040-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/KRW SETTLE 2025-11-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $282.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: KZT/USD SETTLE 2025-10-14                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | RO        |           1 | NC      | $-18231.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT 0.000000% 02/01/2034                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     2087300 | PA      | $865535.93    | 0.09%             | 2034-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GHANA CEDI                                                                                    | FX Forward Contract: GHS/USD SETTLE 2026-03-26                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GH        |           1 | NC      | $-684.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | ARAB REPUBLIC OF EGYPT 8.875000% 05/29/2050                                | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      460000 | PA      | $414206.54    | 0.04%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                                    | REPUBLIC OF SRI LANKA 3.600000% 02/15/2038                                 | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     2277662 | PA      | $2024385.99   | 0.21%             | 2038-02-15      | Fixed         | 3.60%                 | 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        |    17000000 | PA      | $780348.12    | 0.08%             | 2036-03-31      | Fixed         | 6.25%                 | 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        |    51000000 | PA      | $2899551.15   | 0.31%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 8.375000% 09/15/2026                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 14819000000 | PA      | $916821.70    | 0.10%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republic of Georgia                                                                           | REPUBLIC OF GEORGIA 2.750000% 04/22/2026                                   | CUSIP: N/A<br>LEI: 2138007T8RLEVDMLQ257       | Long             | DBT              | NUSS              | GE        |     1260000 | PA      | $1233038.37   | 0.13%             | 2026-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Telekom Srbija ad, Beograd                                                                    | TELECOMMUNICATIONS CO TELEKOM SRBIJA AD BELGRADE 7.000000% 10/28/2029      | CUSIP: X9300AAA7<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | NUSS              | RS        |      200000 | PA      | $202862.94    | 0.02%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT TREASURY BILL ZERO COUPON 11/18/2025                                 | CUSIP: YT2270312<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    11800000 | PA      | $237996.47    | 0.03%             | 2025-11-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                                               | CZECH REPUBLIC 1.950000% 07/30/2037                                        | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     5510000 | PA      | $200783.80    | 0.02%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEXICO GOVERNMENT INTERNATIONAL BOND MTN 5.750000% 10/12/2110              | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      240000 | PA      | $204960.00    | 0.02%             | 2110-10-12      | Fixed         | 5.75%                 | 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        |    17000000 | PA      | $3935180.39   | 0.42%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government of Mongolia                                                                        | MONGOLIA INTL BOND 8.650000% 01/19/2028                                    | CUSIP: Y6142NAG3<br>LEI: 254900PW61ADCBDCLP71 | Long             | DBT              | NUSS              | MN        |      208000 | PA      | $220844.53    | 0.02%             | 2028-01-19      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/HUF SETTLE 2025-10-27                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-111376.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | TURKIYE GOVERNMENT BOND 32.600000% 02/10/2027                              | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    60000000 | PA      | $1380938.20   | 0.15%             | 2027-02-10      | Fixed         | 32.60%                | No            |                  2 | On Loan: No      |
| The Commonwealth of The Bahamas                                                               | BAHAMAS GOVERNMENT INTERNATIONAL BOND 144A 8.250000% 06/24/2036            | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     1500000 | PA      | $1619340.00   | 0.17%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| BRK- DEUTSCHE BANK SECURITIES, INC.                                                           | BRK- DEUTSCHE BANK SECURITIES, INC. REC- 3M BA                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |     6400000 | NC      | $-1970.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 4.150000% 10/24/2030                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1020000 | PA      | $204642.78    | 0.02%             | 2030-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN & CO.                                                                 | FX Forward Contract: USD/GBP SETTLE 2025-10-15                             | CUSIP: N/A<br>LEI: 5493006KMX1VFTPYPW14       | N/A              | DFE              |  | US        |           1 | NC      | $22856.13     | 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        |      200000 | PA      | $191680.25    | 0.02%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT TREASURY BILL ZERO COUPON 11/04/2025                                 | CUSIP: YU8278704<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   106975000 | PA      | $2179651.93   | 0.23%             | 2025-11-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PT Pertamina Hulu Energi                                                                      | PERTAMINA HULU ENERGI PT 144A 5.250000% 05/21/2030                         | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | NUSS              | ID        |     1538000 | PA      | $1570675.26   | 0.17%             | 2030-05-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA INVESTMNT ISSUE 4.119000% 11/30/2034                              | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1248000 | PA      | $310498.76    | 0.03%             | 2034-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/MXN SETTLE 2025-11-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-17823.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/ILS SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-37837.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                       | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 01/16/2030               | CUSIP: 80413TBF5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      851000 | PA      | $867775.66    | 0.09%             | 2030-01-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LIMITED                                                                       | SA GLOBAL SUKUK LTD MTN 4.625000% 09/17/2035                               | CUSIP: 78397PAH4<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | NUSS              | SA        |      279000 | PA      | $271883.94    | 0.03%             | 2035-09-17      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                                                   | BRK- GOLDMAN SACHS INTERNATIONAL REC- 1.9045                               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              |  | TH        |   110700000 | NC      | $111027.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | PERU GOVERNMENT BOND 144A 7.600000% 08/12/2039                             | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     4310000 | PA      | $1358827.34   | 0.14%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Joint-Stock Commercial Bank Agrobank                                                          | JSCB AGROBANK 9.250000% 10/02/2029                                         | CUSIP: N/A<br>LEI: 254900JPMU0LFCP18673       | Long             | DBT              | NUSS              | UZ        |      300000 | PA      | $325558.88    | 0.03%             | 2029-10-02      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                              | BRASKEM NETHERLANDS FINANCE BV 8.500000% 01/12/2031                        | CUSIP: N15516AH5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | NUSS              | BR        |      200000 | PA      | $78000.00     | 0.01%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Cumhuriyeti                                                                           | TURKIYE GOVERNMENT BOND 36.000000% 08/12/2026                              | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    60000000 | PA      | $1427851.75   | 0.15%             | 2026-08-12      | Fixed         | 36.00%                | 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        |      393849 | PA      | $394833.62    | 0.04%             | 2030-06-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Republica del Peru                                                                            | REPUBLIC OF PERU 5.940000% 02/12/2029                                      | CUSIP: P78024AE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     5394000 | PA      | $1631890.98   | 0.17%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/ARS SETTLE 2025-10-21                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $8116.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                                 | BRK : HSBC PAY:MIBOR                                                       | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DIR              |  | IN        |   410000000 | NC      | $45799.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan                                                                        | REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND 144A 6.947400% 05/25/2032        | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      615000 | PA      | $661559.98    | 0.07%             | 2032-05-25      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan                                                                        | UZBEKISTAN INTL BOND 6.947400% 05/25/2032                                  | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |      400000 | PA      | $430317.40    | 0.05%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.125000% 06/15/2042                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  5650000000 | PA      | $347991.18    | 0.04%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:CZKPRIBR6M                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | CZ        |    92000000 | NC      | $-11746.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                                                        | GUATEMALA GOVERNMENT BOND 144A 6.875000% 08/15/2055                        | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      616000 | PA      | $645260.00    | 0.07%             | 2055-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: IDR/USD SETTLE 2025-10-24                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | ID        |           1 | NC      | $-2008.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                                                         | FX Forward Contract: EUR/USD SETTLE 2025-10-14                             | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DFE              |  | XX        |           1 | NC      | $1504.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA REC:CLICP                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | CL        |  1200000000 | NC      | $6753.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | BONOS DE TESORERIA 6.900000% 08/12/2037                                    | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     2426000 | PA      | $730475.07    | 0.08%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                       | BRK : JPM REC : 6.08                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              |  | IN        |   908000000 | NC      | $154717.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan                                                                        | REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND 144A 15.500000% 02/25/2028       | CUSIP: 91824PAD9<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 36240000000 | PA      | $3049763.20   | 0.32%             | 2028-02-25      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                                                | REPUBLICA ORIENT URUGUAY 5.750000% 10/28/2034                              | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     4283036 | PA      | $4591414.59   | 0.49%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/PLN SETTLE 2025-11-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-4816.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/RON SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-4377.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.502000% 05/31/2027                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     9950000 | PA      | $2381721.06   | 0.25%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING COMPANY P.J.S.C.                                              | ABU DHABI DEVELOPMENTAL HOLDING CO PJSC MTN 4.500000% 05/06/2030           | CUSIP: 00402AAA9<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | NUSS              | AE        |     2408000 | PA      | $2436684.94   | 0.26%             | 2030-05-06      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEX BONOS DESARR FIX RT 7.750000% 11/23/2034                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    15346000 | PA      | $791805.89    | 0.08%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Banco Central del Uruguay                                                                     | URU MONETARY REG BILL ZERO COUPON 07/31/2026                               | CUSIP: YM5105189<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |    39869000 | PA      | $934255.30    | 0.10%             | 2026-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: UZS/USD SETTLE 2025-10-24                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $75514.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/HUF SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-23034.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT TREASURY BILL ZERO COUPON 10/21/2025                                 | CUSIP: YU5729261<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    36600000 | PA      | $753478.07    | 0.08%             | 2025-10-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: CZK/USD SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CZ        |           1 | NC      | $66011.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/PLN SETTLE 2026-01-09                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-6294.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telecommunications Services of Trinidad and Tobago Limited                                    | TELECOMMUNICATIONS SERVICES OF TRINIDAD & TOBAGO L 8.875000% 10/18/2029    | CUSIP: P90301AA3<br>LEI: 5299007N4G3EZWXAMB76 | Long             | DBT              | NUSS              | TT        |      610000 | PA      | $620675.00    | 0.07%             | 2029-10-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Republica del Ecuador                                                                         | REPUBLIC OF ECUADOR 6.900000% 07/31/2030                                   | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      610629 | PA      | $551092.67    | 0.06%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Barbados                                                                                      | BARBADOS GOVERNMENT INTERNATIONAL BOND 144A 8.000000% 06/26/2035           | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     1500000 | PA      | $1559730.00   | 0.17%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BRAZILIAN REAL                                                                                | FX Forward Contract: BRL/USD SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | BR        |           1 | NC      | $20162.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Chile                                                                            | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS 144 5.000000% 10/01/2028    | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  1000000000 | PA      | $1038136.54   | 0.11%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                        | ASIAN DEVELOPMENT BANK MTN 4.500000% 05/30/2028                            | CUSIP: Y0338UNB1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     3000000 | PA      | $855387.78    | 0.09%             | 2028-05-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | US 10YR ULTRA FUT DEC25 FINANCIAL COMMODITY FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -15 | NC      | $-1726171.88  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                       | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 4.625000% 10/04/2047               | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     2900000 | PA      | $2528484.05   | 0.27%             | 2047-10-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                       | BRK- SCB SECURITIES REC- 6.04                                              | CUSIP: N/A<br>LEI: 276345HYMX591FE8F735       | N/A              | DIR              |  | IN        |   336920000 | NC      | $51482.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2025-10-28                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $15445.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT TREASURY BILL ZERO COUPON 10/28/2025                                 | CUSIP: YU6603531<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    53000000 | PA      | $1085461.48   | 0.12%             | 2025-10-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                                 | BRK:CITIGROUP PAY:4.600000FIXED                                            | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | N/A              | DIR              |  | GB        |     2200000 | NC      | $17905.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEKOM SRBIJA AD B EUR                                                                       | TELEKOM SRBIJA AD B EUR 6/13/2029                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | RS        |     1000000 | PA      | $1163255.23   | 0.12%             | 2029-06-13      | Floating      | 7.74%                 | No            |                  3 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 4.125000% 07/09/2035                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     6769952 | PA      | $3516990.06   | 0.37%             | 2035-07-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| USD P/PLN C                                                                                   | USD P/PLN C EXPIRATION: 01/07/2026                                         | CUSIP: USPLP98U8<br>LEI: N/A                  | N/A              | DFE              |  | US        |   -10500000 | NC      | $-27465.73    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                                                   | EXPORT-IMPORT BANK OF INDIA MTN 3.250000% 01/15/2030                       | CUSIP: 30216KAE2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |      660000 | PA      | $629469.53    | 0.07%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.582000% 07/15/2032                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    11997000 | PA      | $2877455.58   | 0.30%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                                  | FX Forward Contract: CLP/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |           1 | NC      | $258.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | REPUBLIC OF POLAND 5.500000% 04/04/2053                                    | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      100000 | PA      | $96835.60     | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                                          | ADNOC MURBAN RSC LTD 4.500000% 09/11/2034                                  | CUSIP: N/A<br>LEI: 213800OWGH7RAYG61M70       | Long             | DBT              | NUSS              | AE        |      953000 | PA      | $943439.12    | 0.10%             | 2034-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                                                            | REPUBLIC OF VENEZUELA 9.000000% 05/07/2023                                 | CUSIP: P17625AA5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      385400 | PA      | $79045.54     | 0.01%             | 2023-05-07      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/ILS SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-13367.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/CZK SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $4985.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                             | REPUBLIC OF GHANA 5.000000% 07/03/2029                                     | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |     1017304 | PA      | $989207.78    | 0.10%             | 2029-07-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | US 2YR NOTE (CBT) DEC25 FINANCIAL COMMODITY FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -14 | NC      | $-2917578.13  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| ESKOM HOLDINGS SOC LIMITED                                                                    | ESKOM HOLDINGS MTN 7.500000% 09/15/2033                                    | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | NUSS              | ZA        |    35000000 | PA      | $1774961.59   | 0.19%             | 2033-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                                        | KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 144A 5.000000% 07/01/2032         | CUSIP: 486661BN0<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     2931000 | PA      | $2995408.73   | 0.32%             | 2032-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/TRY SETTLE 2025-10-16                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-102.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:FIXED 4.03%                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | PL        |    32600000 | NC      | $12121.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2025-10-28                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $54673.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                       | BRK- SCB SECURITIES REC- 6.0675                                            | CUSIP: N/A<br>LEI: 276345HYMX591FE8F735       | N/A              | DIR              |  | IN        |   332285000 | NC      | $54701.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                      | BRK : MORGAN STANELY REC:FIXED 8.03%                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              |  | CO        | 16250000000 | NC      | $-29850.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Panama                                                                           | REPUBLIC OF PANAMA 4.500000% 04/01/2056                                    | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     3212000 | PA      | $2344920.60   | 0.25%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                        | ASIAN DEVELOPMENT BANK MTN 20.000000% 03/27/2026                           | CUSIP: Y002MNUY8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   189000000 | PA      | $129820.22    | 0.01%             | 2026-03-27      | Fixed         | 20.00%                | No            |                  2 | On Loan: No      |
| USD P/HUF C                                                                                   | USD P/HUF C EXPIRATION: 10/21/2025                                         | CUSIP: USHUP9879<br>LEI: N/A                  | N/A              | DFE              |  | US        |      200000 | NC      | $130743.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: BRL/USD SETTLE 2025-12-08                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | BR        |           1 | NC      | $1311.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.125000% 06/15/2043                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  5498000000 | PA      | $338065.14    | 0.04%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: EUR/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-100.20      | -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        |     2078279 | PA      | $333563.78    | 0.04%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: IDR/USD SETTLE 2025-10-24                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | ID        |           1 | NC      | $-44299.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/CLP SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $31044.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USD P/MXN C                                                                                   | USD P/MXN C EXPIRATION: 10/21/2025                                         | CUSIP: USMXP98E5<br>LEI: N/A                  | N/A              | DFE              |  | US        |    14300000 | NC      | $81789.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 11.500000% 07/25/2046                                 | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1665700000 | PA      | $410144.05    | 0.04%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.750000% 07/15/2035                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 17409000000 | PA      | $1071742.54   | 0.11%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIAN RINGGIT                                                                             | FX Forward Contract: MYR/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | MY        |           1 | NC      | $10347.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY GOVERNMENT BOND 3.250000% 10/22/2031                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   150000000 | PA      | $381918.00    | 0.04%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/IDR SETTLE 2025-10-24                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $455.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $419956.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Cote 3/25                                                                         | Republic of Cote 3/25 3/18/2026                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | XX        |     2210000 | PA      | $2583777.88   | 0.27%             | 2026-03-18      | Floating      | 5.03%                 | 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        |     6643000 | PA      | $4985571.50   | 0.53%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corporacion Electrica Nacional S.A.                                                           | CA LA ELECTRICIDAD DE CARACAS VARIABLE RATE 04/10/2018                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | VE        |     1479000 | PA      | $116841.00    | 0.01%             | 2059-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.885000% 08/15/2029                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     9000000 | PA      | $2189347.89   | 0.23%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/EUR SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $7258.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE CUMHURIYETI ZIRAAT BANKASI ANONIM SIRKETI                                             | TC ZIRAAT BANKASI AS 144A 7.250000% 02/04/2030                             | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | NUSS              | TR        |     1371000 | PA      | $1405097.33   | 0.15%             | 2030-02-04      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: PLN/EUR SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | PA        |           1 | NC      | $252.86       | 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        |  2672700000 | PA      | $546005.18    | 0.06%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT TREASURY BILL ZERO COUPON 12/16/2025                                 | CUSIP: YT9362948<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    40025000 | PA      | $791381.36    | 0.08%             | 2025-12-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                                                            | REPUBLIC OF VENEZUELA VARIABLE RATE 10/13/2019                             | CUSIP: P97475AN0<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     6276100 | PA      | $1161706.11   | 0.12%             | 2029-10-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AVENIR ISSUER II (IRELAND) DESIGNATED ACTIVITY COMPANY                                        | REP OF ANGOLA(AVENIR IS) 6.927000% 02/19/2027                              | CUSIP: N/A<br>LEI: 635400VEZIQKZPR7KU35       | Long             | DBT              | NUSS              | AO        |     1062857 | PA      | $1031067.68   | 0.11%             | 2027-02-19      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| AZERBAIJAN MANAT                                                                              | FX Forward Contract: AZN/USD SETTLE 2026-06-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AZ        |           1 | NC      | $7417.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE IHRACAT KREDI BANKASI ANONIM SIRKETI                                                  | TURKIYE IHRACAT KREDI BANKASI AS MTN 6.875000% 07/03/2028                  | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      394000 | PA      | $402216.46    | 0.04%             | 2028-07-03      | Fixed         | 6.88%                 | Yes           |                  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        |     3589000 | PA      | $3184765.87   | 0.34%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | UNITED MEXICAN STATES 5.375000% 03/22/2033                                 | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3721000 | PA      | $3709837.00   | 0.39%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                                  | PETROLEOS DE VENEZUELA SA VARIABLE RATE 04/12/2037                         | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |      623300 | PA      | $99728.00     | 0.01%             | 2037-04-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA REC:FIXED 6.05 %                                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | HU        |   800000000 | NC      | $-22319.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/TRY SETTLE 2025-10-16                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-31698.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:BUBOR06M                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | HU        |   600000000 | NC      | $-16756.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 5.248000% 09/15/2028                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1528000 | PA      | $384099.44    | 0.04%             | 2028-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                       | BRK: JPM PAY ID: KWCDC                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DIR              |  | KR        |  1866000000 | NC      | $-3814.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co International                                                             | Credit Default Swap                                                        | CUSIP: CDS9842W1<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |     2300000 | NC      | $69795.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUR P/HUF C                                                                                   | EUR P/HUF C EXPIRATION: 03/30/2026                                         | CUSIP: EUHUP98T1<br>LEI: N/A                  | N/A              | DFE              |  | US        |      340000 | NC      | $30997.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.875000% 04/15/2029                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 19419000000 | PA      | $1221147.90   | 0.13%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:SOFRRATE                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | US        |     4503000 | NC      | $2067.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 7.350000% 04/28/2031                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     4165000 | PA      | $960797.49    | 0.10%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/COP SETTLE 2025-10-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-102731.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co International                                                             | Credit Default Swap                                                        | CUSIP: CDS983JL9<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |     5000000 | NC      | $2137.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS Capital Limited                                                                      | PETRONAS CAPITAL LTD MTN 4.950000% 01/03/2031                              | CUSIP: Y68856BD7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | NUSS              | MY        |     1716000 | PA      | $1771473.60   | 0.19%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT TREASURY BILL ZERO COUPON 10/07/2025                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    13175000 | PA      | $274091.03    | 0.03%             | 2025-10-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/CLP SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $14503.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                                                         | FX Forward Contract: EUR/USD SETTLE 2025-10-14                             | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DFE              |  | XX        |           1 | NC      | $1506.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                              | BRASKEM NETHERLANDS FINANCE BV 8.500000% 01/12/2031                        | CUSIP: N15516AH5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | NUSS              | BR        |      210000 | PA      | $81900.00     | 0.01%             | 2031-01-12      | Fixed         | 8.50%                 | 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        |     1650000 | PA      | $1656351.16   | 0.18%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GHANA CEDI                                                                                    | FX Forward Contract: GHS/USD SETTLE 2026-03-31                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GH        |           1 | NC      | $-25374.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/HUF SETTLE 2025-12-08                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $71.30        | 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        |     4800000 | PA      | $1534689.53   | 0.16%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 13.250000% 02/09/2033                                 | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  4648900000 | PA      | $1282340.98   | 0.14%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                             | REPUBLIC OF KENYA 7.000000% 05/22/2027                                     | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |      266667 | PA      | $271716.31    | 0.03%             | 2027-05-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                                                            | FX Forward Contract: ZAR/USD SETTLE 2025-11-10                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $536.36       | 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        |     1119040 | PA      | $179605.92    | 0.02%             | 2025-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: ILS/USD SETTLE 2025-12-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | IL        |           1 | NC      | $3046.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USD P/MXN C                                                                                   | USD P/MXN C EXPIRATION: 10/21/2025                                         | CUSIP: USMXP98S4<br>LEI: N/A                  | N/A              | DFE              |  | US        |   -17160000 | NC      | $-12458.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: PLN/USD SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | PA        |           1 | NC      | $63403.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/CZK SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $2360.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA RUPEE                                                                                   | FX Forward Contract: INR/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | IN        |           1 | NC      | $-117.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Commonwealth of The Bahamas                                                               | BAHAMAS GOVERNMENT INTERNATIONAL BOND 144A 8.250000% 06/24/2036            | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     2370000 | PA      | $2558557.20   | 0.27%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2025-11-04                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $42845.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VEB FINANCE PUBLIC LIMITED COMPANY                                                            | VNESHECONOMBANK VIA VEB FINANCE PLC 144A 6.800000% 11/22/2025              | CUSIP: 91821XAD5<br>LEI: 635400KYY8E2NCZXJ191 | Long             | DBT              | NUSS              | RU        |      150000 | PA      | $7500.00      | 0.00%             | 2025-11-22      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 5.750000% 09/16/2030           | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1408000 | PA      | $1435469.69   | 0.15%             | 2030-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                      | US TREASURY FRN VARIABLE RATE 04/30/2027                                   | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |     6700000 | PA      | $6696293.76   | 0.71%             | 2027-04-30      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | EGYPT GOVERNMENT BOND 24.458000% 10/01/2027                                | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    13300000 | PA      | $279419.53    | 0.03%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                         | TITULOS DE TESORERIA 13.250000% 02/09/2033                                 | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  8000000000 | PA      | $2206700.05   | 0.23%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela, S.A.                                                                  | PETROLEOS DE VENEZUELA SA VARIABLE RATE 04/12/2027                         | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |     2318400 | PA      | $370944.00    | 0.04%             | 2027-04-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | NOTA DO TESOURO NACIONAL 6.000000% 08/15/2050                              | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |      991000 | PA      | $737212.72    | 0.08%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: BRL/USD SETTLE 2025-12-08                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | BR        |           1 | NC      | $1046.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: EUR/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-5046.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                                                   | IVORY COAST 8.250000% 01/30/2037                                           | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      338000 | PA      | $352313.81    | 0.04%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Yinson Boronia Production B.V.                                                                | YINSON BORONIA PRODUCTION BV 8.947000% 07/31/2042                          | CUSIP: N9733XAA5<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | NUSS              | BR        |      833920 | PA      | $927709.44    | 0.10%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Republica de El Salvador                                                                      | REPUBLIC OF EL SALVADOR 7.124600% 01/20/2050                               | CUSIP: P01012CA2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1550000 | PA      | $1333000.00   | 0.14%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| People's Republic of China                                                                    | CHINA GOVERNMENT INTERNATIONAL BOND 144A 4.125000% 11/20/2027              | CUSIP: 16955EAE0<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2568000 | PA      | $2617196.49   | 0.28%             | 2027-11-20      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Republica de Panama                                                                           | REPUBLIC OF PANAMA 3.875000% 03/17/2028                                    | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1077000 | PA      | $1056429.30   | 0.11%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: MXN/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | MX        |           1 | NC      | $9872.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                                            | KINGDOM OF BAHRAIN 7.000000% 10/12/2028                                    | CUSIP: N/A<br>LEI: 54930065PJIB53WWMP12       | Long             | DBT              | NUSS              | BH        |     1168000 | PA      | $1222494.99   | 0.13%             | 2028-10-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PETRONAS Capital Limited                                                                      | PETRONAS CAPITAL LTD MTN 3.404000% 04/28/2061                              | CUSIP: Y6886MAC4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | NUSS              | MY        |     3171000 | PA      | $2186793.30   | 0.23%             | 2061-04-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Corporacion Andina de Fomento                                                                 | CORP ANDINA DE FOMENTO MTN 7.700000% 03/06/2029                            | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | NUSS              | XX        |   190000000 | PA      | $2179368.11   | 0.23%             | 2029-03-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                                                   | IVORY COAST GOVERNMENT INTERNATIONAL BOND 144A 8.250000% 01/30/2037        | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      529000 | PA      | $551672.70    | 0.06%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: ZAR/USD SETTLE 2026-02-04                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | ZA        |           1 | NC      | $422.66       | 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        |  4851700000 | PA      | $955206.97    | 0.10%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/IDR SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $12398.08     | 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        |     2864000 | PA      | $688802.55    | 0.07%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: EGP/USD SETTLE 2025-10-29                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | EG        |           1 | NC      | $218289.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE B.V.                                                                 | PETROBRAS GLOBAL FINANCE BV 6.250000% 01/10/2036                           | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | NUSS              | BR        |     1095000 | PA      | $1080600.75   | 0.11%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA 3.000000% 02/14/2031                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1860000 | PA      | $1651632.03   | 0.18%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: KZT/USD SETTLE 2025-10-03                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | RO        |           1 | NC      | $-8647.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                             | REPUBLIC OF KENYA 9.750000% 02/16/2031                                     | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |     1990000 | PA      | $2124227.05   | 0.23%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.125000% 06/15/2038                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 28904000000 | PA      | $1791423.61   | 0.19%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                                                   | NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 8.250000% 09/28/2051             | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     2200000 | PA      | $1978416.07   | 0.21%             | 2051-09-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: ZAR/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | ZA        |           1 | NC      | $37166.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                                            | REPUBLIC OF ZAMBIA 5.750000% 06/30/2033                                    | CUSIP: V7179UML0<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      450421 | PA      | $430522.68    | 0.05%             | 2033-06-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.500000% 05/15/2038                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 16739000000 | PA      | $1071366.31   | 0.11%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $10485.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: KZT/USD SETTLE 2025-10-14                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | RO        |           1 | NC      | $-11877.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $8546.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/THB SETTLE 2025-11-14                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $3218.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRK : JP MORGAN                                                                               | BRK : JP MORGAN PAY: FIXED 38.9%                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | TR        |   131000000 | NC      | $5458.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Central de la Republica Dominicana                                                      | DOM REP CB NOTES 13.000000% 01/30/2026                                     | CUSIP: N/A<br>LEI: 549300DTVR57NON7XL66       | Long             | DBT              | NUSS              | DO        |    20150000 | PA      | $326024.83    | 0.03%             | 2026-01-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                                  | FX Forward Contract: CLP/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |           1 | NC      | $-9857.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEX BONOS DESARR FIX RT 8.000000% 07/31/2053                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    65873000 | PA      | $3124390.62   | 0.33%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 8.250000% 09/29/2032                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       20000 | PA      | $4839.06      | 0.00%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Banco Central del Uruguay                                                                     | URU MONETARY REG BILL ZERO COUPON 06/05/2026                               | CUSIP: P08097MR8<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |    12400000 | PA      | $293886.73    | 0.03%             | 2026-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.125000% 06/15/2038                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 47442000000 | PA      | $2940379.15   | 0.31%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Kingdom of eSwatini                                                                           | ESWATINI GOVERNMENT BOND MTN 12.175000% 08/01/2030                         | CUSIP: YM8163854<br>LEI: 2549002J8BB66THYB069 | Long             | DBT              | NUSS              | SZ        |     7000000 | PA      | $407626.97    | 0.04%             | 2030-08-01      | Fixed         | 12.18%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/BRL SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-62518.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 7.125000% 06/15/2043                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 25164000000 | PA      | $1547302.88   | 0.16%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: EUR/USD SETTLE 2026-05-26                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | XX        |           1 | NC      | $6406.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                                     | BRK - JPMORGAN CHASE BANK REF: USD - SECURED OVERNIGHT FINANCING RATE      | CUSIP: TRS980JP8<br>LEI: 984500653R409CC5AB28 | N/A              | DE               |  | US        |     1029998 | NC      | $-20781.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pakistan Water and Power Development Authority                                                | PAKISTAN WATER & POWER 7.500000% 06/04/2031                                | CUSIP: N/A<br>LEI: 213800UA74QOTK6IES10       | Long             | DBT              | NUSS              | PK        |      200000 | PA      | $187949.63    | 0.02%             | 2031-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republica Del Paraguay                                                                        | REPUBLIC OF PARAGUAY 4.950000% 04/28/2031                                  | CUSIP: P75744AJ4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      438000 | PA      | $442279.26    | 0.05%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/PLN SETTLE 2025-12-15                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-15384.70    | -0.00%            |  |  |  | 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        |      395000 | PA      | $393437.67    | 0.04%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2025-10-28                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $41430.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-339.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aegea Finance S.a r.l.                                                                        | AEGEA FINANCE SARL 144A 7.625000% 01/20/2036                               | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | NUSS              | BR        |     1175000 | PA      | $1169007.50   | 0.12%             | 2036-01-20      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/ARS SETTLE 2025-10-21                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $10253.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLARIS RENEWABLE ENERGY INC.                                                                 | POLARIS RENEWABLE ENERGY INC 9.500000% 12/03/2029                          | CUSIP: N/A<br>LEI: 254900IRAKXV4MM4QF30       | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $260625.00    | 0.03%             | 2029-12-03      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 8.000000% 04/29/2030                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    18700000 | PA      | $4423870.86   | 0.47%             | 2030-04-29      | Fixed         | 8.00%                 | 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        |     4736000 | PA      | $4106879.47   | 0.44%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.733000% 06/15/2028                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     2691000 | PA      | $649066.06    | 0.07%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/MXN SETTLE 2025-11-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-347.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USD C/BRL P                                                                                   | USD C/BRL P EXPIRATION: 12/09/2025                                         | CUSIP: USBRC98R8<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -7000000 | NC      | $-43464.33    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Republica de Chile                                                                            | REPUBLIC OF CHILE 4.950000% 01/05/2036                                     | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     2196837 | PA      | $2204635.77   | 0.23%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: PLN/USD SETTLE 2025-12-15                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | PA        |           1 | NC      | $11755.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                                      | TREASURY BILL 0.000000% 10/28/2025                                         | CUSIP: 912797RE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3300000 | PA      | $3289988.63   | 0.35%             | 2025-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production B.V.                                                               | YINSON BERGENIA PRODUCTION BV 144A 8.498000% 01/31/2045                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | NUSS              | BR        |      300000 | PA      | $321910.54    | 0.03%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                           | THAILAND GOVERNMENT BOND 2.000000% 06/17/2042                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    44962000 | PA      | $1409671.55   | 0.15%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/CLP SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $8397.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                                          | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE MTN 6.650000% 06/30/2033          | CUSIP: N/A<br>LEI: 25490065OSV2524LCR32       | Long             | DBT              | NUSS              | XX        |   220200000 | PA      | $2447330.11   | 0.26%             | 2033-06-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.519000% 04/20/2028                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    10763000 | PA      | $2580997.32   | 0.27%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: KRW/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | KR        |           1 | NC      | $-7773.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USD P/ILS C                                                                                   | USD P/ILS C EXPIRATION: 01/08/2026                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      100000 | NC      | $13146.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: CZK/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | CZ        |           1 | NC      | $42864.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USD C/BRL P                                                                                   | USD C/BRL P EXPIRATION: 10/24/2025                                         | CUSIP: USBRC9833<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -7400000 | NC      | $-2494.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BRK- JP MORGAN                                                                                | BRK- JP MORGAN REC- 7.327                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |    43200000 | NC      | $35444.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 6.750000% 09/23/2055            | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      430000 | PA      | $456122.27    | 0.05%             | 2055-09-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                                    | REPUBLIC OF SRI LANKA 3.350000% 03/15/2033                                 | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      929132 | PA      | $793663.63    | 0.08%             | 2033-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                                                            | VENEZUELA GOVERNMENT INTERNATIONAL BOND MATURITY:05/07/2026                | CUSIP: P17625AA5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     5600000 | PA      | $1148560.00   | 0.12%             | 2026-05-07      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                                                | BRK: CITI PAY: 2.4% FIXED                                                  | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              |  | XX        |      500000 | NC      | $57992.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Panama                                                                           | REPUBLIC OF PANAMA 8.000000% 03/01/2038                                    | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2108000 | PA      | $2399114.80   | 0.25%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TANZANIA UNITED REPUBLIC - RETAP                                                              | TANZANIA UNITED REPUBLIC - RETAP 2/6/2032                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     2375000 | PA      | $2375000.00   | 0.25%             | 2032-02-06      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| Republika Srbija                                                                              | REPUBLIC OF SERBIA 6.000000% 06/12/2034                                    | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     1809000 | PA      | $1885075.23   | 0.20%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/PEN SETTLE 2025-10-21                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-82849.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEX BONOS DESARR FIX RT 8.500000% 11/18/2038                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    59955800 | PA      | $3141248.95   | 0.33%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| USD P/HUF C                                                                                   | USD P/HUF C EXPIRATION: 01/08/2026                                         | CUSIP: USHUP98W4<br>LEI: N/A                  | N/A              | DFE              |  | US        |      200000 | NC      | $30878.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/MXN SETTLE 2025-11-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-662.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | REPUBLIC OF PERU 5.375000% 02/08/2035                                      | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1323000 | PA      | $1347475.50   | 0.14%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | UNITED MEXICAN STATES 7.375000% 05/13/2055                                 | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1580000 | PA      | $1734065.80   | 0.18%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Republica Oriental del Uruguay                                                                | REPUBLICA ORIENT URUGUAY 5.442000% 02/14/2037                              | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      520995 | PA      | $544700.27    | 0.06%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/EUR SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $643.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/TRY SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-51173.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/NGN SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-296.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                                   | REPUBLIC OF PHILIPPINES 5.170000% 10/13/2027                               | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1970000 | PA      | $2011627.66   | 0.21%             | 2027-10-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/IDR SETTLE 2025-10-24                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $6.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                                 | BRK : HSBC REC : 15.26                                                     | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DIR              |  | BR        |    18400000 | NC      | $247983.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                                                            | REPUBLIC OF VENEZUELA 12.750000% 08/23/2022                                | CUSIP: P17625AC1<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      497500 | PA      | $115718.50    | 0.01%             | 2022-08-23      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.906000% 07/15/2026                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     3400000 | PA      | $814768.99    | 0.09%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY GOVERNMENT BOND 3.000000% 10/27/2038                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   580490000 | PA      | $1162286.55   | 0.12%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: EGP/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | EG        |           1 | NC      | $2755.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/UZS SETTLE 2026-01-20                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-32217.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | PERU GOVERNMENT BOND 144A 7.300000% 08/12/2033                             | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     1072000 | PA      | $344849.02    | 0.04%             | 2033-08-12      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT DEVELOPMENT LIMITED                                                  | PORT OF SPAIN WATERFRONT DEVELOPMENT 144A 7.875000% 02/19/2040             | CUSIP: 73500YAA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     1004367 | PA      | $1019432.17   | 0.11%             | 2040-02-19      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 7.650000% 07/27/2031                               | CUSIP: X5S007QE0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6970000 | PA      | $1630889.98   | 0.17%             | 2031-07-27      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Republique Gabonaise                                                                          | REPUBLIC OF GABON 7.000000% 11/24/2031                                     | CUSIP: N/A<br>LEI: 213800XA7X746GRPXA35       | Long             | DBT              | NUSS              | GA        |      647000 | PA      | $517462.93    | 0.05%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 4.300000% 10/12/2028                              | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1692000 | PA      | $1666281.94   | 0.18%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Republica de Panama                                                                           | REPUBLIC OF PANAMA 4.500000% 04/16/2050                                    | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      450000 | PA      | $338026.50    | 0.04%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | REPUBLIC OF ARGENTINA VARIABLE RATE 12/15/2035                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AR        |     1232494 | PA      | $119325.44    | 0.01%             | 2035-12-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| USD P/ZAR C                                                                                   | USD P/ZAR C EXPIRATION: 10/22/2025                                         | CUSIP: USZAP98V1<br>LEI: N/A                  | N/A              | DFE              |  | US        |     7000000 | NC      | $61863.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Zambia                                                                            | REPUBLIC OF ZAMBIA 0.500000% 12/31/2053                                    | CUSIP: V7179UMK2<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      657988 | PA      | $443726.04    | 0.05%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 2.632000% 04/15/2031                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     9526000 | PA      | $2183225.95   | 0.23%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2025-12-11                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $4421.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | FED REPUBLIC OF BRAZIL 4.750000% 01/14/2050                                | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      505000 | PA      | $376730.00    | 0.04%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: ZAR/USD SETTLE 2026-02-04                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | ZA        |           1 | NC      | $5503.18      | 0.00%             |  |  |  | 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        |  7790300000 | PA      | $1820878.51   | 0.19%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.375000% 08/15/2028                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  4638000000 | PA      | $286979.90    | 0.03%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | POLAND GOVERNMENT BOND 5.000000% 10/25/2034                                | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     7636000 | PA      | $2049462.39   | 0.22%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRK-BARC                                                                                      | BRK-BARC REC-13.5403                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |     5100000 | NC      | $13315.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | REPUBLIC OF INDONESIA 5.650000% 01/11/2053                                 | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1991000 | PA      | $2015952.37   | 0.21%             | 2053-01-11      | Fixed         | 5.65%                 | 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        |     1610000 | PA      | $362591.39    | 0.04%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 8.750000% 01/31/2044                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    96657016 | PA      | $4871108.27   | 0.52%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Government of Mongolia                                                                        | MONGOLIA GOVERNMENT INTERNATIONAL BOND 144A 6.625000% 02/25/2030           | CUSIP: 60937LAJ4<br>LEI: 254900PW61ADCBDCLP71 | Long             | DBT              | NUSS              | MN        |      200000 | PA      | $202844.15    | 0.02%             | 2030-02-25      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2025-11-04                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $-11719.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                                                           | THAILAND GOVERNMENT BOND 2.750000% 06/17/2052                              | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |     1861000 | PA      | $64361.88     | 0.01%             | 2052-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| THE ISRAEL ELECTRIC CORP. LTD.                                                                | ISRAEL ELECTRIC CORP LTD 8.100000% 12/15/2096                              | CUSIP: M60170AC7<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | NUSS              | IL        |     1400000 | PA      | $1890093.60   | 0.20%             | 2096-12-15      | Fixed         | 8.10%                 | 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        | 33871000000 | PA      | $2130285.70   | 0.23%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.750000% 07/15/2035                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 52000000000 | PA      | $3201252.93   | 0.34%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY 6.125000% 05/22/2028                                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     1272000 | PA      | $1327786.55   | 0.14%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Republica de Mocambique                                                                       | REPUBLIC OF MOZAMBIQUE 9.000000% 09/15/2031                                | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |      873000 | PA      | $776986.68    | 0.08%             | 2031-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Gobierno de la Republica Dominicana                                                           | DOMINICAN REPUBLIC 6.950000% 03/15/2037                                    | CUSIP: P3579ECW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     6018000 | PA      | $6423914.10   | 0.68%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | REPUBLIC OF PERU 3.600000% 01/15/2072                                      | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1200000 | PA      | $761880.00    | 0.08%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co International                                                             | Credit Default Swap                                                        | CUSIP: CDS987CP8<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |     4300000 | NC      | $-12062.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: EUR/USD SETTLE 2026-04-01                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | XX        |           1 | NC      | $400.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCB FINANCIAL GROUP LIMITED                                                                   | NCB FINANCIAL GROUP LTD 144A 11.000000% 07/31/2030                         | CUSIP: 639935AA3<br>LEI: N/A                  | Long             | DBT              | NUSS              | JM        |     2100000 | PA      | $2119690.27   | 0.22%             | 2030-07-31      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: EGP/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | EG        |           1 | NC      | $4661.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIAN LEU                                                                                  | FX Forward Contract: RON/EUR SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | RO        |           1 | NC      | $5173.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK N.A.                                                                     | Credit Default Swap                                                        | CUSIP: CDS989HW4<br>LEI: 984500653R409CC5AB28 | N/A              | DCR              |  | US        |     3300000 | NC      | $-24039.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/MXN SETTLE 2025-11-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-551.68      | -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        |    96519700 | PA      | $4579453.71   | 0.49%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republique du Senegal                                                                         | REPUBLIC OF SENEGAL 5.375000% 06/08/2037                                   | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      420000 | PA      | $323218.07    | 0.03%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                      | US TREASURY FRN VARIABLE RATE 07/31/2027                                   | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |     6500000 | PA      | $6494863.96   | 0.69%             | 2027-07-31      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/UZS SETTLE 2025-10-30                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-15935.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 4.850000% 07/25/2029                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     7300000 | PA      | $1550413.06   | 0.16%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.625000% 02/15/2034                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  5451000000 | PA      | $332726.88    | 0.04%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Republique du Cameroun                                                                        | REPUBLIC OF CAMEROON 9.500000% 07/31/2031                                  | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |      200000 | PA      | $192419.90    | 0.02%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/EUR SETTLE 2025-10-01                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-62.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                                              | EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT MTN 22.500000% 07/31/2026   | CUSIP: G315GTD27<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   425000000 | PA      | $293311.94    | 0.03%             | 2026-07-31      | Fixed         | 22.50%                | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 7.650000% 07/27/2031                               | CUSIP: X5S007QE0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1500000 | PA      | $350980.63    | 0.04%             | 2031-07-27      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/COP SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $6972.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/PLN SETTLE 2025-12-15                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-312.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                                                         | REPUBLIC OF POLAND 5.375000% 02/12/2035                                    | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2844000 | PA      | $2950857.10   | 0.31%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA 6.625000% 05/16/2036                                               | CUSIP: X73648AA9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      880000 | PA      | $892663.16    | 0.09%             | 2036-05-16      | Fixed         | 6.62%                 | 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        |    28395000 | PA      | $7929269.52   | 0.84%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Republic of Ukraine                                                                           | UKRAINE GOVERNMENT 4.500000% 02/01/2035                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     1374413 | PA      | $758803.29    | 0.08%             | 2035-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/COP SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1617.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: BRL/USD SETTLE 2025-12-11                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | BR        |           1 | NC      | $1492.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/INR SETTLE 2026-05-08                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $19447.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 6.750000% 07/15/2035                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 33816000000 | PA      | $2081799.40   | 0.22%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                       | SAUDI GOVERNMENT INTERNATIONAL BOND MTN 5.000000% 01/18/2053               | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     1500000 | PA      | $1356269.93   | 0.14%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/IDR SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $2892.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Central del Uruguay                                                                     | URU MONETARY REG BILL ZERO COUPON 09/04/2026                               | CUSIP: YL3821177<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |    94552000 | PA      | $2200626.25   | 0.23%             | 2026-09-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI                                            | HAZINE MUSTESARLIGI VARLIK KIRALAMA AS 144A 6.750000% 09/01/2030           | CUSIP: 421790AN6<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |     2311000 | PA      | $2392133.55   | 0.25%             | 2030-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                           | EGYPT TREASURY BILL ZERO COUPON 04/28/2026                                 | CUSIP: YP8953752<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |    57900000 | PA      | $1050746.52   | 0.11%             | 2026-04-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/ILS SETTLE 2026-02-12                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-58151.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                                                | BRK : CITI REC : 5.0295                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              |  | PL        |     4200000 | NC      | $48261.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                | NOTA DO TESOURO NACIONAL 6.000000% 08/15/2050                              | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     2200000 | PA      | $1636597.35   | 0.17%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: EUR/USD SETTLE 2025-10-01                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | XX        |           1 | NC      | $50.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland                                                                    | EURO-SCHATZ FUT   DEC25 FINANCIAL COMMODITY FUTURE.                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -7 | NC      | $-879914.46   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Uzbekistan                                                                        | UZBEKISTAN INTL BOND 5.375000% 05/29/2027                                  | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |      780000 | PA      | $945208.33    | 0.10%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA REC:CLICP                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | CL        |  4000000000 | NC      | $11756.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA 7.500000% 02/10/2037                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2896000 | PA      | $3107951.61   | 0.33%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEXICO GOVERNMENT INTERNATIONAL BOND MTN 5.625000% 03/19/2114              | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     5600000 | PA      | $5417491.20   | 0.57%             | 2114-03-19      | Fixed         | 5.62%                 | 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        |      739000 | PA      | $719260.08    | 0.08%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                                            | REPUBLIC OF ZAMBIA 5.750000% 06/30/2033                                    | CUSIP: V7179UML0<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      668879 | PA      | $639330.24    | 0.07%             | 2033-06-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/EUR SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $1407.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN RAND                                                                            | FX Forward Contract: ZAR/USD SETTLE 2025-11-10                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | ZA        |           1 | NC      | $607.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA CEDI                                                                                    | FX Forward Contract: GHS/USD SETTLE 2026-03-31                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GH        |           1 | NC      | $-5055.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDO Sukuk Limited                                                                             | EDO SUKUK LTD 5.662000% 07/03/2031                                         | CUSIP: N/A<br>LEI: 5493000LZIE4T625R469       | Long             | DBT              | NUSS              | OM        |     1520000 | PA      | $1594078.72   | 0.17%             | 2031-07-03      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| KHAZANAH GLOBAL SUKUK BERHAD                                                                  | KHAZANAH GLOBAL SUKUK BHD MTN 4.687000% 06/01/2028                         | CUSIP: N/A<br>LEI: 213800VIN16ILYRCKD86       | Long             | DBT              | NUSS              | MY        |      149000 | PA      | $151073.63    | 0.02%             | 2028-06-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES, INC.                                                                | FX Forward Contract: INR/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | N/A              | DFE              |  | IN        |           1 | NC      | $-39893.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America                                                                               | BRK : BANK OF AMERICA PAY:BZDIOVRA                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              |  | BR        |     4531769 | NC      | $10398.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USD P/ZAR C                                                                                   | USD P/ZAR C EXPIRATION: 10/22/2025                                         | CUSIP: USZAP98W9<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -7000000 | NC      | $-5148.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: TRY/USD SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | TR        |           1 | NC      | $33683.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                           | UAH CURRENCY FV PLACEHOLDER VALUED AT BROKER QUOTE AVERAGE FROM NINETY ONE | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UA        |      265187 | PA      | $5551.71      | 0.00%             | 2025-02-26      | Fixed         | 15.84%                | No            |                  3 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: EUR/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-184.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EnfraGen Energia Sur, S.A.U.                                                                  | ENFRAGEN ENERGIA SUR SA / ENFRAGEN SPAIN SA / PRIM 5.375000% 12/30/2030    | CUSIP: E4181LAA9<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | NUSS              | CO        |      400000 | PA      | $372400.24    | 0.04%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 4.642000% 11/07/2033                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |    13915000 | PA      | $3566446.71   | 0.38%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                       | BRK- GOLDMAN, SACHS & CO. REC-THB - THAI OVERNIGHT REPURCHASE RATE (THOR)  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | TH        |    21630000 | NC      | $-36707.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica Bolivariana de Venezuela                                                            | VENEZUELA GOVERNMENT INTERNATIONAL BOND MATURITY:05/07/2026                | CUSIP: P17625AA5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1949000 | PA      | $399739.90    | 0.04%             | 2026-05-07      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/COP SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $21109.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                           | NIGERIA OMO BILL ZERO COUPON 03/31/2026                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NG        |  1941000000 | PA      | $1193660.98   | 0.13%             | 2026-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/MXN SETTLE 2025-10-23                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-3206.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                                                | BRK: CITI PAY: 1.1% FIXED                                                  | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              |  | JP        |   726000000 | NC      | $136931.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank N.A.                                                                                | BRK: HSBC PAY: BZDIOVRA                                                    | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DIR              |  | BR        |     9973208 | NC      | $98599.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/ZAR SETTLE 2026-02-04                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-59701.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                                                   | COTE D IVOIRE (REPUBLIC OF) 7/17/2026                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | XX        |     1972000 | PA      | $2317110.43   | 0.25%             | 2026-07-14      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| USD C/CLP P                                                                                   | USD C/CLP P EXPIRATION: 06/12/2026                                         | CUSIP: USCLC98X7<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -1700000 | NC      | $-47701.26    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-65778.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAR P/EUR C                                                                                   | ZAR P/EUR C MATURITY DATE : 12/19/2025                                     | CUSIP: EUZAC9814<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -3500000 | NC      | $-19173.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | REPUBLIC OF INDONESIA 4.300000% 03/31/2052                                 | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      785000 | PA      | $648717.62    | 0.07%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 4.054000% 04/18/2039                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     3837000 | PA      | $947338.30    | 0.10%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan                                                                        | REPUBLIC OF UZBEKISTAN 3.900000% 10/19/2031                                | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |     1420000 | PA      | $1303415.49   | 0.14%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: EUR/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $-957.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                                                         | FX Forward Contract: EUR/USD SETTLE 2025-10-14                             | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DFE              |  | XX        |           1 | NC      | $1422.13      | 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        |      600000 | PA      | $450210.00    | 0.05%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Estado Plurinacional de Bolivia                                                               | BOLIVIA GOVERNMENT 4.500000% 03/20/2028                                    | CUSIP: P37878AC2<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |      402000 | PA      | $310786.20    | 0.03%             | 2028-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                                        | KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 144A 5.500000% 07/01/2037         | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      500000 | PA      | $511172.76    | 0.05%             | 2037-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 4.498000% 04/15/2030                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     5835000 | PA      | $1458700.10   | 0.15%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2025-10-28                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-1740.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: CLP/USD SETTLE 2025-12-09                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | CL        |           1 | NC      | $511.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearl Petroleum Company Ltd.                                                                  | PEARL PETROLEUM CO LTD 144A 13.000000% 05/15/2028                          | CUSIP: G6959VAA0<br>LEI: 549300B6RHQICWQ2OB93 | Long             | DBT              | CORP              | AE        |      700000 | PA      | $754141.63    | 0.08%             | 2028-05-15      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| USD P/ZAR C                                                                                   | USD P/ZAR C EXPIRATION: 02/02/2026                                         | CUSIP: USZAP98N2<br>LEI: N/A                  | N/A              | DFE              |  | US        |     7300000 | NC      | $248044.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                          | FX Forward Contract: PLN/USD SETTLE 2025-12-15                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | PA        |           1 | NC      | $393.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/HUF SETTLE 2026-05-26                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-33154.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                                                         | FX Forward Contract: EUR/USD SETTLE 2025-10-14                             | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DFE              |  | XX        |           1 | NC      | $-549.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/MXN SETTLE 2025-10-01                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-998.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 4.392000% 04/15/2026                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      340000 | PA      | $81453.99     | 0.01%             | 2026-04-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: UZS/USD SETTLE 2025-10-30                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | XX        |           1 | NC      | $14446.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUR P/HUF C                                                                                   | EUR P/HUF C EXPIRATION: 05/14/2026                                         | CUSIP: EUHUP98L9<br>LEI: N/A                  | N/A              | DFE              |  | US        |      180000 | NC      | $21271.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUR P/ZAR C                                                                                   | EUR P/ZAR C EXPIRATION: 12/19/2025                                         | CUSIP: EUZAP9806<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -3500000 | NC      | $-28671.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: ILS/USD SETTLE 2025-12-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | IL        |           1 | NC      | $6885.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USD P/ZAR C                                                                                   | USD P/ZAR C EXPIRATION: 12/19/2025                                         | CUSIP: USZAP98G3<br>LEI: N/A                  | N/A              | DFE              |  | US        |    12200000 | NC      | $183517.28    | 0.02%             |  |  |  | No            |                  1 | 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        |     7785099 | PA      | $1245615.84   | 0.13%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                                                | Credit Default Swap                                                        | CUSIP: CDS98V092<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    12200000 | NC      | $188791.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 8.250000% 05/15/2029                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 24058000000 | PA      | $1578603.24   | 0.17%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                                   | BRK : GSI REC : 9.002                                                      | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              |  | MX        |     5400000 | NC      | $25655.63     | 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        |     2475000 | PA      | $2715833.81   | 0.29%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                                 | EMPRESA NACIONAL DEL PETROLEO 5.950000% 07/30/2034                         | CUSIP: P37110AT3<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |      257000 | PA      | $270670.86    | 0.03%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                                             | REPUBLIC OF KENYA 9.500000% 03/05/2036                                     | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |      500000 | PA      | $511809.42    | 0.05%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                                   | PHILIPPINE GOVERNMENT 6.375000% 07/27/2030                                 | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    50000000 | PA      | $875682.40    | 0.09%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Provincia de Buenos Aires                                                                     | PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS MTN 6.625000% 09/01/2037        | CUSIP: N/A<br>LEI: 549300L6AYROPOTQ4L07       | Long             | DBT              | NUSS              | AR        |     2483354 | PA      | $1446553.47   | 0.15%             | 2037-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ceska republika                                                                               | CZECH REPUBLIC 3.600000% 06/03/2036                                        | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    21000000 | PA      | $928032.22    | 0.10%             | 2036-06-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: TRY/USD SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | TR        |           1 | NC      | $17280.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA 6.375000% 01/30/2034                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1220000 | PA      | $1234982.15   | 0.13%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                                  | FX Forward Contract: CLP/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |           1 | NC      | $-9198.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | BONOS DE TESORERIA 6.150000% 08/12/2032                                    | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     1000000 | PA      | $305870.87    | 0.03%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/ZAR SETTLE 2025-11-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-409457.92   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Rwanda                                                                            | REPUBLIC OF RWANDA 5.500000% 08/09/2031                                    | CUSIP: BQ8372469<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |      580000 | PA      | $519445.69    | 0.06%             | 2031-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | ARAB REPUBLIC OF EGYPT 8.500000% 01/31/2047                                | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     3190000 | PA      | $2808848.75   | 0.30%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: ZAR/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | ZA        |           1 | NC      | $390.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREAN WON                                                                                    | FX Forward Contract: KRW/USD SETTLE 2025-10-23                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | KR        |           1 | NC      | $-21618.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EnfraGen Energia Sur, S.A.U.                                                                  | ENFRAGEN ENERGIA SUR SAU/ ENFRAGEN CHILE SPA/ ENFR 8.499000% 06/30/2032    | CUSIP: 29281MAA8<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | NUSS              | CO        |      300000 | PA      | $315207.00    | 0.03%             | 2032-06-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Emirate of Sharjah                                                                            | FINANCE DEPARTMENT GOVERNMENT OF SHARJAH MTN 4.000000% 07/28/2050          | CUSIP: N/A<br>LEI: 254900ZNL8O3F1CLJO24       | Long             | DBT              | NUSS              | AE        |     2304000 | PA      | $1582802.33   | 0.17%             | 2050-07-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                                        | ARAB REPUBLIC OF EGYPT 8.500000% 01/31/2047                                | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     5065000 | PA      | $4459817.85   | 0.47%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNITED REPUBLIC OF TANZANIA                                                                   | UNITED REPUBLIC OF TANZANIA 4/28/2031                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      260000 | PA      | $259506.00    | 0.03%             | 2031-04-28      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | REPUBLIC OF INDONESIA 3.550000% 03/31/2032                                 | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $188606.67    | 0.02%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 6.850000% 07/29/2030                               | CUSIP: X5S007QH3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4075000 | PA      | $921168.54    | 0.10%             | 2030-07-29      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                           | NIGERIA OMO BILL ZERO COUPON 07/07/2026                                    | CUSIP: YM1710529<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |  1020000000 | PA      | $591862.92    | 0.06%             | 2026-07-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: EGP/USD SETTLE 2025-10-29                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | EG        |           1 | NC      | $16504.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                             | BRK- BARCLAY BANK PLC REC- 4.325                                           | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DIR              |  | PL        |    14710000 | NC      | $-48971.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republica de Panama                                                                           | REPUBLIC OF PANAMA 8.125000% 04/28/2034                                    | CUSIP: 698299AT1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      478000 | PA      | $535073.20    | 0.06%             | 2034-04-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                                                        | GUATEMALA GOVERNMENT BOND 144A 6.250000% 08/15/2036                        | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      490000 | PA      | $505768.20    | 0.05%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                 | INDONESIA GOVERNMENT 8.750000% 05/15/2031                                  | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 13902000000 | PA      | $951992.94    | 0.10%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Republica de Costa Rica                                                                       | COSTA RICA GOVERNMENT 7.158000% 03/12/2045                                 | CUSIP: P3699PGJ0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     2200000 | PA      | $2362371.70   | 0.25%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                              | BRK: DEUTSCHE BANK SECURITIES, INC. PAY: BZDIOVRA                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DIR              |  | BR        |    35792583 | NC      | $389339.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Republique de Cote d'Ivoire                                                                   | IVORY COAST GOVERNMENT INTERNATIONAL BOND 144A 8.075000% 04/01/2036        | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      899000 | PA      | $929476.00    | 0.10%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Republic of the Philippines                                                                   | REPUBLIC OF PHILIPPINES 2.650000% 12/10/2045                               | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1148000 | PA      | $773456.94    | 0.08%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO, INC                                                                      | FX Forward Contract: THB/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              |  | TH        |           1 | NC      | $-150162.57   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: USD/ZAR SETTLE 2025-11-10                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | US        |           1 | NC      | $-702.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBB INTERNATIONAL SUKUK PROGRAMME COMPANY W.L.L                                               | CBB INTL SUKUK PRGM SPC 3.950000% 09/16/2027                               | CUSIP: N/A<br>LEI: 5493006IRJ2IWXTNIM16       | Long             | DBT              | NUSS              | BH        |     2933000 | PA      | $2870071.40   | 0.30%             | 2027-09-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Royaume du Maroc                                                                              | KINGDOM OF MOROCCO 4.000000% 12/15/2050                                    | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      600000 | PA      | $440824.78    | 0.05%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republica Argentina                                                                           | REPUBLIC OF ARGENTINA 3.875000% 07/09/2035                                 | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |     2900000 | PA      | $1761804.89   | 0.19%             | 2035-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SCB SECURITIES                                                                                | FX Forward Contract: NGN/USD SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NG        |           1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republica del Peru                                                                            | BONOS DE TESORERIA 6.150000% 08/12/2032                                    | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     5100000 | PA      | $1559941.44   | 0.17%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                                    | SRI LANKA GOVERNMENT INTERNATIONAL BOND 144A 3.600000% 06/15/2035          | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     1915972 | PA      | $1396629.61   | 0.15%             | 2035-06-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| TURKISH LIRA                                                                                  | FX Forward Contract: TRY/USD SETTLE 2025-10-16                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | TR        |           1 | NC      | $16612.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                                                | BRK: CITI PAY: 3M JIBAR                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              |  | ZA        |    30700000 | NC      | $98966.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUVIAN NEW SOL                                                                              | FX Forward Contract: PEN/USD SETTLE 2025-10-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | PE        |           1 | NC      | $12711.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                       | BRK : GOLDMAN SACHS REC : 13.585% FIXED                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              |  | BR        |    14164917 | NC      | $36474.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF MONGOLIA                                                                  | DEVT BANK OF MONGOLIA 8.500000% 07/03/2028                                 | CUSIP: N/A<br>LEI: 254900HRWK3OKXS9UW60       | Long             | DBT              | NUSS              | MN        |      700000 | PA      | $713079.73    | 0.08%             | 2028-07-03      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AZERBAIJAN MANAT                                                                              | FX Forward Contract: AZN/USD SETTLE 2026-06-03                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AZ        |           1 | NC      | $8125.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 8.000000% 04/29/2030                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     6400000 | PA      | $1514052.06   | 0.16%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/BRL SETTLE 2025-10-02                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-109939.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                                             | GHANA GOVERNMENT INTERNATIONAL BOND 144A 5.000000% 07/03/2029              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       95000 | PA      | $92369.82     | 0.01%             | 2029-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                                       | ROMANIA GOVERNMENT BOND 6.300000% 04/25/2029                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    11000000 | PA      | $2460162.84   | 0.26%             | 2029-04-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/INR SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $1211.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                        | FX Forward Contract: HUF/USD SETTLE 2025-12-08                             | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | HU        |           1 | NC      | $111689.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/HUF SETTLE 2025-11-18                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-28866.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                      | MEX BONOS DESARR FIX RT 8.500000% 02/28/2030                               | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   130000000 | PA      | $7162427.38   | 0.76%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                      | REPUBLIC OF SOUTH AFRICA 9.000000% 01/31/2040                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    62000000 | PA      | $3288595.39   | 0.35%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Banco Central del Uruguay                                                                     | URU MONETARY REG BILL ZERO COUPON 10/01/2025                               | CUSIP: N/A<br>LEI: 549300DTMS39GZYBX161       | Long             | DBT              | NUSS              | UY        |    23900000 | PA      | $599523.39    | 0.06%             | 2025-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                  | FX Forward Contract: USD/HUF SETTLE 2026-05-11                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |           1 | NC      | $-38885.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                  | HUNGARY GOVERNMENT BOND 3.000000% 04/25/2041                               | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   535850000 | PA      | $998358.16    | 0.11%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHILEAN PESO                                                                                  | FX Forward Contract: CLP/USD SETTLE 2025-12-17                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CL        |           1 | NC      | $-5252.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kerajaan Malaysia                                                                             | MALAYSIA GOVERNMENT 3.885000% 08/15/2029                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     1638000 | PA      | $398461.32    | 0.04%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer