# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001084380-25-000521
**Filing Date:** 2025-12
**Character Count:** 191169
**Document Hash:** 8be7b657851e3adcda557108d7670d0a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001084380-25-000521.hdr.sgml**: 20251230

**ACCESSION NUMBER**: 0001084380-25-000521

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251230

**DATE AS OF CHANGE**: 20251230

**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:** 251611264

**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 Emerging Markets Debt Fund (Series ID: S000046660)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000145608 | Class R6         | TEDNX           |
| C000145609 | Premier Class    | TEDPX           |
| C000145610 | Class A          | TEDLX           |
| C000145611 | Retirement Class | TEDTX           |
| C000162600 | Class I          | TEDHX           |
| C000202766 | Class W          | TEDVX           |

## 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 Emerging Markets Debt Fund

- **b. EDGAR series identifier (if any):** S000046660

- **c. LEI of Series:** 549300WLIUEOX123JU96

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

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

- **b. Date as of which information is reported:** 2025-10-31

**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:** $820897756.00

**Total Liabilities:** $34894210.00

**Net Assets:** $786003546.00

**Delayed Delivery Securities:** $503754.00

**Cash Not Reported:** $3882765.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -56.08000000 | **1-Year:** -4119.98000000 | **5-Year:** -39648.95000000 | **10-Year:** -75036.37000000 | **30-Year:** -50622.87000000

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

- **3-Month:** -199.86000000 | **1-Year:** -12128.35000000 | **5-Year:** -69845.19000000 | **10-Year:** -115851.72000000 | **30-Year:** -64646.88000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202766 | 1.81%                | 1.65%                | 1.44%                |
| Class ID C000145609 | 1.69%                | 1.57%                | 1.33%                |
| Class ID C000145610 | 1.70%                | 1.53%                | 1.33%                |
| Class ID C000162600 | 1.69%                | 1.60%                | 1.44%                |
| Class ID C000145608 | 1.69%                | 1.50%                | 1.44%                |
| Class ID C000145611 | 1.69%                | 1.44%                | 1.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-178.92                 | $6267697.19                                |
| Month 2  | $-1137945.09             | $6898626.74                                |
| Month 3  | $-653365.58              | $6589478.52                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| IHS Holding Ltd                                                              | IHS Holding Ltd                                                             | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $998780.88    | 0.13%             | 2028-11-29      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                          | Nigeria Government International Bond                                       | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     2375000 | PA      | $2380162.54   | 0.30%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                     | Kazakhstan Government International Bond                                    | CUSIP: 486661BN0<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     1500000 | PA      | $1523753.01   | 0.19%             | 2032-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                               | Czech Republic Government Bond                                              | CUSIP: BO7153865<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    62900000 | PA      | $2559147.57   | 0.33%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                         | Colombian TES                                                               | CUSIP: EK6999263<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  5820000000 | PA      | $1318115.68   | 0.17%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                           | Angolan Government International Bond                                       | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1250000 | PA      | $1195005.60   | 0.15%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF IRAQ                                                             | Iraq Government International Bond                                          | CUSIP: 462652AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |     1273438 | PA      | $1268925.21   | 0.16%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS                                                       | Cia Cervecerias Unidas S.A.                                                 | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |     2450000 | PA      | $2216711.74   | 0.28%             | 2032-01-19      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                          | Alfa Desarrollo S.p.A                                                       | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |     2559643 | PA      | $2095669.34   | 0.27%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bill                                                  | United States Treasury Bill                                                 | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     5000000 | PA      | $4995203.10   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Internacional del Peru SAA Interbank                                   | Banco Internacional del Peru SAA Interbank                                  | CUSIP: 05968DAG5<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     1700000 | PA      | $1755335.00   | 0.22%             | 2035-04-30      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Azule Energy Finance Plc                                                     | Azule Energy Finance PLC                                                    | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      850000 | PA      | $854255.10    | 0.11%             | 2030-01-23      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                                            | Kosmos Energy Ltd                                                           | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $722454.07    | 0.09%             | 2031-10-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Banco de Credito del Peru S.A.                                               | Banco de Credito del Peru S.A.                                              | CUSIP: 05971U2K2<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     2000000 | PA      | $2009580.00   | 0.26%             | 2037-01-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: —       |
| EMPRESA NACIONAL DEL PET                                                     | Empresa Nacional del Petroleo                                               | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |      500000 | PA      | $529270.50    | 0.07%             | 2033-05-10      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                     | Saudi Government International Bond                                         | CUSIP: 80413TAW9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1500000 | PA      | $1004866.04   | 0.13%             | 2061-02-02      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                                           | Turkey Government International Bond                                        | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      800000 | PA      | $802524.94    | 0.10%             | 2028-02-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Caixa Economica Federal                                                      | Caixa Economica Federal                                                     | CUSIP: 12803Y2A6<br>LEI: 254900EX2KZ57WQ1PL07 | Long             | DBT              | CORP              | BR        |     3625000 | PA      | $3680825.00   | 0.47%             | 2030-05-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                         | Saudi Arabian Oil Co                                                        | CUSIP: 80414L2F1<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     1250000 | PA      | $1066965.00   | 0.14%             | 2049-04-16      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                     | Embraer Netherlands Finance BV                                              | CUSIP: 29082HAD4<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     2200000 | PA      | $2420646.80   | 0.31%             | 2030-07-28      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Limak Cimento Sanayi ve Ticaret AS                                           | Limak Cimento Sanayi ve Ticaret AS.                                         | CUSIP: 53263AAA6<br>LEI: 789000EEUQIGHI88WH47 | Long             | DBT              | CORP              | TR        |     3300000 | PA      | $3382614.77   | 0.43%             | 2029-07-25      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered PLC                                                       | Standard Chartered plc                                                      | CUSIP: 853254DF4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1592659.50   | 0.20%             | N/A             | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                             | Republic of Poland Government International Bond                            | CUSIP: YN8736699<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1700000 | PA      | $1973842.62   | 0.25%             | 2037-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                       | Brazilian Government International Bond                                     | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      300000 | PA      | $225750.00    | 0.03%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                             | Peruvian Government International Bond                                      | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1800000 | PA      | $1400400.00   | 0.18%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                        | Freeport Indonesia PT                                                       | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     1085000 | PA      | $1107449.74   | 0.14%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                              | Sands China Ltd                                                             | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     2000000 | PA      | $1839742.60   | 0.23%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                                          | Senegal Government International Bond                                       | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     2025000 | PA      | $1447697.47   | 0.18%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Saudi Awwal Bank                                                             | Saudi Awwal Bank                                                            | CUSIP: YL5970378<br>LEI: 558600TQS0WENZUC5190 | Long             | DBT              | CORP              | SA        |      500000 | PA      | $505539.98    | 0.06%             | 2035-09-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pampa Energia SA                                                             | Pampa Energia S.A.                                                          | CUSIP: 697660AF5<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |     2000000 | PA      | $2025600.00   | 0.26%             | 2034-12-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Sri Lanka Government International Bond                                      | Sri Lanka Government International Bond                                     | CUSIP: YS0724148<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     1633502 | PA      | $1506898.13   | 0.19%             | 2038-02-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Saudi Government International Bond                                          | Saudi Government International Bond                                         | CUSIP: 80413TBG3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1250000 | PA      | $1284565.31   | 0.16%             | 2034-01-16      | Fixed         | 5.00%                 | Yes           |                  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        |     3200000 | PA      | $3344831.55   | 0.43%             | 2032-05-13      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                              | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3700.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                     | Uruguay Government International Bond                                       | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      600000 | PA      | $644100.00    | 0.08%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Egypt Treasury Bills                                                         | Egypt Treasury Bills                                                        | CUSIP: YQ1077557<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    26150000 | PA      | $506341.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                              | Cemex SAB de C.V.                                                           | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     2900000 | PA      | $3012955.00   | 0.38%             | N/A             | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| AUTOPISTAS DEL SOL SA                                                        | Autopistas del Sol S.A.                                                     | CUSIP: 05330RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | CR        |     1592084 | PA      | $1594074.11   | 0.20%             | 2030-12-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Uruguay Government International Bond                                        | Uruguay Government International Bond                                       | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    21400000 | PA      | $547381.56    | 0.07%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF RWANDA                                                           | Rwanda International Government Bond                                        | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |     2675000 | PA      | $2426056.88   | 0.31%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                          | International Bank for Reconstruction & Development                         | CUSIP: YQ0344297<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |  1010000000 | PA      | $1852183.64   | 0.24%             | 2026-06-11      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                        | Turkiye Government International Bond                                       | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     4200000 | PA      | $4368885.23   | 0.56%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                    | Guatemala Government Bond                                                   | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1000000 | PA      | $1076660.00   | 0.14%             | 2055-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                     | Uruguay Government International Bond                                       | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    18940950 | PA      | $525348.26    | 0.07%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| DUBAI GOVT INT'L BONDS                                                       | Emirate of Dubai Government International Bonds                             | CUSIP: ZO2911030<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     2600000 | PA      | $1994392.06   | 0.25%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                       | Republic of Uzbekistan International Bond                                   | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     1400000 | PA      | $1306280.50   | 0.17%             | 2030-11-25      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | Petroleos Mexicanos                                                         | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1500000 | PA      | $1235250.00   | 0.16%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                          | Malaysia Government International Bond                                      | CUSIP: AN1292431<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7825000 | PA      | $2055958.25   | 0.26%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                     | Republic of South Africa Government International Bond                      | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1875000 | PA      | $1860931.67   | 0.24%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                        | Argentine Republic Government International Bond (Step Bond)                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    12009989 | PA      | $8412997.29   | 1.07%             | 2035-07-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                          | Ghana Government International Bond                                         | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     5456164 | PA      | $4695574.41   | 0.60%             | 2035-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                              | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11507.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Momentive Performance Materials Inc                                          | Momentive Performance Materials, Inc                                        | CUSIP: 60877UBH9<br>LEI: H2OFQI2FJX0T8IHKL414 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2487622.20   | 0.32%             | 2028-10-22      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                           | Republic of Poland Government Bond                                          | CUSIP: ZB2921763<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3625000 | PA      | $965930.42    | 0.12%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                      | Hungary Government International Bond                                       | CUSIP: 445545AN6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      750000 | PA      | $487986.76    | 0.06%             | 2051-09-21      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government Bond                                                      | Turkiye Government Bond                                                     | CUSIP: YM2753874<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    87000000 | PA      | $2089397.10   | 0.27%             | 2027-07-14      | Fixed         | 37.84%                | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                                      | Latam Airlines Group S.A.                                                   | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |     1000000 | PA      | $1034150.00   | 0.13%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Colombia Government International Bond                                       | Colombia Government International Bond                                      | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1525000 | PA      | $1662250.00   | 0.21%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                           | Leviathan Bond Ltd                                                          | CUSIP: BK6709079<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     1600000 | PA      | $1617000.00   | 0.21%             | 2030-06-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Inter-American Development Bank                                              | Inter-American Development Bank                                             | CUSIP: ZH0461629<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    79000000 | PA      | $913981.41    | 0.12%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                 | Oriental Republic of Uruguay                                                | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     1500000 | PA      | $1437750.00   | 0.18%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                                                        | Bank Negara Indonesia Persero Tbk PT                                        | CUSIP: BR4366042<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |     2400000 | PA      | $2340870.07   | 0.30%             | N/A             | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                          | Nigeria Government International Bond                                       | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     2300000 | PA      | $2290876.27   | 0.29%             | 2030-02-23      | Fixed         | 7.14%                 | Yes           |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                       | AngloGold Ashanti Holdings plc                                              | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |      725000 | PA      | $703584.53    | 0.09%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Honduras Government International Bond                                       | Honduras Government International Bond                                      | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     1075000 | PA      | $1151862.50   | 0.15%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                       | Egypt Government International Bond                                         | CUSIP: 03846JAD2<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      850000 | PA      | $851743.13    | 0.11%             | 2027-09-30      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                          | Nigeria Government International Bond                                       | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      950000 | PA      | $917807.07    | 0.12%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                                      | Pakistan Government International Bond                                      | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      875000 | PA      | $864187.28    | 0.11%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                                        | Costa Rica Government International Bond                                    | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1050000 | PA      | $1134430.50   | 0.14%             | 2034-04-03      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                      | Mexican Bonos                                                               | CUSIP: EK1693424<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    22900000 | PA      | $1161288.91   | 0.15%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bond                                      | Sri Lanka Government International Bond                                     | CUSIP: YS0721615<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     1212281 | PA      | $1058310.29   | 0.13%             | 2033-03-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                           | Republic of Poland Government International Bond                            | CUSIP: EH5337827<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3575000 | PA      | $1008470.59   | 0.13%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                           | Republic of Poland Government International Bond                            | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2198000 | PA      | $2166705.29   | 0.28%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                                     | Empresa Nacional del Petroleo                                               | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     2200000 | PA      | $2025528.12   | 0.26%             | 2031-09-16      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                                           | Morocco Government International Bond                                       | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     2475000 | PA      | $2190059.17   | 0.28%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Sisecam UK PLC                                                               | Sisecam UK plc                                                              | CUSIP: 829688AB6<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |     1400000 | PA      | $1441972.00   | 0.18%             | 2032-05-02      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| ENERGIAN ISRAEL FINANCE                                                      | Energean Israel Finance Ltd                                                 | CUSIP: 29290WAA5<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      485000 | PA      | $517732.27    | 0.07%             | 2033-09-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Otomotiv Sanayi AS                                                      | Ford Otomotiv Sanayi AS.                                                    | CUSIP: 345409AC0<br>LEI: 7890006XJG6ZE2H34671 | Long             | DBT              | CORP              | TR        |     2700000 | PA      | $2785845.80   | 0.35%             | 2029-04-25      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                     | Perusahaan Listrik Negara PT                                                | CUSIP: 71568PAB5<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     1000000 | PA      | $943598.40    | 0.12%             | 2042-10-24      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| OI S.A.                                                                      | Oi S.A.                                                                     | CUSIP: 67117EAE8<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |      207066 | PA      | $93179.70     | 0.01%             | 2027-06-30      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                            | Chile Electricity Lux Mpc II Sarl                                           | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      977505 | PA      | $1005657.14   | 0.13%             | 2035-10-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Banco Davivienda SA                                                          | Banco Davivienda S.A.                                                       | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |     1643000 | PA      | $1694692.28   | 0.22%             | 2035-07-02      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: —       |
| Banco Bradesco SA/Cayman Islands                                             | Banco Bradesco S.A.                                                         | CUSIP: 05947KBB5<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |     2900000 | PA      | $3052250.00   | 0.39%             | 2030-01-22      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| PETROLEOS MEXICANOS                                                          | Petroleos Mexicanos                                                         | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3947000 | PA      | $4051453.41   | 0.52%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                       | Romanian Government International Bond                                      | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4100000 | PA      | $4010237.68   | 0.51%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                                         | Israel Government International Bond                                        | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2000000 | PA      | $2072385.18   | 0.26%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                            | Vale Overseas Ltd                                                           | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     1880000 | PA      | $1958570.84   | 0.25%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                          | S.A. Global Sukuk Ltd                                                       | CUSIP: 78397PAG6<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |     2500000 | PA      | $2460643.50   | 0.31%             | 2030-09-17      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                  | Bank Gospodarstwa Krajowego                                                 | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     1500000 | PA      | $1599172.25   | 0.20%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                                             | Transnet SOC Ltd                                                            | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     3400000 | PA      | $3593667.57   | 0.46%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                        | Federal Home Loan Bank (FHLB)                                               | CUSIP: 313385PV2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |     5000000 | PA      | $4984988.90   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                     | Republic of South Africa Government Bond                                    | CUSIP: EJ2359143<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     8000000 | PA      | $411424.81    | 0.05%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                         | Colombian TES                                                               | CUSIP: BN5058530<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  6600000000 | PA      | $1158606.85   | 0.15%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                                      | Latam Airlines Group S.A.                                                   | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |     1700000 | PA      | $1748280.00   | 0.22%             | 2031-01-07      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                     | Comision Federal de Electricidad                                            | CUSIP: 200447AM2<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     1640000 | PA      | $1547819.21   | 0.20%             | 2052-02-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Veon Midco BV                                                                | Veon Midco BV                                                               | CUSIP: YN9821169<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     1600000 | PA      | $1662756.03   | 0.21%             | 2029-07-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                    | Banco Mercantil del Norte S.A.                                              | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     3100000 | PA      | $3242175.33   | 0.41%             | N/A             | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA                                            | Banco de Credito e Inversiones S.A.                                         | CUSIP: 05956NAF9<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     2300000 | PA      | $2423073.00   | 0.31%             | N/A             | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Eagle Funding Luxco Sarl                                                     | Eagle Funding Luxco Sarl                                                    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |     3250000 | PA      | $3301675.00   | 0.42%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                        | Ukraine Government International Bond                                       | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      337395 | PA      | $171227.96    | 0.02%             | 2036-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                                         | Abu Dhabi Government International Bond                                     | CUSIP: 29135LAF7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      400000 | PA      | $296491.08    | 0.04%             | 2049-09-30      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                        | Melco Resorts Finance Ltd                                                   | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     1500000 | PA      | $1477170.36   | 0.19%             | 2029-12-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa                              | Comision Ejecutiva Hidroelectrica del Rio Lempa                             | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     2450000 | PA      | $2594550.00   | 0.33%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           |                  2 | On Loan: No      |
| AES Andes SA                                                                 | AES Andes S.A.                                                              | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     1075000 | PA      | $1123805.00   | 0.14%             | 2055-06-10      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                      | El Salvador Government International Bond                                   | CUSIP: 283875BZ4<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1900000 | PA      | $1707042.04   | 0.22%             | 2050-01-20      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| EMBOTELLADORA ANDINA SA                                                      | Embotelladora Andina S.A.                                                   | CUSIP: 29081PAF2<br>LEI: 254900NNPKP1J9XTSA53 | Long             | DBT              | CORP              | CL        |     1500000 | PA      | $1161026.07   | 0.15%             | 2050-01-21      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                                                          | Klabin Austria GmbH                                                         | CUSIP: 49836AAA2<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |     1000000 | PA      | $1014770.00   | 0.13%             | 2029-04-03      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                       | AngloGold Ashanti Holdings plc                                              | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     2425000 | PA      | $2321604.47   | 0.30%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                                          | Inversiones CMPC S.A.                                                       | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     2000000 | PA      | $2020600.00   | 0.26%             | 2057-12-09      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Arcor SAIC                                                                   | Arcor SAIC                                                                  | CUSIP: 03965PAE1<br>LEI: 529900B2ROYOJG45VO88 | Long             | DBT              | CORP              | AR        |     2525000 | PA      | $2567925.00   | 0.33%             | 2033-07-31      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| AES Andes SA                                                                 | AES Andes S.A.                                                              | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     2000000 | PA      | $2085864.00   | 0.27%             | 2032-03-14      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                       | MGM China Holdings Ltd                                                      | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $211416.20    | 0.03%             | 2031-06-26      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: —       |
| Corp Nacional del Cobre de Chile                                             | Corp Nacional del Cobre de Chile                                            | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      450000 | PA      | $492075.00    | 0.06%             | 2055-01-13      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Brazilian Government International Bond                                      | Brazilian Government International Bond                                     | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1475000 | PA      | $1494175.00   | 0.19%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                     | Brazil Notas do Tesouro Nacional Serie F                                    | CUSIP: JV5341526<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    14282000 | PA      | $2555911.87   | 0.33%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                      | Raizen Fuels Finance S.A.                                                   | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     1800000 | PA      | $1437624.34   | 0.18%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                     | Republic of South Africa Government International Bond                      | CUSIP: EI2585962<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    23025000 | PA      | $1271404.80   | 0.16%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                         | Colombia Government International Bond                                      | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2675000 | PA      | $2835366.25   | 0.36%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                        | Dominican Republic Government International Bond                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      700000 | PA      | $752920.00    | 0.10%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Gruma SAB de CV                                                              | Gruma SAB de C.V.                                                           | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |      375000 | PA      | $384371.57    | 0.05%             | 2034-12-09      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                          | Ecuador Government International Bond (Step Bond)                           | CUSIP: ZO2104560<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      820000 | PA      | $557600.00    | 0.07%             | 2040-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                       | Romanian Government International Bond                                      | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1860000 | PA      | $1914107.44   | 0.24%             | 2029-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                              | HUF251103                                                                   | CUSIP: HUF251103<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5554.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                       | Oman Government International Bond                                          | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     4175000 | PA      | $4682526.90   | 0.60%             | 2048-01-17      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                          | Ecuador Government International Bond (Step Bond)                           | CUSIP: ZO2104214<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     4637020 | PA      | $3547320.30   | 0.45%             | 2035-07-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                       | Romanian Government International Bond                                      | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3270000 | PA      | $2947087.17   | 0.37%             | 2032-03-27      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                          | Malaysia Government Bond                                                    | CUSIP: Y2R35QBZ3<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     9775000 | PA      | $2513975.93   | 0.32%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Grupo Energia Bogota SA ESP                                                  | Grupo Energia Bogota S.A. ESP                                               | CUSIP: 40053XAC3<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |     2250000 | PA      | $2233462.50   | 0.28%             | 2035-10-22      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hunt Oil Co of Peru LLC Sucursal Del Peru                                    | Hunt Oil Co of Peru LLC Sucursal Del Peru                                   | CUSIP: 445640AD7<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |     1400000 | PA      | $1547854.00   | 0.20%             | 2038-11-05      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bond                                        | Turkiye Government International Bond                                       | CUSIP: YM2197288<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1725000 | PA      | $2034995.61   | 0.26%             | 2031-08-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                           | Dominican Republic Government International Bond                            | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3825000 | PA      | $3450532.50   | 0.44%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | Petroleos Mexicanos                                                         | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     5619000 | PA      | $5614183.39   | 0.71%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  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        |     1550000 | PA      | $1608450.50   | 0.20%             | 2030-05-07      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EMPRESA DE TRANSMISION                                                       | Empresa de Transmision Electrica S.A.                                       | CUSIP: 29247QAA2<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |     1200000 | PA      | $913692.00    | 0.12%             | 2049-05-02      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GRUPO AVAL LTD                                                               | Grupo Aval Ltd                                                              | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |     2575000 | PA      | $2429356.20   | 0.31%             | 2030-02-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                      | Indonesia Treasury Bond                                                     | CUSIP: ZI4194448<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 39834000000 | PA      | $2477536.83   | 0.32%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                       | Egypt Government International Bond                                         | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1725000 | PA      | $1802469.09   | 0.23%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                                         | Republic of Cameroon International Bond                                     | CUSIP: BQ3349835<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |     1000000 | PA      | $932988.18    | 0.12%             | 2032-07-07      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                       | Romanian Government International Bond                                      | CUSIP: YX2480029<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      920000 | PA      | $1078245.93   | 0.14%             | 2032-05-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                                                        | Investment Energy Resources Ltd                                             | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |     1650000 | PA      | $1642054.43   | 0.21%             | 2029-04-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Veon Midco BV                                                                | Veon Midco BV                                                               | CUSIP: YX4781523<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $187313.49    | 0.02%             | 2027-11-25      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                       | Oman Government International Bond                                          | CUSIP: 682051AE7<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1575000 | PA      | $1595600.61   | 0.20%             | 2027-03-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| EMPRESA DE LOS FERROCARR                                                     | Empresa de los Ferrocarriles del Estado                                     | CUSIP: 292487AA3<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |     2000000 | PA      | $1278150.66   | 0.16%             | 2050-08-18      | Fixed         | 3.07%                 | Yes           |                  2 | On Loan: No      |
| Minerva Luxembourg SA                                                        | Minerva Luxembourg S.A.                                                     | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     2100000 | PA      | $2297680.16   | 0.29%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX | BBVA Mexico S.A. Institucion De Banca Multiple Grupo Financiero BBVA Mexico | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     1100000 | PA      | $1164944.00   | 0.15%             | 2035-02-11      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                       | Egypt Government International Bond                                         | CUSIP: 03846JX39<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1000000 | PA      | $870316.72    | 0.11%             | 2059-11-20      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                       | Eskom Holdings SOC Ltd                                                      | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     5600000 | PA      | $5992350.17   | 0.76%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                                     | Empresas Publicas de Medellin ESP                                           | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     2000000 | PA      | $1890358.86   | 0.24%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Bidvest Group UK PLC/The                                                     | Bidvest Group UK plc                                                        | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |     2575000 | PA      | $2608153.13   | 0.33%             | 2032-09-17      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Panama Government International Bond                                         | Panama Government International Bond                                        | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1750000 | PA      | $2035075.00   | 0.26%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                           | Angolan Government International Bond                                       | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1950000 | PA      | $1673245.84   | 0.21%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                           | Saavi Energia Sarl                                                          | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $537500.00    | 0.07%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Sable International Finance Ltd                                              | Sable International Finance Ltd                                             | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $200078.20    | 0.03%             | 2032-10-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                       | Republic of Poland Government International Bond                            | CUSIP: AX1032579<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     8100000 | PA      | $2053182.47   | 0.26%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                    | Republic of Uzbekistan International Bond                                   | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      775000 | PA      | $839197.57    | 0.11%             | 2032-02-28      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| El Salvador Government International Bond                                    | Republic of El Salvador                                                     | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1500000 | PA      | $37500.00     | 0.00%             | 2030-04-17      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                           | Republic of Poland Government Bond                                          | CUSIP: ZD5986595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3475000 | PA      | $948345.70    | 0.12%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JSC                                                              | QazaqGaz NC JSC                                                             | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |     2225000 | PA      | $2207647.23   | 0.28%             | 2027-09-26      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Colbun SA                                                                    | Colbun S.A.                                                                 | CUSIP: 192714AF0<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |     2200000 | PA      | $2218700.00   | 0.28%             | 2035-09-11      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Sorik Marapi Geothermal Power PT                                             | Sorik Marapi Geothermal Power PT                                            | CUSIP: 74390TAA7<br>LEI: 254900OW9VKG09S8C597 | Long             | DBT              | CORP              | ID        |     1632510 | PA      | $1672343.65   | 0.21%             | 2031-08-05      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | Petroleos Mexicanos                                                         | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2200000 | PA      | $1684029.16   | 0.21%             | 2046-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                                          | Honduras Government International Bond                                      | CUSIP: 438180AJ0<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      950000 | PA      | $926250.00    | 0.12%             | 2030-06-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                                      | Romanian Government International Bond                                      | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1400000 | PA      | $965592.95    | 0.12%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| IHS Holding Ltd                                                              | IHS Holding Ltd                                                             | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     3100000 | PA      | $3162212.69   | 0.40%             | 2030-05-29      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                                           | Turkey Government International Bond                                        | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     4350000 | PA      | $3312309.37   | 0.42%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Energuate Trust 2 0                                                          | Energuate Trust                                                             | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | RF                | KY        |     3300000 | PA      | $3311540.10   | 0.42%             | 2035-09-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                               | Czech Republic Government Bond                                              | CUSIP: EK9125668<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    66600000 | PA      | $2768872.64   | 0.35%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                        | Ukraine Government International Bond                                       | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1579875 | PA      | $803366.44    | 0.10%             | 2035-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                     | Celulosa Arauco y Constitucion S.A.                                         | CUSIP: 151191BL6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     1500000 | PA      | $1309064.70   | 0.17%             | 2050-01-29      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                      | Mexican Bonos                                                               | CUSIP: EI8047355<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    33440000 | PA      | $1754931.78   | 0.22%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                      | Mexican Bonos                                                               | CUSIP: EH6944449<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    53800000 | PA      | $2761946.66   | 0.35%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                  | Corp Nacional del Cobre de Chile                                            | CUSIP: 21987BAY4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     2150000 | PA      | $1724213.96   | 0.22%             | 2049-02-05      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Gruma SAB de CV                                                              | Gruma SAB de C.V.                                                           | CUSIP: 400131AJ7<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |      975000 | PA      | $978455.16    | 0.12%             | 2054-12-09      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                                     | Provincia de Buenos Aires (Step Bond)                                       | CUSIP: BR3458824<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     2709263 | PA      | $1984534.82   | 0.25%             | 2037-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                      | Adani Ports & Special Economic Zone Ltd                                     | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     1800000 | PA      | $1613420.64   | 0.21%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                           | Serbia Government International Bond                                        | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     2650000 | PA      | $2323290.62   | 0.30%             | 2030-12-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                                            | Jordan Government International Bond                                        | CUSIP: 418097AJ0<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     2000000 | PA      | $2018108.02   | 0.26%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                          | Fixed Income Clearing Corporation                                           | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    13707000 | PA      | $13707000.00  | 1.74%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Caltex Corp                                                               | GS Caltex Corp                                                              | CUSIP: 36294BAM6<br>LEI: 988400KLBPXB4WMBUX18 | Long             | DBT              | CORP              | KR        |     2750000 | PA      | $2719722.50   | 0.35%             | 2030-10-28      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Bancolombia SA                                                               | Bancolombia S.A.                                                            | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |     1500000 | PA      | $1602597.53   | 0.20%             | 2034-12-24      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                                            | Jordan Government International Bond                                        | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      450000 | PA      | $477056.58    | 0.06%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Egypt Treasury Bills                                                         | Egypt Treasury Bills                                                        | CUSIP: YQ7273473<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    81000000 | PA      | $1546775.71   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | Ecopetrol S.A.                                                              | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1000000 | PA      | $735460.00    | 0.09%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ecobank Transnational Inc                                                    | Ecobank Transnational, Inc                                                  | CUSIP: 27889PAC7<br>LEI: 213800USCE9Y111R4656 | Long             | DBT              | CORP              | TG        |     1600000 | PA      | $1738695.95   | 0.22%             | 2029-10-15      | Fixed         | 10.12%                | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                         | Mexico Government International Bond                                        | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2725000 | PA      | $2788492.50   | 0.35%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA/Cayman Island                                       | Itau Unibanco Holding S.A.                                                  | CUSIP: 46556V2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |      600000 | PA      | $627693.00    | 0.08%             | 2030-02-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| MALAYSIA GOVERNMENT                                                          | Malaysia Government International Bond                                      | CUSIP: EK9244469<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6000000 | PA      | $1515398.74   | 0.19%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                               | Bonos de la Tesoreria de la Republica en pesos                              | CUSIP: YW7593653<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   700000000 | PA      | $758027.32    | 0.10%             | 2029-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                       | Republic of Poland Government International Bond                            | CUSIP: ZN9554595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     7150000 | PA      | $2046032.56   | 0.26%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                           | Republic of Poland Government International Bond                            | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1400000 | PA      | $1506485.05   | 0.19%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                     | Comision Federal de Electricidad                                            | CUSIP: 200447AE0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      860000 | PA      | $804754.02    | 0.10%             | 2045-06-16      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Mexico Remittances Funding Fiduciary Estate Management Sarl                  | Mexico Remittances Funding Fiduciary Estate Management Sarl                 | CUSIP: 593035AB4<br>LEI: 54930007WQ6S3GFCM563 | Long             | DBT              | CORP              | LU        |     2500000 | PA      | $2600000.00   | 0.33%             | 2031-10-15      | Fixed         | 12.50%                | Yes           |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                                        | Petroleos del Peru S.A.                                                     | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     2750000 | PA      | $1980000.00   | 0.25%             | 2047-06-19      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Banco del Estado de Chile                                                    | Banco del Estado de Chile                                                   | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |     2100000 | PA      | $2233190.17   | 0.28%             | N/A             | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                         | YPF S.A.                                                                    | CUSIP: 984245AQ3<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      500000 | PA      | $499073.30    | 0.06%             | 2027-07-21      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| YPF SA                                                                       | YPF S.A.                                                                    | CUSIP: 984245AY6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     1200000 | PA      | $1232726.40   | 0.16%             | 2031-09-11      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| LD Celulose International GmbH                                               | LD Celulose International GmbH                                              | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |     1725000 | PA      | $1815219.23   | 0.23%             | 2032-01-26      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| NEMAK SAB DE CV                                                              | Nemak SAB de C.V.                                                           | CUSIP: 64045DAC8<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |     2200000 | PA      | $1926068.98   | 0.25%             | 2031-06-28      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                      | Adani Ports & Special Economic Zone Ltd                                     | CUSIP: 00652MAE2<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     2100000 | PA      | $2052573.39   | 0.26%             | 2029-07-03      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Brazilian Government International Bond                                      | Brazilian Government International Bond                                     | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      930000 | PA      | $940555.50    | 0.12%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| India Government Bond                                                        | India Government Bond                                                       | CUSIP: ZJ8780851<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   164500000 | PA      | $1898346.52   | 0.24%             | 2037-07-24      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                       | Peruvian Government International Bond                                      | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1600000 | PA      | $1642416.00   | 0.21%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                           | Dominican Republic Government International Bond                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     5025000 | PA      | $4809176.25   | 0.61%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                          | Nigeria Government International Bond                                       | CUSIP: 65412JAH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1050000 | PA      | $987596.16    | 0.13%             | 2038-02-23      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                        | Ukraine Government International Bond                                       | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1235083 | PA      | $847266.94    | 0.11%             | 2029-02-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                         | Saudi Arabian Oil Co                                                        | CUSIP: 80414L2L8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     1800000 | PA      | $1242072.00   | 0.16%             | 2050-11-24      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                             | Republic of Poland Government International Bond                            | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2450000 | PA      | $2561029.93   | 0.33%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                        | Guatemala Government International Bond                                     | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1250000 | PA      | $1093750.00   | 0.14%             | 2041-10-07      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                                            | Kenya Government International Bond                                         | CUSIP: 491798AH7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1325000 | PA      | $1211682.08   | 0.15%             | 2048-02-28      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | Ecopetrol S.A.                                                              | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2075000 | PA      | $1860933.66   | 0.24%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                          | Benin Government International Bond                                         | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      725000 | PA      | $772842.24    | 0.10%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| AZURE POWER ENERGY LTD                                                       | Azure Power Energy Ltd                                                      | CUSIP: 05502VAA1<br>LEI: 54930051LQDFHGQMHF47 | Long             | DBT              | CORP              | MU        |      697914 | PA      | $683030.80    | 0.09%             | 2026-08-19      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| Guatemala Government Bond                                                    | Guatemala Government Bond                                                   | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     3950000 | PA      | $4161996.50   | 0.53%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Antofagasta PLC                                                              | Antofagasta plc                                                             | CUSIP: 03718NAD8<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     1525000 | PA      | $1566754.50   | 0.20%             | 2035-09-09      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                     | Republic of South Africa Government International Bond                      | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      775000 | PA      | $654802.29    | 0.08%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                            | Kosmos Energy Ltd                                                           | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $875452.93    | 0.11%             | 2028-03-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                                      | Pakistan Government International Bond                                      | CUSIP: 695847AU7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     1140000 | PA      | $1088361.24   | 0.14%             | 2051-04-08      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                             | Grupo Nutresa S.A.                                                          | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |     2200000 | PA      | $2363350.00   | 0.30%             | 2030-05-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CFE FIBRA E                                                                  | CFE FIBRA E                                                                 | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     2300000 | PA      | $2311960.00   | 0.29%             | 2040-09-23      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| IVORY COAST                                                                  | Ivory Coast Government International Bond (Step Bond)                       | CUSIP: 221625AK2<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2190030 | PA      | $2190787.83   | 0.28%             | 2032-12-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| 10 RENEW POWER SUBSIDIAR                                                     | ReNew Wind Energy AP2                                                       | CUSIP: 75973PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     2700000 | PA      | $2609332.57   | 0.33%             | 2028-07-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Gran Tierra Energy Inc                                                       | Gran Tierra Energy, Inc                                                     | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $850072.29    | 0.11%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Zambia Government International Bond                                         | Zambia Government International Bond                                        | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     1918906 | PA      | $1842208.42   | 0.23%             | 2033-06-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                      | Hungary Government International Bond                                       | CUSIP: BT4396433<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   452750000 | PA      | $1210043.91   | 0.15%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                                                | Bank Hapoalim BM                                                            | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     2000000 | PA      | $1955272.00   | 0.25%             | 2032-01-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi AS                                             | Turkiye Ihracat Kredi Bankasi AS.                                           | CUSIP: 90015LAJ6<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |     2500000 | PA      | $2589350.45   | 0.33%             | 2028-02-06      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bond                                        | Turkiye Government International Bond                                       | CUSIP: ZD7301595<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1750000 | PA      | $2153510.19   | 0.27%             | 2030-05-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | Ecopetrol S.A.                                                              | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1000000 | PA      | $1082387.00   | 0.14%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                     | Asian Infrastructure Investment Bank                                        | CUSIP: BS7653915<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |    57100000 | PA      | $610601.53    | 0.08%             | 2031-12-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                                        | Costa Rica Government International Bond                                    | CUSIP: 221597BT3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     3325000 | PA      | $3148974.50   | 0.40%             | 2043-04-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | Pemex Project Funding Master Trust                                          | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2100000 | PA      | $2015203.05   | 0.26%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                         | Mexico Government International Bond                                        | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3200000 | PA      | $3184000.00   | 0.41%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands BV                                                        | Suzano Netherlands BV                                                       | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     1435000 | PA      | $1431211.60   | 0.18%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                     | Pertamina Hulu Energi PT                                                    | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |     1000000 | PA      | $1021012.19   | 0.13%             | 2030-05-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                         | Paraguay Government International Bond                                      | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     4275000 | PA      | $3781921.50   | 0.48%             | 2033-01-29      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                             | Peruvian Government International Bond                                      | CUSIP: 715638CZ3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     6725000 | PA      | $1940425.73   | 0.25%             | 2034-08-12      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                         | Petronas Capital Ltd                                                        | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     3320000 | PA      | $3466841.57   | 0.44%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                         | Indonesia Treasury Bond                                                     | CUSIP: AZ8693857<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 44560000000 | PA      | $2841334.88   | 0.36%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                         | Paraguay Government International Bond                                      | CUSIP: 699149AF7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1050000 | PA      | $1004850.00   | 0.13%             | 2048-03-13      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Colombia Government International Bond                                       | Colombia Government International Bond                                      | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1500000 | PA      | $1597890.00   | 0.20%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                           | Angolan Government International Bond                                       | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     2250000 | PA      | $2217577.75   | 0.28%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                       | BBVA Bancomer S.A.                                                          | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     3000000 | PA      | $2968140.00   | 0.38%             | 2033-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                          | Ecuador Government International Bond (Step Bond)                           | CUSIP: ZO2094456<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     2384600 | PA      | $2172370.60   | 0.28%             | 2030-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                     | Republic of South Africa Government International Bond                      | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1250000 | PA      | $1063536.18   | 0.14%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                        | Uruguay Government International Bond                                       | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     1770000 | PA      | $1854075.00   | 0.24%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                           | Republic of Poland Government International Bond                            | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      500000 | PA      | $508867.89    | 0.06%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                                          | Senegal Government International Bond                                       | CUSIP: 81720TAD7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     3300000 | PA      | $2108959.28   | 0.27%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AES ESPANA BV                                                                | AES Andres BV                                                               | CUSIP: 00109YAA3<br>LEI: 7245003VZ59682IZLJ86 | Long             | DBT              | CORP              | NL        |     1700000 | PA      | $1657398.00   | 0.21%             | 2028-05-04      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Continuum Green Energy India Pvt / Co-Issuers                                | Continuum Green Energy India Pvt                                            | CUSIP: 89629LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     1687875 | PA      | $1778497.11   | 0.23%             | 2033-06-26      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CORAL-US CO-BORROWER LLC                                                     | Coral-US Co-Borrower, LLC, Term Loan B6                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1840000 | PA      | $1802629.60   | 0.23%             | 2029-10-15      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                           | Peru Government Bond                                                        | CUSIP: AZ1761248<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3525000 | PA      | $1017100.48   | 0.13%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                       | Pertamina Persero PT                                                        | CUSIP: 69370PAE1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     1250000 | PA      | $1080402.09   | 0.14%             | 2049-07-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Turk Telekomunikasyon AS                                                     | Turk Telekomunikasyon AS.                                                   | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |     3350000 | PA      | $3387141.35   | 0.43%             | 2032-10-07      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                       | Galaxy Pipeline Assets Bidco Ltd                                            | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     1747975 | PA      | $1588025.48   | 0.20%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                        | Guatemala Government International Bond                                     | CUSIP: 401494AQ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      525000 | PA      | $522900.00    | 0.07%             | 2030-06-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| ENERGIAN ISRAEL FINANCE                                                      | Energean Israel Finance Ltd                                                 | CUSIP: BO3321904<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     2841000 | PA      | $2794833.75   | 0.36%             | 2028-03-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                       | Brazilian Government International Bond                                     | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     4010000 | PA      | $4100225.00   | 0.52%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                              | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4081.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                              | Trust Fibra Uno                                                             | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     2375000 | PA      | $2320707.26   | 0.30%             | 2030-01-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Garanti Bankasi AS                                                   | Turkiye Garanti Bankasi AS.                                                 | CUSIP: 900148AJ6<br>LEI: 5493002XSS7K7RHN1V37 | Long             | DBT              | CORP              | TR        |     1200000 | PA      | $1204239.80   | 0.15%             | 2036-04-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                             | Lenovo Group Ltd                                                            | CUSIP: 526250AB1<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |     1500000 | PA      | $1432361.27   | 0.18%             | 2030-11-02      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: —       |
| Benin Government International Bond                                          | Benin Government International Bond                                         | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     1700000 | PA      | $1768597.01   | 0.23%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Sammaan Capital Ltd                                                          | Sammaan Capital Ltd                                                         | CUSIP: YL5200651<br>LEI: 335800A2A3G53ZQZTQ21 | Long             | DBT              | CORP              | IN        |     1500000 | PA      | $1578363.44   | 0.20%             | 2028-08-28      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                                                     | Sweihan PV Power Co PJSC                                                    | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |     2290250 | PA      | $1961805.25   | 0.25%             | 2049-01-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                     | Republic of South Africa Government International Bond                      | CUSIP: EK7732887<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    49875000 | PA      | $2869918.37   | 0.37%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                                         | Sitios Latinoamerica SAB de C.V.                                            | CUSIP: 03217KAB4<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |     1000000 | PA      | $1002225.00   | 0.13%             | 2032-04-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                       | OCP S.A.                                                                    | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1200000 | PA      | $1292525.58   | 0.16%             | 2036-03-01      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| STAR ENERGY CO ISSUE                                                         | Star Energy Geothermal Darajat II                                           | CUSIP: 85513LAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      995000 | PA      | $959212.14    | 0.12%             | 2038-10-14      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Coral-US Co-Borrower LLC                                                     | Coral-US Co-Borrower, LLC, Term Loan B7                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2000000 | PA      | $1941670.00   | 0.25%             | 2032-01-30      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                        | Dominican Republic International Bond                                       | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1725000 | PA      | $1721463.75   | 0.22%             | 2035-10-28      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                        | Argentina Republic Government International Bond (Step Bond)                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2420000 | PA      | $1978350.00   | 0.25%             | 2030-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                                           | Morocco Government International Bond                                       | CUSIP: 617726AG9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     2175000 | PA      | $2106491.46   | 0.27%             | 2042-12-11      | Fixed         | 5.50%                 | Yes           |                  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        |      850000 | PA      | $925628.75    | 0.12%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| WLB Asset VI Pte Ltd                                                         | WLB Asset VI Pte Ltd                                                        | CUSIP: ZG6473158<br>LEI: 254900M29A8RHZTF4J92 | Long             | DBT              | CORP              | MU        |     1000000 | PA      | $1044470.00   | 0.13%             | 2027-12-21      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                      | KazMunayGas National Co JSC                                                 | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     1550000 | PA      | $1564421.63   | 0.20%             | 2048-10-24      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | Petroleos Mexicanos                                                         | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2075000 | PA      | $1662993.60   | 0.21%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Indika Energy Tbk PT                                                         | Indika Energy Tbk PT                                                        | CUSIP: 69369KAA3<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |     1800000 | PA      | $1803362.81   | 0.23%             | 2029-05-07      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                         | Mexico Government International Bond                                        | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1300000 | PA      | $1458395.42   | 0.19%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                        | Hungary Government International Bond                                       | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     2900000 | PA      | $3047469.26   | 0.39%             | 2035-09-26      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Banco BBVA Peru SA                                                           | Banco BBVA Peru S.A.                                                        | CUSIP: 058950AA4<br>LEI: 549300H1JNU0HLNFU552 | Long             | DBT              | CORP              | PE        |     1250000 | PA      | $1295728.75   | 0.16%             | 2034-06-07      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government Bond                                                      | Turkiye Government Bond                                                     | CUSIP: ZD1133440<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    20000000 | PA      | $473764.80    | 0.06%             | 2026-02-18      | Fixed         | 37.00%                | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                       | Egypt Government International Bond                                         | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     5400000 | PA      | $4982723.37   | 0.63%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                       | Oman Government International Bond                                          | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1325000 | PA      | $1454593.89   | 0.19%             | 2047-03-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| BANK GOSPODARSTWA KRAJOW                                                     | Bank Gospodarstwa Krajowego                                                 | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      830000 | PA      | $865481.73    | 0.11%             | 2033-05-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                            | Lebanon Government International Bond                                       | CUSIP: UV5768394<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     3200000 | PA      | $729600.00    | 0.09%             | 2025-11-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                     | Perusahaan Listrik Negara PT                                                | CUSIP: 71568PAF6<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     2000000 | PA      | $2069410.00   | 0.26%             | 2048-05-21      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Niagara Energy SAC                                                           | Niagara Energy SAC                                                          | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     1600000 | PA      | $1646617.81   | 0.21%             | 2034-10-03      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                         | Paraguay Government International Bond                                      | CUSIP: 699149AB6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1275000 | PA      | $1322838.00   | 0.17%             | 2044-08-11      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                                     | Liberty Costa Rica Senior Secured Finance                                   | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |     3000000 | PA      | $3174000.00   | 0.40%             | 2031-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| ANADOLU EFES BIR                                                             | Anadolu Efes Biracilik Ve Malt Sanayii AS.                                  | CUSIP: 032523AB8<br>LEI: 7890006LGARYVIPOJX03 | Long             | DBT              | CORP              | TR        |     3700000 | PA      | $3427538.22   | 0.44%             | 2028-06-29      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Paraguay Government International Bond                                       | Paraguay Government International Bond                                      | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      350000 | PA      | $376792.50    | 0.05%             | 2055-03-04      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                     | Republic of South Africa Government International Bond                      | CUSIP: EK7733067<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    25500000 | PA      | $1384888.36   | 0.18%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                                                        | Jamaica Government International Bond                                       | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |     1650000 | PA      | $1989586.50   | 0.25%             | 2039-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                     | Brazil Notas do Tesouro Nacional Serie F                                    | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    26175000 | PA      | $4277568.91   | 0.54%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                     | OCP S.A.                                                                    | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     4000000 | PA      | $3374180.00   | 0.43%             | 2051-06-23      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                     | Saudi Government International Bond                                         | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     2000000 | PA      | $1475816.76   | 0.19%             | 2055-01-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Trinidad Generation UnLtd                                                    | Trinidad Generation UnLtd                                                   | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |     1350000 | PA      | $1414800.00   | 0.18%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                       | Eskom Holdings SOC Ltd                                                      | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     2875000 | PA      | $2959886.99   | 0.38%             | 2028-08-10      | Fixed         | 6.35%                 | 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        |     1900000 | PA      | $1970300.00   | 0.25%             | 2032-05-05      | Fixed         | 6.18%                 | Yes           |                  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        |  1380000000 | PA      | $1508233.79   | 0.19%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                           | Serbia Government International Bond                                        | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1650000 | PA      | $1801320.25   | 0.23%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                     | Republic of South Africa Government International Bond                      | CUSIP: EJ7498649<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    20900000 | PA      | $1082400.00   | 0.14%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                  | Petrobras Global Finance BV                                                 | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     1950000 | PA      | $1923410.25   | 0.24%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| PAKISTAN WATER & POWER                                                       | Pakistan Water & Power Development Authority                                | CUSIP: BP8111539<br>LEI: 213800UA74QOTK6IES10 | Long             | DBT              | NUSS              | PK        |     1500000 | PA      | $1416840.11   | 0.18%             | 2031-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA                                            | Banco de Credito e Inversiones S.A.                                         | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     1000000 | PA      | $1075000.00   | 0.14%             | N/A             | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CT TRUST                                                                     | CT Trust                                                                    | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |      700000 | PA      | $661213.00    | 0.08%             | 2032-02-03      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                      | Romanian Government International Bond                                      | CUSIP: ZP8252477<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6450000 | PA      | $1383592.31   | 0.18%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                     | Kazakhstan Government International Bond                                    | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     1975000 | PA      | $2015768.44   | 0.26%             | 2037-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| RUMO LUXEMBOURG SARL                                                         | Rumo Luxembourg Sarl                                                        | CUSIP: 781467AE5<br>LEI: 222100HOIQFT7YOSPB46 | Long             | DBT              | CORP              | LU        |     2200000 | PA      | $2030424.00   | 0.26%             | 2032-01-18      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Garanti Bankasi AS                                                   | Turkiye Garanti Bankasi AS.                                                 | CUSIP: 900148AH0<br>LEI: 5493002XSS7K7RHN1V37 | Long             | DBT              | CORP              | TR        |     2500000 | PA      | $2570672.03   | 0.33%             | 2036-01-08      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: —       |
| India Government Bond                                                        | India Government International Bond                                         | CUSIP: ZI2598574<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   246000000 | PA      | $2861356.33   | 0.36%             | 2033-08-14      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF                            | iShares JP Morgan USD Emerging Markets Bond ETF                             | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |      104370 | NS      | $10089447.90  | 1.28%             |  |  |  | No            |                  1 | On Loan: —       |
| REPUBLIC OF ARGENTINA                                                        | Argentine Republic Government International Bond                            | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     4050000 | PA      | $2970675.00   | 0.38%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARABIAN CENTRES SUKUK II                                                     | Arabian Centres Sukuk II Ltd                                                | CUSIP: 03847QAA1<br>LEI: 549300X92PKHJD8UYG94 | Long             | DBT              | CORP              | KY        |     3900000 | PA      | $3802734.00   | 0.48%             | 2026-10-07      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                    | Ivory Coast Government International Bond (Step Bond)                       | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1200000 | PA      | $1274521.70   | 0.16%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                                      | EIG Pearl Holdings Sarl                                                     | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |     2500000 | PA      | $2094280.00   | 0.27%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                      | Philippine Government International Bond                                    | CUSIP: BV4041802<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     3050000 | PA      | $2615203.93   | 0.33%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Barbados Government International Bond                                       | Barbados Government International Bond                                      | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     4125000 | PA      | $4290000.00   | 0.55%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| INDUSTRIAL DPR FUNDING LTD.                                                  | Industrial DPR Funding Ltd                                                  | CUSIP: 45605PAZ1<br>LEI: 549300MBUJF25SSFY437 | Long             | ABS-O            | CORP              | KY        |     2867985 | PA      | $2578978.20   | 0.33%             | 2034-04-15      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                                      | Aeropuerto Internacional de Tocumen S.A.                                    | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     2000000 | PA      | $1606200.00   | 0.20%             | 2061-08-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| YPF SA                                                                       | YPF S.A.                                                                    | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     2000000 | PA      | $2013312.00   | 0.26%             | 2034-01-17      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Chile Government International Bond                                          | Chile Government International Bond                                         | CUSIP: YN6832904<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1830000 | PA      | $2125160.55   | 0.27%             | 2035-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                        | Mexico Government International Bond                                        | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2250000 | PA      | $1841737.50   | 0.23%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                                        | Volcan Cia Minera SAA                                                       | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     2690000 | PA      | $2727794.50   | 0.35%             | 2032-10-28      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                      | Mexican Bonos                                                               | CUSIP: EH6834517<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    27480000 | PA      | $1504540.54   | 0.19%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                             | Peruvian Government International Bond                                      | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2895000 | PA      | $2519229.00   | 0.32%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Montego Bay Airport Revenue Finance Ltd                                      | Montego Bay Airport Revenue Finance Ltd                                     | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |     2850000 | PA      | $2823751.50   | 0.36%             | 2035-06-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                        | Mexico Government International Bond                                        | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1850000 | PA      | $1398507.50   | 0.18%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                     | Republic of South Africa Government International Bond                      | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2600000 | PA      | $2619782.98   | 0.33%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                      | El Salvador Government International Bond                                   | CUSIP: 283875AQ5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     3100000 | PA      | $3061250.00   | 0.39%             | 2041-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                                     | Empresas Publicas de Medellin ESP                                           | CUSIP: 29246BAF5<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     1000000 | PA      | $926312.50    | 0.12%             | 2031-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Zambia Government International Bond                                         | Zambia Government International Bond                                        | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     3180173 | PA      | $2220040.48   | 0.28%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                           | Ukraine Government International Bond                                       | CUSIP: 903724AW2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2320000 | PA      | $1958080.00   | 0.25%             | 2041-08-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bond                                        | Nigeria Government International Bond                                       | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     2150000 | PA      | $2416978.79   | 0.31%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| ENERGIAN ISRAEL FINANCE                                                      | Energean Israel Finance Ltd                                                 | CUSIP: BO3322191<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      500000 | PA      | $482475.23    | 0.06%             | 2031-03-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                               | Tullow Oil plc                                                              | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |     1522000 | PA      | $1282285.00   | 0.16%             | 2026-05-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Saudi Government International Bond                                          | Saudi Government International Bond                                         | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     2400000 | PA      | $2569995.24   | 0.33%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                     | Republic of South Africa Government International Bond                      | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2075000 | PA      | $1753193.00   | 0.22%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL GAS CO                                                              | National Gas Company of Trinidad and Tobago Limited                         | CUSIP: 636203AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |      850000 | PA      | $785876.00    | 0.10%             | 2036-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                           | Dominican Republic Government International Bond                            | CUSIP: 25714PCF3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1585000 | PA      | $1758002.75   | 0.22%             | 2044-04-30      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST                                                        | Rio Oil Finance Trust                                                       | CUSIP: 76716XAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      950000 | PA      | $980964.48    | 0.12%             | 2028-04-06      | Fixed         | 8.20%                 | Yes           |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                              | Turkcell Iletisim Hizmetleri AS.                                            | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     1990000 | PA      | $2084954.06   | 0.27%             | 2032-01-24      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                                       | Mexico City Airport Trust                                                   | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1000000 | PA      | $882701.90    | 0.11%             | 2046-10-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                           | Dominican Republic Government International Bond                            | CUSIP: 25714WBJ1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    57200000 | PA      | $920634.50    | 0.12%             | 2030-01-11      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                   | Grupo Aeromexico SAB de C.V.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     2655890 | NS      | $4169569.32   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                      | Hungary Government Bond                                                     | CUSIP: BT4398900<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   600000000 | PA      | $1710001.27   | 0.22%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                                                     | NAK Naftogaz Ukraine via Kondor Finance plc                                 | CUSIP: 50050MAB1<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |     2335120 | PA      | $1810192.66   | 0.23%             | 2028-11-08      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                            | Lebanon Government International Bond                                       | CUSIP: AM7142053<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     3800000 | PA      | $866400.00    | 0.11%             | 2027-03-23      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                | EUR260108                                                                   | CUSIP: EUR260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $150349.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                                                        | Jamaica Government International Bond                                       | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |     1810000 | PA      | $2183765.00   | 0.28%             | 2045-07-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                          | Saudi Government International Bond                                         | CUSIP: 80413TBK4<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1950000 | PA      | $2049948.99   | 0.26%             | 2031-01-13      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                       | Egypt Government International Bond                                         | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     3200000 | PA      | $3184469.57   | 0.41%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                       | Brazilian Government International Bond                                     | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1100000 | PA      | $899250.00    | 0.11%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                       | Republic of South Africa Government International Bond                      | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2050000 | PA      | $2204698.56   | 0.28%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  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        |    14346629 | NS      | $14346628.82  | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF AZERBAIJAN                                                       | Republic of Azerbaijan International Bond                                   | CUSIP: AO9863769<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |     3900000 | PA      | $3643994.60   | 0.46%             | 2032-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                                           | Turkey Government International Bond                                        | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2050000 | PA      | $1824322.18   | 0.23%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                                                       | Banco Nacional de Comercio Exterior SNC                                     | CUSIP: 05973JAA8<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |     1500000 | PA      | $1463819.40   | 0.19%             | 2031-08-11      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Kallpa Generacion SA                                                         | Kallpa Generacion S.A.                                                      | CUSIP: 48344FAC4<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     1125000 | PA      | $1132762.50   | 0.14%             | 2035-09-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Kingston Airport Revenue Finance Ltd                                         | Kingston Airport Revenue Finance Ltd                                        | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |     3500000 | PA      | $3587500.00   | 0.46%             | 2036-12-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi AS                                                     | Yapi ve Kredi Bankasi AS.                                                   | CUSIP: 984848AR2<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |     2000000 | PA      | $2126087.44   | 0.27%             | 2034-01-17      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Brazilian Government International Bond                                      | Brazilian Government International Bond                                     | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1500000 | PA      | $1530975.00   | 0.19%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                                     | Lima Metro Line 2 Finance Ltd                                               | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |      745612 | PA      | $724021.17    | 0.09%             | 2036-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI SA                                         | Aeropuertos Dominicanos Siglo XXI S.A.                                      | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |     2300000 | PA      | $2409365.00   | 0.31%             | 2034-06-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MEDCO LAUREL TREE                                                            | Medco Laurel Tree Pte Ltd                                                   | CUSIP: 58406RAA6<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |     1500000 | PA      | $1507749.17   | 0.19%             | 2028-11-12      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                                     | Banco Nacional de Panama                                                    | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |     3000000 | PA      | $2647795.80   | 0.34%             | 2030-08-11      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY                                                                      | Hungary Government International Bond                                       | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     4900000 | PA      | $4222321.52   | 0.54%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                           | Panama Government International Bond                                        | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1675000 | PA      | $1277187.50   | 0.16%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                         | Colombia Government International Bond                                      | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     3550000 | PA      | $2950050.00   | 0.38%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                                           | Turkey Government International Bond                                        | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      825000 | PA      | $813114.13    | 0.10%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Shriram Finance Ltd                                                          | Shriram Finance Ltd                                                         | CUSIP: 82556FAB8<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |     2100000 | PA      | $2151699.90   | 0.27%             | 2028-04-03      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                       | Asian Development Bank                                                      | CUSIP: BG0743297<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   176300000 | PA      | $1952728.42   | 0.25%             | 2030-02-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Ulker Biskuvi Sanayi AS                                                      | Ulker Biskuvi Sanayi AS.                                                    | CUSIP: 903742AB0<br>LEI: 7890009HEU9BS7J3DA93 | Long             | DBT              | CORP              | TR        |     2375000 | PA      | $2456560.94   | 0.31%             | 2031-07-08      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                                      | Romanian Government International Bond                                      | CUSIP: 77586RAH3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      350000 | PA      | $314394.51    | 0.04%             | 2031-02-14      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                         | Colombian TES                                                               | CUSIP: AM1281642<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  9450000000 | PA      | $1944267.97   | 0.25%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                     | Petrobras Global Finance BV                                                 | CUSIP: 71647NBD0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     1500000 | PA      | $1501500.00   | 0.19%             | 2049-03-19      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                     | Uruguay Government International Bond                                       | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    70575000 | PA      | $1801508.09   | 0.23%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp SAB de CV                                                 | Orbia Advance Corp SAB de C.V.                                              | CUSIP: 68560EAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     1000000 | PA      | $995000.00    | 0.13%             | 2035-05-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| UEP PENONOME II SA                                                           | UEP Penonome II S.A.                                                        | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |     1322978 | PA      | $1191341.71   | 0.15%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Muthoot Finance Ltd                                                          | Muthoot Finance Ltd                                                         | CUSIP: 62828L2D4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     2225000 | PA      | $2256889.97   | 0.29%             | 2029-04-23      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                                       | Republic of Uganda Government Bonds                                         | CUSIP: AZ5159746<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        | 10893000000 | PA      | $2764323.62   | 0.35%             | 2034-06-22      | Fixed         | 14.25%                | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                             | Corp Nacional del Cobre de Chile                                            | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1000000 | PA      | $1066900.00   | 0.14%             | 2035-01-13      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| NETWORK I2I LTD                                                              | Network i2i Ltd                                                             | CUSIP: 64132NAC0<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | CORP              | MU        |     3500000 | PA      | $3482068.80   | 0.44%             | N/A             | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bond                                          | Ghana Government International Bond                                         | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     2038338 | PA      | $1982266.36   | 0.25%             | 2029-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                    | Ivory Coast Government International Bond                                   | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1500000 | PA      | $1579408.62   | 0.20%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                       | Republic of Uzbekistan International Bond                                   | CUSIP: 91822Q2A4<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     3000000 | PA      | $3023309.94   | 0.38%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Medco Maple Tree Pte Ltd                                                     | Medco Maple Tree Pte Ltd                                                    | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |     1500000 | PA      | $1572583.50   | 0.20%             | 2029-04-27      | Fixed         | 8.96%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                                                          | Abu Dhabi Crude Oil Pipeline LLC                                            | CUSIP: 00401MAB2<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |     2000000 | PA      | $1881706.52   | 0.24%             | 2047-11-02      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                    | Republic of Uzbekistan International Bond                                   | CUSIP: 91824PAB3<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  9240000000 | PA      | $790452.29    | 0.10%             | 2027-05-29      | Fixed         | 16.62%                | Yes           |                  2 | On Loan: No      |
| Sri Lanka Government International Bond                                      | Sri Lanka Government International Bond                                     | CUSIP: YS0764847<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     2253220 | PA      | $1743946.90   | 0.22%             | 2035-06-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bond                                          | Egypt Government International Bond                                         | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2625000 | PA      | $2812520.21   | 0.36%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY                                                                      | Hungary Government International Bond                                       | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1900000 | PA      | $1980490.21   | 0.25%             | 2028-05-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                        | Guatemala Government International Bond                                     | CUSIP: 401494AT6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     2775000 | PA      | $2497500.00   | 0.32%             | 2033-10-07      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Colombia Government International Bond                                       | Colombia Government International Bond                                      | CUSIP: YK0049733<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2385000 | PA      | $2688701.49   | 0.34%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                   | First Quantum Minerals Ltd                                                  | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1265000 | PA      | $1344420.50   | 0.17%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                             | Peruvian Government International Bond                                      | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      975000 | PA      | $807738.75    | 0.10%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Baiterek National Managing Holding JSC                                       | Baiterek National Managing Holding JSC                                      | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | CORP              | KZ        |     1875000 | PA      | $1910005.78   | 0.24%             | 2028-05-08      | Fixed         | 5.45%                 | Yes           |                  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        |     1981015 | PA      | $2095160.84   | 0.27%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                            | MDGH GMTN RSC Ltd                                                           | CUSIP: 55285GAD6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |     1000000 | PA      | $994078.00    | 0.13%             | 2033-11-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| IRB Infrastructure Developers Ltd                                            | IRB Infrastructure Developers Ltd                                           | CUSIP: 449881AA9<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |     3050000 | PA      | $3174201.09   | 0.40%             | 2032-03-11      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| Orbia Advance Corp SAB de CV                                                 | Orbia Advance Corp SAB de C.V.                                              | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      960000 | PA      | $959368.93    | 0.12%             | 2030-05-13      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                                          | Benin Government International Bond                                         | CUSIP: BN4939383<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     1125000 | PA      | $1195335.33   | 0.15%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                         | Petronas Capital Ltd                                                        | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     1300000 | PA      | $1388533.74   | 0.18%             | 2055-04-03      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                           | Panama Government International Bond                                        | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1075000 | PA      | $1151378.75   | 0.15%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ABSA GROUP LTD                                                               | Absa Group Ltd                                                              | CUSIP: BP6143476<br>LEI: 2138006IPPRD4N6XLT30 | Long             | DBT              | CORP              | ZA        |      800000 | PA      | $799962.58    | 0.10%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                          | Bangkok Bank PCL                                                            | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     2100000 | PA      | $1915244.18   | 0.24%             | 2036-09-23      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                      | Romanian Government International Bond                                      | CUSIP: ZM1054521<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6000000 | PA      | $1412347.12   | 0.18%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi AS                                                     | Yapi ve Kredi Bankasi AS.                                                   | CUSIP: 984848AU5<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |     1300000 | PA      | $1337044.80   | 0.17%             | 2030-03-03      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Akbank TAS                                                                   | Akbank TAS                                                                  | CUSIP: 00971YAL4<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     1950000 | PA      | $2044355.86   | 0.26%             | 2030-01-20      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular SA                                           | Millicom International Cellular S.A.                                        | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     1750000 | PA      | $1827556.50   | 0.23%             | 2032-04-02      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                                        | Bonos de la Tesoreria de la Republica en pesos                              | CUSIP: BQ3398386<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  1270000000 | PA      | $1350054.30   | 0.17%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Rede D'or Finance Sarl                                                       | Rede D'or Finance Sarl                                                      | CUSIP: 75735GAC2<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |     2300000 | PA      | $2355890.00   | 0.30%             | 2035-09-09      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                     | Saudi Government International Bond                                         | CUSIP: 80413TAZ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1000000 | PA      | $687310.43    | 0.09%             | 2051-11-17      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                   | Grupo Aeromexico SAB de C.V.                                                | CUSIP: 40054JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     2100000 | PA      | $2105894.60   | 0.27%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: —       |

### Signature

**Date Signed:** 2025-10-31

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting