# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001084380-25-000138
**Filing Date:** 2025-9
**Character Count:** 209167
**Document Hash:** af5dbdfa694fbd7fc73cc8261f51ba97
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001084380-25-000138.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0001084380-25-000138

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TIAA-CREF FUNDS
- **CENTRAL INDEX KEY:** 0001084380

**ORGANIZATION NAME:**
- **EIN:** 134055167
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09301
- **FILM NUMBER:** 251346220

**BUSINESS ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 2129166746

**MAIL ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TIAA CREF INSTITUTIONAL MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19990415

## Series and Classes Contracts Data

### Nuveen International Bond Fund (Series ID: S000054622)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000171516 | Class I          | TIBNX           |
| C000171517 | Class R6         | TIBWX           |
| C000171518 | Premier Class    | TIBLX           |
| C000171519 | Class A          | TIBEX           |
| C000171520 | Retirement Class | TIBVX           |
| C000202768 | Class W          | TIBUX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TIAA-CREF Funds

- **b. Investment Company Act file number:** 811-09301

- **c. CIK number of Registrant:** 0001084380

- **d. LEI of Registrant:** 549300L8R42TEBN5NG46

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

  - **Street Address 1:** 730 Third Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 800-842-2733

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

- **a. Name of Series:** Nuveen International Bond Fund

- **b. EDGAR series identifier (if any):** S000054622

- **c. LEI of Series:** 549300G6OT5H8V4S5S27

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $882278725.00

**Total Liabilities:** $405382940.00

**Net Assets:** $476895785.00

**Delayed Delivery Securities:** $1172539.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -154.99000000 | **1-Year:** -10313.50000000 | **5-Year:** -48296.63000000 | **10-Year:** -88748.81000000 | **30-Year:** -33140.22000000

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

- **3-Month:** -210.97000000 | **1-Year:** -4213.93000000 | **5-Year:** -24929.80000000 | **10-Year:** -49625.72000000 | **30-Year:** -38472.82000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000171519 | 0.34%                | 0.80%                | 0.00%                |
| Class ID C000171516 | 0.34%                | 0.80%                | 0.11%                |
| Class ID C000171518 | 0.34%                | 0.79%                | 0.11%                |
| Class ID C000202768 | 0.34%                | 0.91%                | 0.11%                |
| Class ID C000171520 | 0.23%                | 0.91%                | 0.00%                |
| Class ID C000171517 | 0.34%                | 0.80%                | 0.11%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $14832.52                | $1060777.40                                |
| Month 2  | $-233278.44              | $10819138.14                               |
| Month 3  | $-272452.87              | $-13052608.19                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bank of America, N.A.                                            | EUR251010                                                                   | CUSIP: EUR251010<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4920751.58   | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                          | Mexican Bonos                                                               | CUSIP: QJ1649335<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     9900000 | PA      | $517308.45    | 0.11%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                            | EUR251010                                                                   | CUSIP: EUR251010<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $393388.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | CHF251010                                                                   | CUSIP: CHF251010<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $591.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                          | Ireland Government Bond                                                     | CUSIP: AM0125113<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      225000 | PA      | $221521.62    | 0.05%             | 2037-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                          | Japan Finance Organization for Municipalities                               | CUSIP: JV8452080<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    30000000 | PA      | $198414.18    | 0.04%             | 2026-02-16      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                              | Ghana Government International Bond                                         | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      562650 | PA      | $534690.95    | 0.11%             | 2029-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                                          | Eni S.p.A                                                                   | CUSIP: ZP5396533<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      400000 | PA      | $413907.16    | 0.09%             | 2030-01-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                             | Siemens Financieringsmaatschappij NV                                        | CUSIP: YO6688908<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $1029900.01   | 0.22%             | 2029-05-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                  | ContourGlobal Power Holdings S.A.                                           | CUSIP: YS7922364<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      285000 | PA      | $332536.76    | 0.07%             | 2030-02-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                         | Bundesrepublik Deutschland                                                  | CUSIP: BZ6363189<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      365000 | PA      | $414863.54    | 0.09%             | 2029-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                | Johnson & Johnson                                                           | CUSIP: 478160CY8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      400000 | PA      | $465325.54    | 0.10%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM Mortgage Trust                                                         | CUSIP: 12593JBK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1431305.70   | 0.30%             | 2048-08-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                  | Japan Government Five Year Bond                                             | CUSIP: ZH4376393<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   340000000 | PA      | $2213154.49   | 0.46%             | 2028-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                      | New Zealand Government International Bond                                   | CUSIP: QJ1094474<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     3980000 | PA      | $2220040.98   | 0.47%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                            | Turkiye Government International Bond                                       | CUSIP: YM2197288<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1075000 | PA      | $1222114.68   | 0.26%             | 2031-08-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF RWANDA                                               | Rwanda International Government Bond                                        | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |     1225000 | PA      | $1065781.70   | 0.22%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Frost CMBS                                                       | Frost CMBS DAC                                                              | CUSIP: BCC3320N6<br>LEI: 635400USRLUMX8CQN243 | Long             | ABS-MBS          | CORP              | IE        |     1825804 | PA      | $2401419.14   | 0.50%             | 2033-11-20      | Variable      | 7.14%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                            | China Government Bond                                                       | CUSIP: BR8688722<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    14900000 | PA      | $2167156.14   | 0.45%             | 2028-10-14      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                  | Kingdom of Belgium Government Bond                                          | CUSIP: AN7110397<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1575000 | PA      | $1456769.50   | 0.31%             | 2037-06-22      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                              | Korea Treasury Bond                                                         | CUSIP: BQ7821821<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   800000000 | PA      | $505403.32    | 0.11%             | 2041-09-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                          | Pricoa Global Funding I                                                     | CUSIP: YN6845757<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1138793.04   | 0.24%             | 2030-07-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                            | Province of Ontario Canada                                                  | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1100000 | PA      | $468270.06    | 0.10%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco Inc                                                | Parexel International Corporation, Term Loan B                              | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |      230797 | PA      | $231388.97    | 0.05%             | 2028-11-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                         | Bundesrepublik Deutschland                                                  | CUSIP: BR2469814<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1745000 | PA      | $867478.88    | 0.18%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                         | Bundesrepublik Deutschland                                                  | CUSIP: ZM1985385<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1110000 | PA      | $1249609.45   | 0.26%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                                  | QNB Finance Ltd                                                             | CUSIP: BN6735318<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    16000000 | PA      | $2238073.66   | 0.47%             | 2026-02-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                 | French Republic Government Bond OAT                                         | CUSIP: ED3871594<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1600000 | PA      | $2042105.90   | 0.43%             | 2035-04-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA, Inc                                                                  | CUSIP: BO1068085<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      250000 | PA      | $283391.21    | 0.06%             | 2026-03-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                         | Thailand Government Bond                                                    | CUSIP: BY4967448<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    27700000 | PA      | $1025745.38   | 0.22%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                            | EUR251010                                                                   | CUSIP: EUR251010<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $30955.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                              | CUSIP: AP6382349<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      670000 | PA      | $762936.50    | 0.16%             | 2026-10-23      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                              | Ecuador Government International Bond (Step Bond)                           | CUSIP: ZO2104560<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       86000 | PA      | $53793.00     | 0.01%             | 2040-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                           | Fairfax Financial Holdings Ltd                                              | CUSIP: AR6731004<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $285032.16    | 0.06%             | 2028-03-29      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| MVW Owner Trust                                                  | MVW LLC                                                                     | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       98455 | PA      | $93696.36     | 0.02%             | 2041-01-22      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| EDP Servicios Financieros Espana SA                              | EDP Servicios Financieros Espana SAU                                        | CUSIP: ZH1579908<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $596238.94    | 0.13%             | 2029-04-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group, Inc                                                    | CUSIP: BN6710287<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      500000 | PA      | $540611.52    | 0.11%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                               | Cyprus Government International Bond                                        | CUSIP: ZP4820368<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     1100000 | PA      | $1143414.35   | 0.24%             | 2030-01-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                | NatWest Group plc                                                           | CUSIP: YV6173723<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $581858.15    | 0.12%             | 2032-09-12      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                 | French Republic Government Bond OAT                                         | CUSIP: AS9078385<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3775000 | PA      | $4089665.26   | 0.86%             | 2028-11-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| NAT GRID ELECTY EM                                               | National Grid Electricity Distribution East Midlands plc                    | CUSIP: BY9532213<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $467364.79    | 0.10%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                             | Indonesia Treasury Bond                                                     | CUSIP: BY4236786<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 12600000000 | PA      | $785629.75    | 0.16%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T, Inc                                                                   | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      500000 | PA      | $647314.85    | 0.14%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                            | Tesco Corporate Treasury Services plc                                       | CUSIP: YO0374547<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1142522.99   | 0.24%             | 2032-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lseg Netherlands BV                                              | Lseg Netherlands BV                                                         | CUSIP: YV8649936<br>LEI: 213800JCR9B7CYW7U265 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $460135.46    | 0.10%             | 2027-09-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                              | Oportun Issuance Trust                                                      | CUSIP: 68377GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      165894 | PA      | $163648.14    | 0.03%             | 2031-05-08      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| NEMAK SAB DE CV                                                  | Nemak SAB de C.V.                                                           | CUSIP: 64045DAC8<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $169420.50    | 0.04%             | 2031-06-28      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| AFLAC INC                                                        | Aflac, Inc                                                                  | CUSIP: 001055BE1<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   100000000 | PA      | $633472.35    | 0.13%             | 2030-03-12      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                           | AXA S.A.                                                                    | CUSIP: BO8478089<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $511842.73    | 0.11%             | 2041-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                       | AbbVie, Inc                                                                 | CUSIP: 00287YDQ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      450000 | PA      | $504168.74    | 0.11%             | 2029-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                        | Airbus SE                                                                   | CUSIP: BJ8145242<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $581239.99    | 0.12%             | 2040-06-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                           | Peruvian Government International Bond                                      | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      210000 | PA      | $209069.70    | 0.04%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                            | Dominican Republic Government International Bond                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      300000 | PA      | $315555.00    | 0.07%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: T6052B2X5<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      900000 | PA      | $1092097.97   | 0.23%             | 2031-10-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                            | Dominican Republic Government International Bond                            | CUSIP: 25714PEW4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    15600000 | PA      | $277649.05    | 0.06%             | 2035-09-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| Honeywell International Inc                                      | Honeywell International, Inc                                                | CUSIP: 438516CW4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      500000 | PA      | $572636.98    | 0.12%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                         | Credit Agricole Assurances S.A.                                             | CUSIP: BR6668346<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $507343.63    | 0.11%             | 2031-10-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                              | Senegal Government International Bond                                       | CUSIP: BP9003099<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      825000 | PA      | $627035.33    | 0.13%             | 2037-06-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                          | Sasol Financing USA LLC                                                     | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      300000 | PA      | $249684.96    | 0.05%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                          | International Bank for Reconstruction & Development                         | CUSIP: ZM2756512<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       | 31200000000 | PA      | $1912478.85   | 0.40%             | 2028-01-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                    | Citigroup, Inc                                                              | CUSIP: ZB9408673<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      400000 | PA      | $457371.13    | 0.10%             | 2028-05-14      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                 | Corp Nacional del Cobre de Chile                                            | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $209597.60    | 0.04%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                         | Tengizchevroil Finance Co International Ltd                                 | CUSIP: 88034QAB3<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $199323.22    | 0.04%             | 2025-08-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                         | Republic of South Africa Government International Bond                      | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      500000 | PA      | $451199.03    | 0.09%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                         | CUSIP: BP5739662<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      450000 | PA      | $499168.36    | 0.10%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                            | Iberdrola Finanzas S.A.                                                     | CUSIP: YV9887378<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $456371.37    | 0.10%             | 2031-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC                                    | CUSIP: 05377RHN7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      825000 | PA      | $863997.50    | 0.18%             | 2030-02-20      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                                             | Japan Government Five Year Bond                                             | CUSIP: BR9625400<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   268000000 | PA      | $1763902.39   | 0.37%             | 2026-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                            | GBP251010                                                                   | CUSIP: GBP251010<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1193044.91   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                | Japan Government Twenty Year Bond                                           | CUSIP: BI0184712<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   267000000 | PA      | $1390602.17   | 0.29%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                            | Ukraine Government International Bond                                       | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      250000 | PA      | $152500.00    | 0.03%             | 2029-02-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Paraguay Government International Bond                           | Paraguay Government International Bond                                      | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      400000 | PA      | $409260.00    | 0.09%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                            | Bank of Ireland Group plc                                                   | CUSIP: BO3837669<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      600000 | PA      | $674891.22    | 0.14%             | 2027-05-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                               | Serbia Government International Bond                                        | CUSIP: AZ2272021<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1700000 | PA      | $1790358.10   | 0.38%             | 2029-06-26      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                         | Bundesrepublik Deutschland Bundesanleihe                                    | CUSIP: YS3267715<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4075000 | PA      | $4582777.81   | 0.96%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Treasury Discount Bill                                     | Japan Treasury Discount Bill                                                | CUSIP: YO8213499<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |   575000000 | PA      | $3811619.33   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                                          | Hungary Government International Bond                                       | CUSIP: BJ8146422<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      600000 | PA      | $549067.55    | 0.12%             | 2035-06-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                     | Glencore Capital Finance DAC                                                | CUSIP: ZB6532764<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |      500000 | PA      | $593414.93    | 0.12%             | 2031-04-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                           | Egypt Government International Bond                                         | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      675000 | PA      | $548211.10    | 0.11%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                              | Intesa Sanpaolo S.p.A                                                       | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $185575.85    | 0.04%             | 2032-06-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | NOK251010                                                                   | CUSIP: NOK251010<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $25080.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                         | New South Wales Treasury Corp                                               | CUSIP: AP6181865<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1685000 | PA      | $1055782.76   | 0.22%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                         | Bundesrepublik Deutschland                                                  | CUSIP: BT2450315<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1000000 | PA      | $977320.97    | 0.20%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                              | Frontier Issuer LLC                                                         | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1350000 | PA      | $1386385.34   | 0.29%             | 2054-06-20      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Connecticut Avenue Securities Trust                                         | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     1000000 | PA      | $1044097.40   | 0.22%             | 2042-07-25      | Variable      | 7.95%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                           | TotalEnergies Capital International S.A.                                    | CUSIP: YR7939691<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $567120.30    | 0.12%             | 2033-03-03      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                           | Verizon Communications, Inc                                                 | CUSIP: 92343VED2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      700000 | PA      | $769749.98    | 0.16%             | 2029-10-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bruegel                                                          | Bruegel 2021 DAC                                                            | CUSIP: BCC30XSY7<br>LEI: 549300P1CR5XGGQ0OD33 | Long             | ABS-MBS          | CORP              | IE        |     1123746 | PA      | $1259067.27   | 0.26%             | 2031-05-22      | Variable      | 4.53%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                          | Hungary Government Bond                                                     | CUSIP: BT4398900<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   555000000 | PA      | $1509343.36   | 0.32%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                            | China Government Bond                                                       | CUSIP: BO9178522<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    12400000 | PA      | $2308697.59   | 0.48%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development              | International Bank for Reconstruction & Development                         | CUSIP: BT3827768<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    41300000 | PA      | $469326.46    | 0.10%             | 2027-01-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                   | Japan Government Two Year Bond                                              | CUSIP: YR1458995<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   450000000 | PA      | $2982073.46   | 0.63%             | 2027-02-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| CBQ Finance Ltd                                                  | CBQ Finance Ltd                                                             | CUSIP: ZD9989512<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |      300000 | PA      | $307643.94    | 0.06%             | 2029-03-28      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                              | Korea Treasury Bond                                                         | CUSIP: YS9198294<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1340000000 | PA      | $966340.31    | 0.20%             | 2030-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                              | United Kingdom Gilt                                                         | CUSIP: ZD2171464<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2100000 | PA      | $2747802.50   | 0.58%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                              | Malaysia Government Bond                                                    | CUSIP: Y2R35QBZ3<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7925000 | PA      | $2015773.14   | 0.42%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ Secured Financing BV                                                     | CUSIP: BT3367682<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     1150000 | PA      | $1220373.01   | 0.26%             | 2032-01-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| THALES SA                                                        | Thales S.A.                                                                 | CUSIP: ZK9158351<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $708264.37    | 0.15%             | 2029-06-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                | Johnson & Johnson                                                           | CUSIP: YR6417533<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      500000 | PA      | $553902.74    | 0.12%             | 2045-02-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                            | JPY251010                                                                   | CUSIP: JPY251010<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1501959.29   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | NZD251010                                                                   | CUSIP: NZD251010<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14854.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                              | United Kingdom Gilt                                                         | CUSIP: BJ7876565<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2760000 | PA      | $1307241.15   | 0.27%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                            | Turkiye Government International Bond                                       | CUSIP: ZD7301595<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1000000 | PA      | $1202493.05   | 0.25%             | 2030-05-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                      | Taurus UK DAC                                                               | CUSIP: BCC2QWFH4<br>LEI: 635400SG2ZVJCYHITE32 | Long             | ABS-MBS          | CORP              | IE        |      347448 | PA      | $458745.28    | 0.10%             | 2031-05-17      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| BOI FINANCE BV                                                   | BOI Finance BV                                                              | CUSIP: BU2015792<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1164810.35   | 0.24%             | 2027-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 US LLC                                     | Avolon TLB Borrower 1 (US) LLC, Term Loan B6                                | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |      257188 | PA      | $257596.65    | 0.05%             | 2030-06-24      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                              | Suzano Austria GmbH                                                         | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $263719.77    | 0.06%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR251010                                                                   | CUSIP: EUR251010<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4590.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                         | Thailand Government International Bond                                      | CUSIP: AV1262212<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    27500000 | PA      | $990162.81    | 0.21%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                                    | Proximus SADP                                                               | CUSIP: BS3563688<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |      800000 | PA      | $679850.71    | 0.14%             | 2036-11-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                         | Canadian Government Bond                                                    | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1550000 | PA      | $1141536.52   | 0.24%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS SARL                                           | Highland Holdings Sarl                                                      | CUSIP: BS2119425<br>LEI: 549300WGY8GPJM4PQR36 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $555452.74    | 0.12%             | 2026-12-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| ENTEL CHILE SA                                                   | Empresa Nacional de Telecomunicaciones S.A.                                 | CUSIP: 29245VAE5<br>LEI: 529900N4SUIP0URJT330 | Long             | DBT              | CORP              | CL        |      325000 | PA      | $279870.92    | 0.06%             | 2032-09-14      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                            | China Government Bond                                                       | CUSIP: ZO3452687<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    12700000 | PA      | $2388796.96   | 0.50%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | Avantor Funding, Inc                                                        | CUSIP: BK4245605<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      500000 | PA      | $570376.63    | 0.12%             | 2028-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                         | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: BK4597278<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2625000 | PA      | $2925057.50   | 0.61%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                               | Cadent Finance plc                                                          | CUSIP: ZB2787628<br>LEI: 5493005M8TJ0J6IMUF67 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $576769.32    | 0.12%             | 2033-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                          | Inter-American Development Bank                                             | CUSIP: ZL9360419<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    33000000 | PA      | $384279.54    | 0.08%             | 2033-04-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KIA CORP                                                         | Kia Corp                                                                    | CUSIP: 49374JAD5<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |      250000 | PA      | $243127.32    | 0.05%             | 2027-02-14      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                | Japan Government Twenty Year Bond                                           | CUSIP: ZQ2789928<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   380000000 | PA      | $1978321.33   | 0.41%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                              | Ecuador Government International Bond (Step Bond)                           | CUSIP: ZO2094456<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      441250 | PA      | $386976.25    | 0.08%             | 2030-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                        | CUSIP: AS2798773<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      500000 | PA      | $562998.76    | 0.12%             | 2028-04-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                              | Egypt Government International Bond                                         | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      975000 | PA      | $989055.85    | 0.21%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium                                               | Kingdom of Belgium Government Bond                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BE        |      285000 | PA      | $323378.24    | 0.07%             | 2034-06-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                | CUSIP: BM1389774<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1100000 | PA      | $1190042.81   | 0.25%             | 2028-11-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | KRW250812                                                                   | CUSIP: KRW250812<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $248400.29    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                              | French Republic Government Bond OAT                                         | CUSIP: ZK2178539<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3350000 | PA      | $3864023.84   | 0.81%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | Raytheon Technologies Corp                                                  | CUSIP: 75513EAB7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      500000 | PA      | $547858.84    | 0.11%             | 2030-05-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | Barclays plc                                                                | CUSIP: ZN2142182<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $283545.51    | 0.06%             | 2032-11-14      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | IDR250812                                                                   | CUSIP: IDR250812<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4756.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bond                                            | Spain Government International Bond                                         | CUSIP: ZF2464195<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1625000 | PA      | $1874421.79   | 0.39%             | 2034-04-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| LA POSTE SA                                                      | La Poste S.A.                                                               | CUSIP: BN4539977<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $252663.00    | 0.05%             | 2036-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                              | Ecuador Government International Bond (Step Bond)                           | CUSIP: ZO2104214<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      309125 | PA      | $230761.81    | 0.05%             | 2035-07-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| NORWEGIAN GOVERNMENT                                             | Norway Government International Bond                                        | CUSIP: BN9945377<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    11500000 | PA      | $958064.90    | 0.20%             | 2031-09-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                   | Japan Government Ten Year Bond                                              | CUSIP: YS4433282<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   540000000 | PA      | $3485961.05   | 0.73%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                            | China Government Bond                                                       | CUSIP: AZ6421871<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    18900000 | PA      | $3533954.13   | 0.74%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                | Hellenic Republic Government International Bond                             | CUSIP: AX5202350<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      575000 | PA      | $687543.12    | 0.14%             | 2029-03-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                            | Japan Government Thirty Year Bond                                           | CUSIP: BR9216051<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   278000000 | PA      | $1098360.08   | 0.23%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Treasury Discount Bill                                     | Japan Treasury Discount Bill                                                | CUSIP: YN6018900<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |   217000000 | PA      | $1437980.86   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                          | JPY251010                                                                   | CUSIP: JPY251010<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19766.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                           | Republic of Uganda Government Bonds                                         | CUSIP: AZ5159746<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  4000000000 | PA      | $981874.04    | 0.21%             | 2034-06-22      | Fixed         | 14.25%                | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                         | Adani Electricity Mumbai Ltd                                                | CUSIP: 00654GAB9<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |      300000 | PA      | $263698.68    | 0.06%             | 2031-07-22      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                         | Israel Electric Corp Ltd                                                    | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |      400000 | PA      | $390568.00    | 0.08%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                               | Cyprus Government International Bond                                        | CUSIP: ZS3023307<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      500000 | PA      | $475135.23    | 0.10%             | 2049-05-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BMW International Investment BV                                  | BMW International Investment BV                                             | CUSIP: YS7121074<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $668927.76    | 0.14%             | 2028-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                            | RON250818                                                                   | CUSIP: RON250818<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-73147.45    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                               | Cyprus Government International Bond                                        | CUSIP: BT4945783<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     1550000 | PA      | $1575123.29   | 0.33%             | 2032-01-20      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC WHOLESALE                                      | MXN250811                                                                   | CUSIP: MXN250811<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8481.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander S.A.                                                        | CUSIP: YX5303665<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $407335.06    | 0.09%             | 2029-06-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                           | Eskom Holdings SOC Ltd                                                      | CUSIP: BQ6082631<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     1250000 | PA      | $1223338.09   | 0.26%             | 2027-07-23      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                               | Dominican Republic Government International Bond                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      750000 | PA      | $693225.00    | 0.15%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                             | Republic of Cameroon International Bond                                     | CUSIP: BQ3349835<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |      650000 | PA      | $586948.02    | 0.12%             | 2032-07-07      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                            | Spain Government International Bond                                         | CUSIP: ZL1845482<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2175000 | PA      | $2561742.00   | 0.54%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| CLOVERIE PLC ZURICH INS                                          | Cloverie plc for Zurich Insurance Co Ltd                                    | CUSIP: AV0889999<br>LEI: 5493002N598MXOKUEF55 | Long             | DBT              | CORP              | IE        |      750000 | PA      | $822404.64    | 0.17%             | 2028-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                     | Oriental Republic of Uruguay                                                | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      450000 | PA      | $404100.00    | 0.08%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                              | Korea Treasury Bond                                                         | CUSIP: BR7206518<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1175000000 | PA      | $830510.11    | 0.17%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                          | Brazilian Government International Bond                                     | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1000000 | PA      | $1000950.00   | 0.21%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, N.A.                                            | GBP251010                                                                   | CUSIP: GBP251010<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $60523.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG.                                                           | CUSIP: ZP3884472<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $564372.88    | 0.12%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVERNMENT BOND                                           | Turkiye Government International Bond                                       | CUSIP: ZO8193765<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    42000000 | PA      | $990645.34    | 0.21%             | 2025-10-01      | Fixed         | 12.60%                | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                         | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: BN4718670<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      975000 | PA      | $1057731.17   | 0.22%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | ZAR250811                                                                   | CUSIP: ZAR250811<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15220.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                         | Celulosa Arauco y Constitucion S.A.                                         | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |      300000 | PA      | $293407.14    | 0.06%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                    | Citigroup, Inc                                                              | CUSIP: ZB9408681<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      600000 | PA      | $700367.50    | 0.15%             | 2032-05-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                        | Legal & General Group plc                                                   | CUSIP: YQ7138130<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $270541.85    | 0.06%             | 2055-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | CNH250815                                                                   | CUSIP: CNH250815<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-92141.62    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                        | Fresenius Medical Care AG.                                                  | CUSIP: YQ8312361<br>LEI: 549300CP8NY40UP89Q40 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $466011.29    | 0.10%             | 2032-04-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                     | Comcast Corp                                                                | CUSIP: 20030NDB4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      700000 | PA      | $769275.36    | 0.16%             | 2027-05-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic Central Bank Notes                            | Dominican Republic Central Bank Notes                                       | CUSIP: 25714PER5<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |    43000000 | PA      | $703504.69    | 0.15%             | 2025-12-05      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| Sartorius Finance BV                                             | Sartorius Finance BV                                                        | CUSIP: ZI6854247<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $598800.68    | 0.13%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                             | Canada Housing Trust No                                                     | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     3075000 | PA      | $2233258.70   | 0.47%             | 2032-09-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Chile Government International Bond                              | Chile Government International Bond                                         | CUSIP: YW1328411<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      925000 | PA      | $1083355.37   | 0.23%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                          | Jazz Financing Lux S.a.r.l., First Lien Term Loan B                         | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |      152173 | PA      | $152945.95    | 0.03%             | 2028-05-05      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                  | Japan Government Five Year Bond                                             | CUSIP: YX8917420<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   319000000 | PA      | $2081271.94   | 0.44%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                              | United Kingdom Gilt                                                         | CUSIP: BN5660517<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      900000 | PA      | $538593.80    | 0.11%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                | Japan Government Thirty Year Bond                                           | CUSIP: J2S39LU44<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | CORP              | JP        |   233000000 | PA      | $1128256.05   | 0.24%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                              | United Kingdom Gilt                                                         | CUSIP: BR1814184<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | CORP              | GB        |     1735000 | PA      | $2046845.91   | 0.43%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                              | Korea Treasury Bond                                                         | CUSIP: BT8260684<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   730000000 | PA      | $500415.22    | 0.10%             | 2052-03-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                  | Kingdom of Belgium Government Bond                                          | CUSIP: BT5908418<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1500000 | PA      | $1448028.33   | 0.30%             | 2032-06-22      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                         | Brazil Notas do Tesouro Nacional Serie F                                    | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     6300000 | PA      | $969745.25    | 0.20%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                 | Vmed O2 UK Financing I plc                                                  | CUSIP: BQ1812974<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $720183.36    | 0.15%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                         | Uruguay Government International Bond                                       | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    81250000 | PA      | $2008245.18   | 0.42%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                          | Romanian Government International Bond                                      | CUSIP: ZM1054521<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     7590000 | PA      | $1747722.14   | 0.37%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                                            | Serbia Treasury Bonds                                                       | CUSIP: BG1390940<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   101500000 | PA      | $957803.67    | 0.20%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                         | Canadian Government Bond                                                    | CUSIP: 135087R97<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1975000 | PA      | $1442764.87   | 0.30%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust                                      | Diamond Resorts Owner Trust                                                 | CUSIP: 25273CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      228496 | PA      | $227958.72    | 0.05%             | 2033-11-21      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                               | Province of Quebec Canada                                                   | CUSIP: 74814ZFB4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1000000 | PA      | $720431.58    | 0.15%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                             | Thaioil Treasury Center Co Ltd                                              | CUSIP: 88322YAK7<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |      300000 | PA      | $264368.76    | 0.06%             | 2030-06-18      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                            | Japan Government Twenty Year Bond                                           | CUSIP: AL7975124<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   278000000 | PA      | $1628673.54   | 0.34%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | NZD251010                                                                   | CUSIP: NZD251010<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $42665.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                        | ProLogis Euro Finance LLC                                                   | CUSIP: 74341EAS1<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |      600000 | PA      | $704449.07    | 0.15%             | 2034-05-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple | FIEMEX Energia-Banco Actinver S.A. Institucion de Banca Multiple            | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      297152 | PA      | $303957.00    | 0.06%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                         | American Medical Systems Europe BV                                          | CUSIP: BU9242704<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $530294.00    | 0.11%             | 2031-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                         | Bundesrepublik Deutschland                                                  | CUSIP: BP9803662<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2550000 | PA      | $2532110.82   | 0.53%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                         | Ford Motor Credit Co LLC                                                    | CUSIP: 345397D75<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      400000 | PA      | $478483.60    | 0.10%             | 2029-02-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                 | Japan Government Forty Year Bond                                            | CUSIP: ZK7862673<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   349000000 | PA      | $1349625.00   | 0.28%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA                      | Powszechna Kasa Oszczednosci Bank Polski S.A.                               | CUSIP: YV5604900<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | DBT              | CORP              | PL        |      185000 | PA      | $213605.24    | 0.04%             | 2027-09-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                     | Traton Finance Luxembourg S.A.                                              | CUSIP: YS4482347<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $578330.03    | 0.12%             | 2028-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                            | Japan Government Ten Year Bond                                              | CUSIP: QZ4138504<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   284000000 | PA      | $1871263.91   | 0.39%             | 2026-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                         | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      500000 | PA      | $492029.35    | 0.10%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                | Hellenic Republic Government International Bond                             | CUSIP: ZB6605172<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      650000 | PA      | $734218.75    | 0.15%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Bulgaria Government International Bond                           | Bulgaria Government International Bond                                      | CUSIP: YO0398140<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      700000 | PA      | $809147.54    | 0.17%             | 2038-05-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                          | Hungary Government International Bond                                       | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      285000 | PA      | $294458.62    | 0.06%             | 2028-05-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                              | United Kingdom Gilt                                                         | CUSIP: ZF2680865<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1725000 | PA      | $1944626.80   | 0.41%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | Ecopetrol S.A.                                                              | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      300000 | PA      | $314630.49    | 0.07%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                 | Peruvian Government International Bond                                      | CUSIP: 715638CZ3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     6201000 | PA      | $1630590.76   | 0.34%             | 2034-08-12      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | Time Warner Cable LLC                                                       | CUSIP: 88732JAZ1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      600000 | PA      | $795248.87    | 0.17%             | 2031-06-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                          | Thermo Fisher Scientific Finance I BV                                       | CUSIP: BR7759565<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |     1100000 | PA      | $1129453.40   | 0.24%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                          | Hungary Government International Bond                                       | CUSIP: ZN3745520<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      550000 | PA      | $652011.33    | 0.14%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                        | Canada Housing Trust No                                                     | CUSIP: 13509PKB8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     1430000 | PA      | $1009782.69   | 0.21%             | 2035-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                          | RTE Reseau de Transport d'Electricite SADIR                                 | CUSIP: ZJ3113876<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $231781.04    | 0.05%             | 2035-07-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ULTRATECH CEMENT LTD                                             | UltraTech Cement Ltd                                                        | CUSIP: 90403YAA7<br>LEI: 335800PC9O9B4BQHG814 | Long             | DBT              | CORP              | IN        |      225000 | PA      | $201568.50    | 0.04%             | 2031-02-16      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                                    | CNH250815                                                                   | CUSIP: CNH250815<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6063.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                         | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: BM0807123<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      950000 | PA      | $667600.40    | 0.14%             | 2051-09-01      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen International Finance NV                              | Volkswagen International Finance NV                                         | CUSIP: BX3336597<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $582980.58    | 0.12%             | 2027-09-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                     | Barclays plc                                                                | CUSIP: BQ8368673<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $428286.90    | 0.09%             | 2029-08-09      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Cepsa Finance SA                                                 | Cepsa Finance S.A.                                                          | CUSIP: ZB1504768<br>LEI: 959800QEUH8V5SPPCB45 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $586050.05    | 0.12%             | 2031-04-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                   | Embraer Netherlands Finance BV                                              | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |       85000 | PA      | $87212.98     | 0.02%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                           | Power Finance Corp Ltd                                                      | CUSIP: BN6685760<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |      250000 | PA      | $231696.00    | 0.05%             | 2031-05-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust                                    | Alen Mortgage Trust                                                         | CUSIP: 01449NAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1824625.00   | 0.38%             | 2034-04-15      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                            | Japan Government Thirty Year Bond                                           | CUSIP: QZ4675638<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   457700000 | PA      | $1998058.42   | 0.42%             | 2046-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                              | United Kingdom Gilt                                                         | CUSIP: BR2057668<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1100000 | PA      | $1113665.69   | 0.23%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                              | Alfa Desarrollo S.p.A                                                       | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |      395218 | PA      | $297586.86    | 0.06%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                     | Connecticut Avenue Securities Trust                                         | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2855000 | PA      | $2954624.08   | 0.62%             | 2043-07-25      | Variable      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                              | United Kingdom Gilt                                                         | CUSIP: BZ6913918<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1300000 | PA      | $1541177.15   | 0.32%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                | Japan Government Twenty Year Bond                                           | CUSIP: ZB3726658<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   212000000 | PA      | $1226506.52   | 0.26%             | 2044-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                         | Bundesrepublik Deutschland                                                  | CUSIP: AO2235429<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4675000 | PA      | $5184497.49   | 1.09%             | 2027-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                        | Republic of Uzbekistan International Bond                                   | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     1150000 | PA      | $1190223.10   | 0.25%             | 2032-02-28      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Bank of America, N.A.                                            | CHF251010                                                                   | CUSIP: CHF251010<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $41651.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                              | United Kingdom Gilt                                                         | CUSIP: AR6412506<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      900000 | PA      | $1113135.08   | 0.23%             | 2028-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                  | Kingdom of Belgium Government Bond                                          | CUSIP: BG1378069<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2025000 | PA      | $1455996.15   | 0.31%             | 2040-06-22      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                              | Bangkok Bank PCL                                                            | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |      430000 | PA      | $383000.53    | 0.08%             | 2036-09-23      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| China Government Bond                                            | China Government Bond                                                       | CUSIP: YR4041897<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    46820000 | PA      | $6429261.81   | 1.35%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                            | Japan Government Twenty Year Bond                                           | CUSIP: AT5788530<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   256000000 | PA      | $1424327.83   | 0.30%             | 2038-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | Danske Bank A.S.                                                            | CUSIP: ZP3178248<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      500000 | PA      | $639726.33    | 0.13%             | 2028-01-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                      | Ivory Coast Government International Bond                                   | CUSIP: BM7280605<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      100000 | PA      | $105362.79    | 0.02%             | 2032-01-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom Gilt                                              | United Kingdom Gilt                                                         | CUSIP: ZF1280766<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3325000 | PA      | $4383642.96   | 0.92%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | Standard Chartered plc                                                      | CUSIP: BO6068908<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $783107.43    | 0.16%             | 2031-09-23      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                              | United Kingdom Gilt                                                         | CUSIP: EH5295793<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1200000 | PA      | $1350095.38   | 0.28%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                | Hellenic Republic Government International Bond                             | CUSIP: ZJ7218432<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      750000 | PA      | $918806.45    | 0.19%             | 2038-07-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| China Government Bond                                            | China Government Bond                                                       | CUSIP: ZI4385590<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    13900000 | PA      | $2045598.49   | 0.43%             | 2033-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                           | Millicom International Cellular S.A.                                        | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $184281.75    | 0.04%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                          | Ireland Government Bond                                                     | CUSIP: ZM2350704<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      550000 | PA      | $596855.04    | 0.13%             | 2043-10-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                                    | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      424723 | NS      | $424722.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                          | Mexican Bonos                                                               | CUSIP: EH6944449<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    26000000 | PA      | $1258377.95   | 0.26%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                      | BNP Paribas S.A.                                                            | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $533141.50    | 0.11%             | N/A             | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                              | United Kingdom Gilt                                                         | CUSIP: ZP4466964<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1450000 | PA      | $1110858.21   | 0.23%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                               | Republic of Poland Government International Bond                            | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      280000 | PA      | $261573.49    | 0.05%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                            | China Government Bond                                                       | CUSIP: ZH3763864<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    13800000 | PA      | $1981781.53   | 0.42%             | 2028-10-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                           | Mercedes-Benz International Finance BV                                      | CUSIP: YX5582839<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $400283.87    | 0.08%             | 2027-07-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                    | Enel Finance International NV                                               | CUSIP: ZF3624193<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $582067.85    | 0.12%             | 2035-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                         | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: BN3326749<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1150000 | PA      | $983153.73    | 0.21%             | 2037-03-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                 | Organon Finance  LLC                                                        | CUSIP: 68622TAC5<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |      100000 | PA      | $112294.42    | 0.02%             | 2028-04-30      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                | Japan Government Thirty Year Bond                                           | CUSIP: YW1926073<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   174000000 | PA      | $968054.62    | 0.20%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                            | Province of Ontario Canada                                                  | CUSIP: 68333ZAP2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     1300000 | PA      | $876899.54    | 0.18%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                           | Protective Life Global Funding                                              | CUSIP: ZM2698375<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |      500000 | PA      | $673207.96    | 0.14%             | 2028-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                            | Japan Government Twenty Year Bond                                           | CUSIP: AV1227504<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   660000000 | PA      | $3746882.37   | 0.79%             | 2038-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                           | TotalEnergies Capital International S.A.                                    | CUSIP: YR7939717<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $534049.76    | 0.11%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                 | French Republic Government Bond OAT                                         | CUSIP: ZP7360719<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      910000 | PA      | $484679.07    | 0.10%             | 2052-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                            | Ukraine Government International Bond                                       | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      363440 | PA      | $171725.40    | 0.04%             | 2035-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chile Government International Bond                              | Chile Government International Bond                                         | CUSIP: YN6832904<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      530000 | PA      | $603286.96    | 0.13%             | 2035-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                              | Carrier Global Corp                                                         | CUSIP: 14448CBG8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1226283.60   | 0.26%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                            | Japan Government Thirty Year Bond                                           | CUSIP: ZO8080129<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    73000000 | PA      | $288673.12    | 0.06%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                           | AngloGold Ashanti Holdings plc                                              | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |      250000 | PA      | $234930.49    | 0.05%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                         | Spain Government International Bond                                         | CUSIP: AZ1293424<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1875000 | PA      | $1980831.28   | 0.42%             | 2029-10-31      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                              | Benin Government International Bond                                         | CUSIP: BQ5680468<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     1275000 | PA      | $1293070.52   | 0.27%             | 2035-01-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                          | Japan Finance Organization for Municipalities                               | CUSIP: UV3907192<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    13000000 | PA      | $86198.11     | 0.02%             | 2025-08-15      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                          | Temasek Financial I Ltd                                                     | CUSIP: ZQ5981167<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |      200000 | PA      | $197631.60    | 0.04%             | 2031-11-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                           | BP Capital Markets plc                                                      | CUSIP: ZS4387933<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $566608.62    | 0.12%             | 2031-05-08      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                      | New Zealand Government Bond                                                 | CUSIP: ZL4403453<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1600000 | PA      | $970194.37    | 0.20%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                            | CUSIP: YX4979077<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $671047.13    | 0.14%             | 2028-10-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | IDR250812                                                                   | CUSIP: IDR250812<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $53364.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale S.A.                                                       | CUSIP: ZG1630638<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $488757.06    | 0.10%             | 2031-11-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                          | Japan Finance Organization for Municipalities                               | CUSIP: JV4448934<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    21000000 | PA      | $139071.79    | 0.03%             | 2026-01-19      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: YW6730231<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1825000 | PA      | $2157478.75   | 0.45%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                              | Swiss Confederation Government Bond                                         | CUSIP: BP9778252<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     1625000 | PA      | $1979564.65   | 0.42%             | 2035-06-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | CZK251010                                                                   | CUSIP: CZK251010<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8975.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                            | Ukraine Government International Bond                                       | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       73700 | PA      | $34823.25     | 0.01%             | 2036-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                              | Korea Treasury Bond                                                         | CUSIP: BO9153574<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  9575000000 | PA      | $6642311.10   | 1.39%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                         | Perusahaan Listrik Negara PT                                                | CUSIP: 71568PAK5<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      225000 | PA      | $186213.51    | 0.04%             | 2049-07-17      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                     | ING Groep NV                                                                | CUSIP: YV4264995<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $577937.85    | 0.12%             | 2035-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                           | Banque Federative du Credit Mutuel S.A.                                     | CUSIP: ZN4370518<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $396339.49    | 0.08%             | 2025-09-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Connecticut Avenue Securities Trust                                         | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     1000000 | PA      | $1046170.80   | 0.22%             | 2043-06-25      | Variable      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                         | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: QZ0167556<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2575000 | PA      | $2910915.60   | 0.61%             | 2026-12-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                           | RWE AG.                                                                     | CUSIP: BW6393068<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $455373.63    | 0.10%             | 2030-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                   | Czech Republic Government Bond                                              | CUSIP: EK9125668<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    68000000 | PA      | $2753304.90   | 0.58%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                              | Erste Group Bank AG.                                                        | CUSIP: BM5824776<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      600000 | PA      | $680207.38    | 0.14%             | N/A             | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                            | Bonos de la Tesoreria de la Republica en pesos                              | CUSIP: ZK1811536<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   890000000 | PA      | $940288.85    | 0.20%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Johnson & Johnson                                                | Johnson & Johnson                                                           | CUSIP: 478160DB7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      300000 | PA      | $345084.66    | 0.07%             | 2029-02-26      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GOODYEAR EUROPE BV                                               | Goodyear Europe BV                                                          | CUSIP: BR5232441<br>LEI: 529900AJU331P2QORU39 | Long             | DBT              | CORP              | NL        |      295000 | PA      | $331582.08    | 0.07%             | 2028-08-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                      | Goldman Sachs Group, Inc                                                    | CUSIP: YS7112883<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      300000 | PA      | $345714.62    | 0.07%             | 2033-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                                   | Abu Dhabi Commercial Bank PJSC                                              | CUSIP: YV5280164<br>LEI: 213800RWVKKIRX1AUH58 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $200318.65    | 0.04%             | 2035-03-10      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                               | Realty Income Corp                                                          | CUSIP: 756109CR3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      200000 | PA      | $266498.75    | 0.06%             | 2029-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                | Hellenic Republic Government International Bond                             | CUSIP: BT5984799<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1100000 | PA      | $1160050.98   | 0.24%             | 2032-06-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Atom Mortgage Securities                                         | Atom Mortgage Securities DAC                                                | CUSIP: BCC31RXV9<br>LEI: 635400S9JQ1OOL8ZRR06 | Long             | ABS-MBS          | CORP              | IE        |      837843 | PA      | $1043930.62   | 0.22%             | 2031-07-22      | Variable      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                     | Barclays plc                                                                | CUSIP: YO2959352<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $693084.32    | 0.15%             | 2031-08-14      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                              | Korea Treasury Bond                                                         | CUSIP: ZR8283619<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  4350000000 | PA      | $2978108.87   | 0.62%             | 2029-12-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                          | CNH250815                                                                   | CUSIP: CNH250815<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10145.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo S.p.A                                                       | CUSIP: ZI5122240<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      500000 | PA      | $631853.13    | 0.13%             | 2031-08-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                         | Cooperatieve Rabobank UA                                                    | CUSIP: ZK2163879<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $832638.53    | 0.17%             | 2029-04-25      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                 | Duke Energy Corp                                                            | CUSIP: BW9551233<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1151946.56   | 0.24%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                        | CUSIP: BW0135945<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      500000 | PA      | $553304.97    | 0.12%             | 2033-04-27      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                      | Corp Nacional del Cobre de Chile                                            | CUSIP: 21987BAW8<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $196122.48    | 0.04%             | 2027-08-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ORIX CORP                                                        | ORIX Corp                                                                   | CUSIP: BV8706426<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $568602.64    | 0.12%             | 2026-04-20      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                             | OI European Group BV                                                        | CUSIP: ZK6018079<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $294927.37    | 0.06%             | 2028-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                          | Reckitt Benckiser Treasury Services plc                                     | CUSIP: YX7297238<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $235280.72    | 0.05%             | 2029-06-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                 | French Republic Government Bond OAT                                         | CUSIP: BJ7361725<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2425000 | PA      | $1758534.20   | 0.37%             | 2040-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | Barclays plc                                                                | CUSIP: BT3324469<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $892565.23    | 0.19%             | 2028-01-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                          | SSE plc                                                                     | CUSIP: YQ2996433<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $581237.56    | 0.12%             | 2032-03-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                         | Spain Government International Bond                                         | CUSIP: AT2820591<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1095000 | PA      | $1219625.52   | 0.26%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                | Hellenic Republic Government International Bond                             | CUSIP: ZF6609647<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      725000 | PA      | $836678.34    | 0.18%             | 2034-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                           | Treasury Corp of Victoria                                                   | CUSIP: ZS9578676<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     8300000 | PA      | $4286398.25   | 0.90%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                  | THB250813                                                                   | CUSIP: THB250813<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5928.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                            | Hungary Government International Bond                                       | CUSIP: ZF4258702<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      645000 | PA      | $755664.39    | 0.16%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: YP6540759<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1900000 | PA      | $2189583.96   | 0.46%             | 2032-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                            | China Government Bond                                                       | CUSIP: BG6396942<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    15000000 | PA      | $2631903.18   | 0.55%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                | Japan Government Thirty Year Bond                                           | CUSIP: YU3699938<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   232000000 | PA      | $1259014.26   | 0.26%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                    | EnBW International Finance BV                                               | CUSIP: ZG2008172<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $602600.44    | 0.13%             | 2034-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                              | Nestle Holdings, Inc                                                        | CUSIP: ZI8420674<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      400000 | PA      | $532748.14    | 0.11%             | 2026-09-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LL                                   | Cologix Data Centers US Issuer LLC                                          | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $966257.10    | 0.20%             | 2051-12-26      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                        | Ivory Coast Government International Bond                                   | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1425000 | PA      | $1403470.44   | 0.29%             | 2036-04-01      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                | Celulosa Arauco y Constitucion S.A.                                         | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $204700.00    | 0.04%             | 2032-05-05      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| MCKESSON CORP                                                    | McKesson Corp                                                               | CUSIP: 581557BH7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      600000 | PA      | $757629.98    | 0.16%             | 2029-02-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| India Government Bond                                            | India Government International Bond                                         | CUSIP: ZI2598574<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    88150000 | PA      | $1048955.08   | 0.22%             | 2033-08-14      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                           | Republic of Poland Government International Bond                            | CUSIP: ZN9554595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | CORP              | PL        |     5400000 | PA      | $1508979.11   | 0.32%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                               | Serbia Government International Bond                                        | CUSIP: BO2494439<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      675000 | PA      | $641522.35    | 0.13%             | 2033-03-03      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                 | Volkswagen Financial Services Overseas AG.                                  | CUSIP: YX4978087<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $578522.84    | 0.12%             | 2026-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | Ecopetrol S.A.                                                              | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |       75000 | PA      | $75061.43     | 0.02%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                          | AUD251010                                                                   | CUSIP: AUD251010<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $118676.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                         | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: EG9398371<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1575000 | PA      | $2032385.85   | 0.43%             | 2039-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France S.A.                                                  | CUSIP: AU6699071<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $756760.21    | 0.16%             | 2030-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                      | Taurus UK DAC                                                               | CUSIP: BCC2QWFI2<br>LEI: 635400SG2ZVJCYHITE32 | Long             | ABS-MBS          | CORP              | IE        |     1035395 | PA      | $1368943.84   | 0.29%             | 2031-05-17      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                | Hellenic Republic Government Bond                                           | CUSIP: YS6039442<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      738000 | PA      | $861041.41    | 0.18%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| SNB Funding Ltd                                                  | SNB Funding Ltd                                                             | CUSIP: YN3694075<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |      250000 | PA      | $253897.25    | 0.05%             | 2035-06-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                  | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: ZF0736594<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1124494.15   | 0.24%             | 2034-01-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                         | Bundesrepublik Deutschland                                                  | CUSIP: AZ4612356<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      645000 | PA      | $676023.99    | 0.14%             | 2029-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                | CNH Industrial NV                                                           | CUSIP: YX4985991<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $583771.01    | 0.12%             | 2031-06-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                         | Republic of South Africa Government International Bond                      | CUSIP: EK7732887<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    20900000 | PA      | $1092177.86   | 0.23%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Windfall Mining Group Inc / Groupe Minier Windfall Inc           | Windfall Mining Group, Inc                                                  | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $306721.25    | 0.06%             | 2032-05-13      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS BANK PLC WHOLESALE                                      | CAD251010                                                                   | CUSIP: CAD251010<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $302331.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                            | Japan Government Twenty Year Bond                                           | CUSIP: EF3295013<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   131800000 | PA      | $882438.39    | 0.19%             | 2026-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                           | Bulgaria Government International Bond                                      | CUSIP: ZH9728507<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      750000 | PA      | $921829.02    | 0.19%             | 2031-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                              | Benin Government International Bond                                         | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      750000 | PA      | $739013.39    | 0.15%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                          | Japan Finance Organization for Municipalities                               | CUSIP: JK9352085<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    14000000 | PA      | $92322.22     | 0.02%             | 2026-05-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                   | British Telecommunications plc                                              | CUSIP: YX7286876<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $467262.13    | 0.10%             | 2034-01-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NE PROPERTY BV                                                   | NE Property BV                                                              | CUSIP: BT5130062<br>LEI: 7245006AG9J70KOIJH36 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $268951.24    | 0.06%             | 2030-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | Societe Generale S.A.                                                       | CUSIP: ZN2757146<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $708831.99    | 0.15%             | 2027-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | EUR251010                                                                   | CUSIP: EUR251010<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7930.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid North America Inc                                  | National Grid North America, Inc                                            | CUSIP: YV4272311<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |      500000 | PA      | $577103.64    | 0.12%             | 2036-09-03      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                               | Republic of Poland Government International Bond                            | CUSIP: EH5337827<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     9150000 | PA      | $2533706.89   | 0.53%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATNETT SF                                                      | Statnett SF                                                                 | CUSIP: ZK8299164<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $115621.48    | 0.02%             | 2033-06-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                              | United Kingdom Gilt                                                         | CUSIP: YR0755938<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1850000 | PA      | $2429523.27   | 0.51%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tata Capital Ltd                                                 | Tata Capital Ltd                                                            | CUSIP: YS5587979<br>LEI: 335800TXSHN87ZZ57925 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $202302.00    | 0.04%             | 2028-07-21      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                 | French Republic Government Bond OAT                                         | CUSIP: BQ3977775<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1560000 | PA      | $808042.57    | 0.17%             | 2053-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                | Hellenic Republic Government International Bond                             | CUSIP: BJ9482271<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     2300000 | PA      | $2485318.61   | 0.52%             | 2030-06-18      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                      | Bank Gospodarstwa Krajowego                                                 | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      315000 | PA      | $331408.79    | 0.07%             | 2028-10-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| QAZAQGAZ NC JSC                                                  | QazaqGaz NC JSC                                                             | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |      200000 | PA      | $196799.59    | 0.04%             | 2027-09-26      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                         | Banque Ouest Africaine de Developpement                                     | CUSIP: BN5341076<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |      650000 | PA      | $627354.87    | 0.13%             | 2033-01-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Honduras Government International Bond                           | Honduras Government International Bond                                      | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      750000 | PA      | $783000.00    | 0.16%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd                                             | Petronas Capital Ltd                                                        | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      240000 | PA      | $243665.30    | 0.05%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: YU6597550<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2025000 | PA      | $2333323.05   | 0.49%             | 2031-11-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Last Mile Securities                                             | Last Mile Securities                                                        | CUSIP: BCC2R5UF9<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |     1079778 | PA      | $1234489.36   | 0.26%             | 2031-08-17      | Variable      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Paraguay Government International Bond                           | Paraguay Government International Bond                                      | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      225000 | PA      | $227227.50    | 0.05%             | 2055-03-04      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: —       |
| LIBERTY MUTUAL GROUP INC                                         | Liberty Mutual Group, Inc                                                   | CUSIP: ZN5738408<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      800000 | PA      | $965119.26    | 0.20%             | 2030-12-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                 | Japan Government Forty Year Bond                                            | CUSIP: BP8093554<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   242000000 | PA      | $772313.63    | 0.16%             | 2061-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                              | Fixed Income Clearing Corporation                                           | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    13172000 | PA      | $13172000.00  | 2.76%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T, Inc                                                                   | CUSIP: 00206REF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      400000 | PA      | $433472.65    | 0.09%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                             | Mexico Government International Bond                                        | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1025000 | PA      | $939412.50    | 0.20%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                                     | ELP Commercial Mortgage Trust                                               | CUSIP: 26863LAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1487605 | PA      | $1487931.54   | 0.31%             | 2038-11-15      | Variable      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Connecticut Avenue Securities Trust                                         | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1140367.80   | 0.24%             | 2042-03-25      | Variable      | 7.81%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs                                                    | PEN250812                                                                   | CUSIP: PEN250812<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5949.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                      | CUSIP: BO9736303<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1650000 | PA      | $1483411.80   | 0.31%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                              | NatWest Markets plc                                                         | CUSIP: ZK9888114<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $404072.69    | 0.08%             | 2026-06-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA2                          | Freddie Mac STACR REMIC Trust                                               | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-CBDO         | CORP              | US        |     1670000 | PA      | $1750571.49   | 0.37%             | 2043-04-25      | Variable      | 7.56%                 | Yes           |                  2 | On Loan: No      |
| Hong Kong Government International Bond                          | Hong Kong Government International Bond                                     | CUSIP: YN0521644<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |     1000000 | PA      | $1160117.08   | 0.24%             | 2033-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                 | ArcelorMittal S.A.                                                          | CUSIP: YT8621195<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $575483.95    | 0.12%             | 2028-12-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                              | Canadian Government International Bond                                      | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1300000 | PA      | $1070586.03   | 0.22%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                              | Oportun Issuance Trust                                                      | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      165894 | PA      | $162050.53    | 0.03%             | 2031-05-08      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | PLN250811                                                                   | CUSIP: PLN250811<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $73587.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                        | Province of Quebec Canada                                                   | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     2025000 | PA      | $1543244.08   | 0.32%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                              | Ghana Government International Bond                                         | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1009100 | PA      | $810209.98    | 0.17%             | 2035-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                     | Hydro-Quebec                                                                | CUSIP: 4488148V8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     1350000 | PA      | $872375.14    | 0.18%             | 2055-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                         | Eagle Funding Luxco Sarl                                                    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |     1175000 | PA      | $1180287.50   | 0.25%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FEDEX CORP                                                       | FedEx Corp                                                                  | CUSIP: 31428XBL9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      500000 | PA      | $564554.97    | 0.12%             | 2027-01-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                           | AXA S.A.                                                                    | CUSIP: ZF2097722<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $487144.27    | 0.10%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                          | Ireland Government Bond                                                     | CUSIP: ZS5382107<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      500000 | PA      | $388896.71    | 0.08%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Statkraft AS                                                     | Statkraft AS.                                                               | CUSIP: ZG5722027<br>LEI: 529900TH4OAW7WYG1777 | Long             | DBT              | CORP              | NO        |      500000 | PA      | $576333.78    | 0.12%             | 2026-12-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                               | Cyprus Government International Bond                                        | CUSIP: AW9847533<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      575000 | PA      | $643265.98    | 0.13%             | 2034-02-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                   | Carvana Auto Receivables Trust                                              | CUSIP: 14686KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      133820 | PA      | $129740.74    | 0.03%             | 2028-03-10      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                            | China Government Bond                                                       | CUSIP: ZK7111469<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    14300000 | PA      | $2125083.54   | 0.45%             | 2033-05-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                              | Canadian Government International Bond                                      | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | CORP              | CA        |     5200000 | PA      | $3468418.01   | 0.73%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                              | United Kingdom Gilt                                                         | CUSIP: ZH3058893<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      760000 | PA      | $1015821.49   | 0.21%             | 2034-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                                                | Bharti Airtel Ltd                                                           | CUSIP: 08860HAC8<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $185191.60    | 0.04%             | 2031-06-03      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: —       |
| Spain Government Bond                                            | Spain Government Bond                                                       | CUSIP: YS8297204<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      975000 | PA      | $1106553.38   | 0.23%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T, Inc                                                                   | CUSIP: 00206RHH8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      500000 | PA      | $561451.66    | 0.12%             | 2029-09-05      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                         | ORLEN S.A.                                                                  | CUSIP: BP5482412<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |      250000 | PA      | $273023.54    | 0.06%             | 2028-05-27      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                              | United Kingdom Gilt                                                         | CUSIP: ZN9056328<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      660000 | PA      | $811849.66    | 0.17%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: YS4668580<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1000000 | PA      | $1156892.81   | 0.24%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                   | Japan Government Ten Year Bond                                              | CUSIP: BN3610597<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   738400000 | PA      | $4636390.54   | 0.97%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                              | Canadian Government International Bond                                      | CUSIP: 135087H23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2625000 | PA      | $1852636.94   | 0.39%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                               | Angolan Government International Bond                                       | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1550000 | PA      | $1408842.31   | 0.30%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                 | Comision Federal de Electricidad                                            | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $196915.84    | 0.04%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-PURE                           | BX Commercial Mortgage Trust                                                | CUSIP: 74625PAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | CA        |      300000 | PA      | $217609.97    | 0.05%             | 2041-11-15      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                         | United Overseas Bank Ltd                                                    | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |      500000 | PA      | $484241.00    | 0.10%             | 2031-10-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                  | Philip Morris International, Inc                                            | CUSIP: 718172DV8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      600000 | PA      | $679528.51    | 0.14%             | 2029-06-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                         | Spain Government International Bond                                         | CUSIP: BN5127343<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      985000 | PA      | $971070.26    | 0.20%             | 2031-04-30      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Taurus CMBS                                                      | Taurus UK DAC                                                               | CUSIP: BCC2QWFJ0<br>LEI: 635400SG2ZVJCYHITE32 | Long             | ABS-MBS          | CORP              | IE        |      297813 | PA      | $395330.95    | 0.08%             | 2031-05-17      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC/Cayman Islands           | Banco Nacional de Comercio Exterior SNC                                     | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $203500.00    | 0.04%             | 2030-05-07      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                         | Bundesrepublik Deutschland                                                  | CUSIP: BV9824384<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5450000 | PA      | $4966759.38   | 1.04%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                    | UBS AG.                                                                     | CUSIP: BO7978899<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $499118.09    | 0.10%             | 2031-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                          | The Procter & Gamble Company                                                | CUSIP: AV2317205<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      500000 | PA      | $482690.90    | 0.10%             | 2038-10-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                 | Skandinaviska Enskilda Banken AB                                            | CUSIP: YR1542921<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $569427.70    | 0.12%             | 2032-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                             | Indonesia Treasury Bond                                                     | CUSIP: AZ8693857<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 23100000000 | PA      | $1447985.36   | 0.30%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                 | Republic of Poland Government International Bond                            | CUSIP: ZF1455780<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      700000 | PA      | $793525.74    | 0.17%             | 2044-01-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                         | Spain Government International Bond                                         | CUSIP: BJ9478998<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     7200000 | PA      | $5863398.23   | 1.23%             | 2040-10-31      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                 | Duke Energy Corp                                                            | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      400000 | PA      | $465112.71    | 0.10%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                              | United Kingdom Gilt                                                         | CUSIP: BM3107737<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      450000 | PA      | $475987.79    | 0.10%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                             | Bank Leumi Le-Israel BM                                                     | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |      300000 | PA      | $296197.20    | 0.06%             | 2031-01-29      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| Airbus SE                                                        | Airbus SE                                                                   | CUSIP: LW0609567<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $422899.41    | 0.09%             | 2031-05-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                             | Colombian TES                                                               | CUSIP: EK6999263<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  5710000000 | PA      | $1196509.61   | 0.25%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                             | Mexico Government International Bond                                        | CUSIP: YS9976863<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1000000 | PA      | $1129614.78   | 0.24%             | 2037-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                            | China Government Bond                                                       | CUSIP: YP9308550<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     7150000 | PA      | $987515.29    | 0.21%             | 2030-04-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                              | United Kingdom Gilt                                                         | CUSIP: AL0832686<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3895000 | PA      | $3730182.08   | 0.78%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | Societe Generale S.A.                                                       | CUSIP: BN3325683<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $534914.87    | 0.11%             | 2029-06-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                   | Pacific Life Global Funding II                                              | CUSIP: ZG3792220<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |      400000 | PA      | $543301.10    | 0.11%             | 2028-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                          | Indonesia Treasury Bond                                                     | CUSIP: YV1931588<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 16000000000 | PA      | $987177.49    | 0.21%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                              | French Republic Government Bond OAT                                         | CUSIP: ZH2111115<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2150000 | PA      | $2512531.68   | 0.53%             | 2033-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Connecticut Avenue Securities Trust                                         | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |     2090000 | PA      | $2155651.92   | 0.45%             | 2042-03-25      | Variable      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| AXA SA                                                           | AXA S.A.                                                                    | CUSIP: YX3884930<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $459772.68    | 0.10%             | 2034-05-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Swiss RE Subordinated Finance PLC                                | Swiss RE Subordinated Finance plc                                           | CUSIP: YQ5958315<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $576861.46    | 0.12%             | 2033-03-26      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                            | ProLogis International Funding II S.A.                                      | CUSIP: AV3878585<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $550550.70    | 0.12%             | 2030-11-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                            | Japan Government Thirty Year Bond                                           | CUSIP: BX7150259<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   143000000 | PA      | $657567.77    | 0.14%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                         | Republic of South Africa Government International Bond                      | CUSIP: EJ7498649<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     7800000 | PA      | $357288.91    | 0.07%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                         | Engie S.A.                                                                  | CUSIP: ZG4247943<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $347761.16    | 0.07%             | 2026-12-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                         | Canadian Government Bond                                                    | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2425000 | PA      | $1580537.85   | 0.33%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                              | Swiss Confederation Government Bond                                         | CUSIP: EJ2364390<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     1125000 | PA      | $1509383.82   | 0.32%             | 2037-06-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                    | CZK250811                                                                   | CUSIP: CZK250811<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $46638.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                        | Republic of Uzbekistan International Bond                                   | CUSIP: 91824PAB3<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  7970000000 | PA      | $641758.85    | 0.13%             | 2027-05-29      | Fixed         | 16.62%                | Yes           |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                                  | Kingdom of Belgium Government Bond                                          | CUSIP: BH4726262<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     2125000 | PA      | $2316940.32   | 0.49%             | 2027-10-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                                         | Sweihan PV Power Co PJSC                                                    | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |      274830 | PA      | $225848.42    | 0.05%             | 2049-01-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CANADA HOUSING TRUST                                             | Canada Housing Trust No                                                     | CUSIP: 13509PHX4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |     3050000 | PA      | $2151333.00   | 0.45%             | 2026-12-15      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                           | Chubb INA Holdings, Inc                                                     | CUSIP: 171239AA4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      750000 | PA      | $834801.67    | 0.18%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                            | China Government Bond                                                       | CUSIP: YT3047206<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    61600000 | PA      | $8771804.80   | 1.84%             | 2034-11-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                  | HUF250811                                                                   | CUSIP: HUF250811<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21868.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thunder Logistics 2024-1 DAC                                     | Thunder Logistics DAC                                                       | CUSIP: BCC3HF8V6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |      279156 | PA      | $320355.79    | 0.07%             | 2036-11-17      | Variable      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                | Hellenic Republic Government International Bond                             | CUSIP: BN7651852<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1300000 | PA      | $1318562.33   | 0.28%             | 2031-06-18      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                            | Japan Government Twenty Year Bond                                           | CUSIP: AZ6944724<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   185000000 | PA      | $970962.88    | 0.20%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                            | Australia Government Bond                                                   | CUSIP: BJ3916126<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1950000 | PA      | $1089804.55   | 0.23%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                          | Metropolitan Life Global Funding I                                          | CUSIP: BY6602951<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      600000 | PA      | $792222.83    | 0.17%             | 2025-09-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ICBC STANDARD BANK PLC                                           | ICBC Standard Bank plc                                                      | CUSIP: 85312EDG5<br>LEI: F01VVKN4DRF2NWKGQ283 | Long             | DBT              | CORP              | GB        |  3000000000 | PA      | $726781.84    | 0.15%             | 2034-06-26      | Fixed         | 14.25%                | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                              | Korea Treasury Bond                                                         | CUSIP: AT7624253<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1940000000 | PA      | $1325726.31   | 0.28%             | 2038-09-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                      | Ivory Coast Government International Bond                                   | CUSIP: ZQ0630702<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1000000 | PA      | $1109074.56   | 0.23%             | 2031-10-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: YV6828441<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1325000 | PA      | $1501646.07   | 0.31%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Cassia S.r.l.                                                    | Cassia SRL                                                                  | CUSIP: BCC35W5M5<br>LEI: 815600A9D6ADF4638276 | Long             | ABS-MBS          | CORP              | IT        |      860940 | PA      | $981606.26    | 0.21%             | 2034-05-22      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                            | Bank of Ireland Group plc                                                   | CUSIP: ZJ3118511<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      320000 | PA      | $397013.47    | 0.08%             | 2031-07-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                               | Compass Datacenters Issuer III LLC                                          | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $504996.70    | 0.11%             | 2050-02-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| COTY INC                                                         | Coty, Inc                                                                   | CUSIP: BP9627566<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |      750000 | PA      | $856060.84    | 0.18%             | 2026-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| KFW                                                              | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: BN3324462<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     3050000 | PA      | $3038190.48   | 0.64%             | 2031-01-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Barbados Government International Bond                           | Barbados Government International Bond                                      | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     1000000 | PA      | $997130.00    | 0.21%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Funding ULC                                               | Fiserv Funding ULC                                                          | CUSIP: 337735AA2<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      600000 | PA      | $688768.55    | 0.14%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                | Lebanon Government International Bond                                       | CUSIP: AM7142053<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     1400000 | PA      | $259700.00    | 0.05%             | 2027-03-23      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS                                           | Cia Cervecerias Unidas S.A.                                                 | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $175885.98    | 0.04%             | 2032-01-19      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                       | Mizuho Financial Group, Inc                                                 | CUSIP: YV2870843<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      500000 | PA      | $582428.58    | 0.12%             | 2030-08-27      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Canadian Treasury Bill                                           | Canadian Treasury Bill                                                      | CUSIP: 1350Z7EB6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | STIV             | NUSS              | CA        |     4200000 | PA      | $2993985.28   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA Inc                                           | Bimbo Bakeries USA, Inc                                                     | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209216.40    | 0.04%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                 | ABN AMRO Bank NV                                                            | CUSIP: YR5943257<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $665502.05    | 0.14%             | 2029-10-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                      | Bank Gospodarstwa Krajowego                                                 | CUSIP: ZD4770776<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      800000 | PA      | $913106.48    | 0.19%             | 2039-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                         | Queensland Treasury Corp                                                    | CUSIP: BG2284225<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     2400000 | PA      | $1199801.81   | 0.25%             | 2034-07-20      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk PT                                      | Bank Mandiri Persero Tbk PT                                                 | CUSIP: YQ4311813<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $201317.33    | 0.04%             | 2028-03-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-31

**Name of Applicant:** TIAA-CREF Funds

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting